[Coin-members] [COIN-OR E-News Announcements] September 2005 -
Volume 1- Issue 1
Robin Lougee-Heimer
robinlh at us.ibm.com
Wed Sep 14 22:50:24 EDT 2005
COIN-OR E-News Announcements
September 2005 - Volume 1 - Issue 1
Contents:
0. Inaugural Members Newsletter
1. Call for Nominations: Directors, COIN-OR Foundation
2. COIN-OR INFORMS 2005 Cup Competition
3. Open for New Projects
4. New Projects on COIN-OR
5. COIN-OR on a New Server
6. Recent Conference Activity
7. INFORMS Annual Meeting 2005, San Francisco
8. COIN-OR Article to Appear in ORMS Today
9. Corporate Members Welcome
10. Project News
______________
0. Inaugural Members Newsletter
Welcome to the inaugural COIN-OR Foundation Newsletter. The Newsletter is
an exclusive benefit for Members of the COIN-OR Foundation, published
quasi-quarterly throughout the year.
1. Call for Nominations: Directors, COIN-OR Foundation
Elections for Directors of the COIN-OR Foundation will be held this
November. Nominations are solicited for candidates for two director
positions on the Strategic Leadership Board (SLB) and two director
positions on the Technical Leadership Council (TLC). All full members of
the Foundation are eligible to vote. Visit
http://www.coin-or.org/call.for.nominations.2005.html for details.
2. COIN-OR INFORMS 2005 Cup Competition
Announcing the most coveted prize in computational OR! For details on how
to enter a submission or nominate a worthy COIN-OR user/contributor (or to
attend the award ceremony at the INFORMS Annual Meeting), see
http://www.coin-or.org/coinCup05.html.
3. Open for New Projects
When the COIN-OR Foundation took over active management of the COIN-OR
initiative at the end of 2004, a moratorium was placed on accepting new
projects while formal policies and procedures were established. In May
2005, the official processes were posted at
http://www.coin-or.org/contributions.html and COIN-OR was re-opened to
accept new projects. Trac (http://projects.edgewall.com/trac/) was
selected as COIN-OR's new project management system and Subversion (
http://subversion.tigris.org/) was selected as the new version control
system. Both Trac and Subversion are themselves open-source projects. All
new projects will use Trac and Subversion. Old projects can have Trac
pages (which is highly recommended in order to take advantage of the issue
tracker and the Wiki) and can convert from CVS to Subversion (also
recommended due to advantages of Subversion over CVS and because the Trac
source browser is Subversion based).
4. New Projects: CppAD, coinMP.dll, FLopC++, and MINLP.
(A) CppAD
You may have noticed a new project in the nightly tarballs, namely CppAD.
CppAD was contributed by Brad Bell (http://www.seanet.com/~bradbell/) and
is the process of coming on board. What is CppAD? The step-by-step
conversion of floating point operations from an algorithm that computes
function values to an algorithm that computes derivative values is known
as Algorithmic Differentiation. (For more information about Algorthmic
Differentiation, often called Automatic Differentiation or just ?AD?, and
other AD software see http://www.autodiff.org/.) Given a C++ algorithm
that computes function values, CppAD records the floating point operations
and can then use this recording to compute derivatives of arbitrary order
using both ?forward? and ?reverse? mode.
Three new projects are in the pipeline and will be on COIN-OR by the
INFORMS meeting in November.
(B) coinMP.dll
The coinMP.dll is contributed by Bjarni Kristjansson (Maximal Software).
CoinMP.dll is a Windows dynamic linked library (DLL) that supports most of
the functionality of COIN-OR LP, COIN-OR Branch-and-Cut and Cut Generation
Library projects. This coinMP.dll distribution of the COIN-OR projects
for Windows has the advantages of being: high portability, does not
require any compilation, easy to use, and can be used from any other
Windows application.
(C) FlopC++
The FlopC++ project is contributed by Tim Hultberg (EUMETSAT). FLOPC++ is
an algebraic modeling language embedded in C++. The goals of FLOPC++ are:
- to be as robust, efficient and easy to use, for linear optimization,
as, traditional algebraic modeling languages, such as AMPL and GAMS,
- to facilitate the integration of optimization models in software
applications,
- to facilitate the efficient implementation of model-tailored solution
algorithms, and
- to remain lightweight.
(C) MINLP
The MINLP project is contributed by Larry Biegler, Pierre Bonami, Gerard
Cornuejols, Ignacio Grossman, Carl Laird, Francois Margot, and Nick Sawaya
(CMU) with Andrew Conn, Jon Lee, Andrea Lodi, and Andreas Waechter (IBM).
The goal of this project is to produce novel open-source software for
solving mixed-integer nonlinear programs (MINLP) with convex relaxation.
The MINLP solver uses other COIN-OR packages as building blocks, namely,
CBC, CLP, and IPOPT.
5. COIN-OR on a New Server
COIN-OR now lives on a server of its own at the INFORMS offices. Thank
you INFORMS!
6. Recent Conference Activity
Have you given a talk about your application, research, or teaching
related to COIN-OR? We want to know. Send us a link or your presentation.
