[CoinMp] New Patch for 1.4.0 CoinMP
Bjarni Kristjansson
bjarni at maximalsoftware.com
Thu Oct 29 23:06:20 EDT 2009
Hi Stuart,
Actually, to make things easier to test, I went ahead and uploaded
CoinMP.zip file with the new CoinMP.dll to stable\1.4\CoinMP, but I
will hold creating the new point release 1.4.0 for few days, in case
there are any remaining problems.
Best regards,
Bjarni
On Thu, Oct 29, 2009 at 9:36 PM, Bjarni Kristjansson
<bjarni at maximalsoftware.com> wrote:
> Hi Stuart,
>
> Here are the changes on the rest of the items I have implemented so far:
>
> 2) changes some solver options for better performance
>
> I see from the previous emails you referred to, that Rod Frowd seems
> to have suggested these new default values in February 2008. Since
> there have been lot of changes to CLP and CBC since then, I think we
> should stay with the current defaults for now, unless he or someone
> else can suggest some good reason to change them.
>
>
> 3) adds branch priorities
>
> I added the code to LoadPriorities with minor changes. If you use
> them in your application, it would be good if you could confirm this
> actually works before I go ahead an build a new zip file.
>
>
> 5) puts in an option for MaxSeconds
>
> Added call to clp->setMaximumSeconds(COIN_REAL_MAXSECONDS) in coinSetClpOptions
>
>
> 7) outputs better status messages from cbc
>
> Regarding the status code, according to the documentation in
> CbcModel.hpp, the following status codes are returned from
> cbc->status():
>
> /** Secondary status of problem
> -1 unset (status_ will also be -1)
> 0 search completed with solution
> 1 linear relaxation not feasible (or worse than cutoff)
> 2 stopped on gap
> 3 stopped on nodes
> 4 stopped on time
> 5 stopped on user event
> 6 stopped on solutions
> 7 linear relaxation unbounded
> */
>
> Please let me know, if for some cases the current cbc->status() call
> in CoinMP code does not return these values correctly. If they do
> return correctly, is there any particular status code that you think
> is missing from CBC and we should add in CoinMP?
>
> I will wait creating a new point release and zip file until sometime
> this weekend or next week. Please let me know if there are any more
> changes or bugs that need to be fixed before I go ahead.
>
> Best regards,
>
> Bjarni
>
>
>
> On Thu, Oct 29, 2009 at 7:00 PM, Stuart Mitchell
> <s.mitchell at auckland.ac.nz> wrote:
>> Thanks for your quick response (see below for comments)
>>
>> Bjarni Kristjansson wrote:
>>>
>>> Hi Stuart,
>>>
>>> I have some questions on the other 4 items or need to review them further:
>>>
>>> 2) changes some solver options for better performance
>>>
>>> COIN_INT_SCALING set to 5 was 3
>>> COIN_INT_PERTURBATION set to 50 was 100
>>> COIN_INT_PRIMALPIVOTALG set to 4 was 1
>>> COIN_INT_DUALPIVOTALG set to 3 was 1
>>>
>>> Were these option changes based on different defaults in the CLP code
>>> or rather based on testing different options that are giving better
>>> performance on average? Typically default values in CoinMP should
>>> match the default values that John Forrest uses in his testing code
>>> and only changed from those if there is a really good reason to.
>>
>> I would have thought that to but this patch was from this email to the
>> mailing list (sorry I can't track it down). I'm not too attached to them
>> unless someone on the list can speak up?
>>
>>> 3) adds branch priorities
>>>
>>> Need to review this bit further, but can probably go in soon.
>>
>> Thanks
>>>
>>> 5) puts in an option for MaxSeconds
>>>
>>> The existing COIN_REAL_MAXSECONDS option seems to be missing a
>>> corresponding call in the CoinMP. Could not see any new code for
>>> MaxSeconds in the patch file. Should be relatively easy to figure
>>> out.
>>
>> I have only used it for COIN_REAL_MIPMAXSECONDS sorry if that was already in
>> there I just remembered fiddling with it at the same time as MIPFRACGAP
>>
>>>
>>> 7) outputs better status messages from cbc
>>>
>>> Need also to review this bit further.
>>
>> Yes this was the best I could come up with given that I could not find
>> status messages for cbc. I think I got the numbers from CPLEX.
>>>
>>> There were also number of additions in the patch file to unitTest.cpp,
>>> which I have not looked at yet.
