[Coin-discuss] which package would you recommend for an LP with cut generation?

[Ted Ralphs]

Hi Craig,

A basic version of what you want could easily be implemented through
Osi---it was designed to support exactly this sort of dynamic cut
generation. However, it does not have a cut pool or active management
of the LP in the sense you are looking for. I don't know much about
DyLP, but it can be called through Osi as well and might do what you
want. Otherwise, you could try either Cbc or SYMPHONY and set the node
limit to 1. SYMPHONY has more documentation and may be a little easier
to work with, since you don't have a need for integer preprocessing,
primal heuristics, etc. BCP and ABACUS are probably not good choices,
as they are frameworks intended for implementing branch, cut, and
price algorithms. Feel free to post if you have more questions.

Cheers,

Ted

On Fri, Jun 24, 2011 at 3:13 PM, Craig Schmidt <craig at craigschmidt.com> wrote:
> Hi There,
>
> I was hoping to get some recommendations for picking a COIN package.  I would like to solve an LP problem with cut generation.  I need to solve a series of LP's.  At each step, I'll fix some variable founds, and generate some violated cuts.  Then I resolve, and do it again until we terminate.  There are no integer or binary variables, so this doesn't fix in the typical "branch and cut" framework.  Also, my cuts are problem specific (think TSP subtours), so the cut generation libraries won't help.
>
> Given that problem, what COIN package would you start with?  In the branch and cut land, you have BCP, CBC, SYMPHONY, and ABACUS.  Or I could just use CLP or OSI with CLP.  All I really need is a good cut manager or cut pool.  I'd get those with the B&C packages, but there would be a lot of them tied to branch and bound.   I'm not sure if it is easier to ignore the parts that don't apply, or build my own cut management in CLP.
>
> Thanks for any advice.
>
> -Craig Schmidt
>
>
>
>
>
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-- 
Dr. Ted Ralphs
Associate Professor, Lehigh University
(610) 628-1280
ted 'at' lehigh 'dot' edu
coral.ie.lehigh.edu/~ted