Check out these recent COIN-OR sightings at sightings.
(A) MOPTA 2005
- Plenary presented by Brenda Dietrich
http://www.coin-or.org/Presentations/COIN-OR.MOPTA.2005.pdf
(B) IFORS 2005
-- ?CoinMP: Simple C-API Windows DLL implementation of CLP, CBC, and CGL?
at IFORS05 by Bjarni Krisstjansson.
-- ?Using Cyberinfrastructure for Computational Operations Research? by
Jeff Linderoth,
http://coral.ie.lehigh.edu/presentations/ifors-05-cyberor-handout.pdf
-- ?How to Publish Your Code on COIN-OR? by Robin Lougee-Heimer,
http://www.coin-or.org/documentation.html#general
7. INFORMS Annual Meeting 2005, San Francisco
Many COIN-OR related events are planned for the INFORMS Annual Meeting,
including the member & user meeting, election, 1st COIN-OR Cup
celebration, talks, tutorial on CBC, and a booth in the exhibit hall
(thanks to a generous donation by INFORMS, which hopefully won't be
affected by the move to San Francisco). Checkout
http://www.coin-or.org/informs05.html for details. To keep abreast of
other conferences where COIN-OR events are known to be happening, see the
Events page at http://www.coin-or.org/events.html.
8. COIN-OR Article to Appear in ORMS Today
An article describing the accomplishments of the COIN-OR open-source
community in 2005 will appear in pre-annual meeting issue of ORMS Today.
9. Corporate Members Welcome
Does your company support the mission of the COIN-OR Foundation? Or
benefit from the no-cost open-source tools made available through COIN-OR?
Give back. How? (i) Let us know how your using COIN-OR. Your feedback
helps us keep a good thing going. (ii) Make a corporate donation. Become a
corporate member of the COIN-OR Foundation. Email info at coin-or.org for
more details.
10. Project News (in alphabetical order)
ALPS: Abstract Library for Parallel Search
ALPS is a C++ class library and framework for implementing scalable
parallel tree search algorithms. This library has been under development
for several years and should have its first full public release later this
year. Current development efforts are focused on BiCePS and BLIS, the data
layers built on top of ALPS that are needed to implement a full-blown
parallel branch, cut, and price solver.
BCP: Branch-Cut-Price Framework
Users now have the ability to use the Message Passing Interface (MPI)
parallel processing communication protocol with BCP, thanks to an
interface contributed by Sonya Marcarelli (University of Benevento) and
Igor Vasil?ev (Institute of System Dynamics and Control Theory of Russian
Academy of Sciences).
CBC: COIN-OR Branch and Cut
As Cbc is used more and becomes more robust, its version number is
creeping towards 1.0 and is now at 0.95. CBC users may be interested in
two developments. (i) For Cbc, some work has been done on improving the
search, especially the choice of variable to branch on. The ideas are
from various papers including one by Achterberg, Koch and Martin. The
modifications are switched on by a non zero value for
model.setNumberBeforeTrust() which computes up and down estimates using
strong branching until a variable has been branched on a reasonable number
of times. For the miplib test set John Forrest (IBM) found
setNumberBeforeTrust(5) and setNumberStrong(5) gave reasonable results,
but more testing is needed. (ii) It has been suggested that the
heuristics be separated out so that they can work with any
OsiSolverInterface. This may take a bit of work -- is it worthwhile? Let
John know by writing to him at coin-discuss at list.coin-or.org. In keeping
with the C'ness of Cbc, the heuristics would go into Chl (Coin Heuristic
Library).
CGL: Cut Generator Library
A report on the implementation of the CglMixedIntegerRounding cut
generator was published by the Joao Goncalves and Laszlo Ladanyi (IBM).
See http://www.coin-or.org/documentation.html#CGL
CLP: COIN-OR LP, a simplex solver
CLP Project Manager, John Forrest, has been asked to develop a single
Clp/Coin library which should be as small as possible. A tarball will be
created which can give users full Simplex functionality including presolve
and MPS I/O but which can also be configured to give a small library.
Users may notice more conditional compilation in Coin and Clp and the
possibility of omitting any reference to CoinPackedVector etc. This will
be a slow but continuous process which should not break anything but if
users notice anything odd when doing things like adding rows or columns
please tell John at coin-lpsolver at list.coin-or.org.
Coin: COIN-OR utilities library
Utility functions for the CoinPackedMatrix and the CoinPackedVector
classes, including a sorted, sparse, dot-product method, were added to
enable the developers of PICO (http://software.sandia.gov/Acro/PICO) at
Sandia National Labs to use the OSI and the CGL.
DFO: Derivative-Free Optimization, a package for solving general nonlinear
optimization problems when derivatives are unavailable
(A) DFO was used to solve optimization problems in a recent technical
report of Middle Eastern Technical University: M. Schaefer, B. Karasozen ,
Y. Uludag , K. Yapici, O. Ugur, Numerical Method for Optimizing Stirrer
Configurations, 2005
(B) A theoretical paper,"Geometry of Sample Sets in Derivative Free
Optimization. Part II: Polynomial Regression and Underdetermined
Interpolation" by A. R. Conn, K. Scheinberg and L. N. Vicentehas just
appeared in Optimization Online.
(C) The predecessor, "Geometry of Sample Sets in Derivative Free
Optimization. Part I: Polynomial Interpolation" by A. R. Conn, K.
Scheinberg and L. N. Vicenteis under review in Mathematical programming.
(D) A semiplenary presentation based in these two papers was given by
Katya Scheinberg (IBM) in July at the FOCM'05 meeting in Santander, Spain.
dylp: Dynamic LP
Lou Hafer (Simon Fraser University) has commit to migrating dylp to the
new project management system (Trac/Subversion), complete with updated
in-depth documentation, by the INFORMS meeting in November.
IPOPT: Interior Point OPTimizer for general large-scale nonlinear
optimization
(A) Carl Laird (CMU) visited IBM as a summer student for the second time
this year, working with Andreas Waechter to release the new C++ version of
IPOPT.
(B) Steinar Hauan (CMU) announced a "public beta" version of a Matlab MEX
interface to IPOPT written by Claas Michalik (at RWTH Achen) and himself.
Users can download a copy from Steniar's MEX file web page,
http://www.andrew.cmu.edu/user/steinhau/Research/mex-interfaces.html. The
current MEX interface is written for the "old" Fortran version of IPOPT,
but will be updated for the C++ version when it is available.
Multifario: a continuation method for computing implicitly defined
manifolds
Multifario is a set of subroutines and data structures for computing
manifolds that occur in Dynamical Systems. Fixed points, periodic orbits,
heteroclinic and homoclinic connections, and many types of singular
motions have been formulated as solutions of systems of parameterized
algebraic or two point boundary value problems.
NLPAPI: Nonlinear Programming Application Programming Interface
NLPAPI is a set of subroutines and data structures for defining nonlinear
programming problems. It includes an interface to call LANCELOT to solve
the problem (you need to get your own copy of LANCELOT).
OSI: Open Solver Interface
(A) Routines to read and write files in an LP format were contributed by
Francois Margot (Carnegie Mellon University) and integrated by Matthew
Saltzman (Clemson University). Every solver with an OSI has the ability to
read and write the contributed LP format. The new format is a narrative
description, not unlike formats used by commercial LP solvers.
(B) Utilities for operations in the OsiRowCut class that have vector and a
scalar as arguments were contributed by Bill Hart and Cynthia Phillips
(Sandia National Labs), and Jonathan Eckstein (Rutgers University).
(C) All OSIs now permit multiple inheritance, at the request of the PICO
developers. Multiple inheritance is a C++ feature that gives increased
flexibility in the way OSI can be used.
(D) A new version of the XPRESS solver interface (rev. 1.11) has been
pushed to CVS by Matthew Saltzman. This revision fixes several issues
related to the OSI unit test, including: tracking constant objective
offsets, returning NULL for empty rim vectors, interaction with
CoinPresolve. Other issues fixed: compiles warning-free with gcc4,
properly returns MIP solution after branchAndBound(), some internals, and
a few issues remain (mostly the DeSmet test units). The unitTest runs to
completion without crashing.
(E) There is a new mailing list for developers and maintainers of the
COIN-OR Open Solver Interface. If you are an OSI developer or maintainer
and are interested in contributing to discussions related to design of the
OSI, you can subscribe to the coin-osi-devel list at
http://list.coin-or.org/mailman/listinfo/coin-osi-devel
OTS: Open Tabu Search
OTS is a java tabu search framework that helps developers implement tabu
search meta-heuristics in a well-defined, object-oriented design. The OTS
project is run by Rob Harder (USAF), who welcomes feedback on people
working with OTS.
SMI: Stochastic Modeling Interface, for optimization under uncertainty
Thanks to the many eyes of the open-source community, the Stochastic
Modeling Interface (SMI) code has continued to evolve the OSI-compatible
Stochastic MPS reader. Join the SMI discussion by subscribing to the new
coin-smi list at http://list.coin-or.org/mailman/listinfo/coin-osi-devel.
SYMPHONY: A callable library for solving mixed-integer linear programs
Over the past two years, SYMPHONY has received several major upgrades,
including the development of a C callable library interface and an
associated OSI wrapper class, the addition of an interactive command
shell, and the addition of a number of experimental features, such as the
ability to solve multi-criteria MILPs, the ability to warm start the
solution procedure, and the ability to perform basic sensitivity analyses.
SYMPHONY's parallel execution mode has also been overhauled recently. A
beta version of version 5.1 containing all of the above features is
currently available in the COIN-OR repository. Under development for
version 5.1 are an integer pre-solver and new primal heuristics.
VOL: Volume Algorithm
A paper describing the use of the volume algorithm to obtain near-optimal
solutions to large-scale facility locations problem by F. Barahona and F.
Chudak is available from Science Direct at
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B7GWV-4FJTP69-2&_coverDate=03%2F30%2F2005&_alid=303213310&_rdoc=1&_fmt=&_orig=search&_qd=1&_cdi=20468&_sort=d&view=c&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=e4bcb292627ffb210ce82763cefcb6da
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