>>
>> Adds tests to check the added functionality.
>> Importantly also checks the status variables for infeasible problems
>>
>> Vinaka
>> Stu
>>
>>>
>>> Best regards and thanks for keeping track of all these requests.
>>>
>>> Bjarni
>>>
>>>
>>>
>>> On Wed, Oct 28, 2009 at 9:50 PM, Stuart Mitchell
>>> <s.mitchell at auckland.ac.nz> wrote:
>>>>
>>>> It has taken me all morning but I have the patch file for this now
>>>>
>>>> This Patch takes contributions from Larry Taylor, Ron Frowd and Myself
>>>> and
>>>> 1) corrects the setting of some parameters that are real not ints
>>>> 2) changes some solver options for better performance
>>>> 3) adds branch priorities
>>>> 4) fixes a bug with the msgcallback
>>>> 5) puts in an option for MaxSeconds
>>>> 6) puts in an option for FractionGap
>>>> 7) outputs better status messages from cbc
>>>> 8) is able to write MPS files for integer problems
>>>>
>>>> Can we PLEASE have this integrated with the code as I need it for pulp-or
>>>> which is dependent on this solver.
>>>>
>>>> Stu
>>>>
>>>>
>>>> Stuart Mitchell wrote:
>>>>>
>>>>> hey there is a version 1.4.0 that fixes this problem
>>>>>
>>>>> Finally!!!
>>>>>
>>>>> There are still the other issues that we identified.
>>>>>
>>>>> So I am building a patch for this as we speak
>>>>>
>>>>> Stu
>>>>>
>>>>>
>>>>> Rod Frowd wrote:
>>>>>>
>>>>>> Ming:
>>>>>>
>>>>>> I posted this several years ago:
>>>>>>
>>>>>> "I have been running the CBC MIP repetitively from CoinMP.dll and it
>>>>>> seems to be leaking memory and growing in size.
>>>>>>
>>>>>> I have added a delete of the cbc object into CoinMP.cpp as follows. It
>>>>>> looks like this will also delete the cut generator objects created as
>>>>>> its
>>>>>> destructor includes deletion of the cut generators.
>>>>>>
>>>>>> SOLVAPI int CoinUnloadProblem(HPROB hProb)
>>>>>> {
>>>>>> PCOIN pCoin = (PCOIN)hProb;
>>>>>> if (pCoin) {
>>>>>> delete pCoin->clp;
>>>>>> if (pCoin->RowLower) free(pCoin->RowLower);
>>>>>> if (pCoin->RowUpper) free(pCoin->RowUpper);
>>>>>> if (pCoin->IsInt) free(pCoin->IsInt);
>>>>>> delete pCoin->cbc;
>>>>>> pCoin->cbc = NULL;
>>>>>> }
>>>>>> free(pCoin);
>>>>>> pCoin = NULL;
>>>>>> return SOLV_SUCCESS;
>>>>>> }
>>>>>>
>>>>>> "
>>>>>>
>>>>>> And I think Stuart Mitchell from NZ also raised a ticket about this.
>>>>>>
>>>>>> Rod
>>>>>>
>>>>>> ming lu wrote:
>>>>>>>>
>>>>>>>> Hi All,
>>>>>>>>
>>>>>>>> It looks that CoinUnloadProblem doesn't release resource correctly.
>>>>>>>> The cbc was not released, this causes a huge memory leak problem.
>>>>>>>> Also
>>>>>>>> following members are not explicitly released:
>>>>>>>>
>>>>>>>> ClpSolve *clp_presolve;
>>>>>>>> OsiClpSolverInterface *osi;
>>>>>>>> CBMessageHandler *msghandler;
>>>>>>>> CBIterHandler *iterhandler;
>>>>>>>> CBNodeHandler *nodehandler;
>>>>>>>>
>>>>>>>> CglProbing *probing;
>>>>>>>> CglGomory *gomory;
>>>>>>>> CglKnapsackCover *knapsack;
>>>>>>>> CglOddHole *oddhole;
>>>>>>>> CglClique *clique;
>>>>>>>> CglLiftAndProject *liftpro;
>>>>>>>> CglSimpleRounding *rounding;
>>>>>>>>
>>>>>>>> Could someone take a look?
>>>>>>>>
>>>>>>>> Thanks,
>>>>>>>> Ming
>>>>>>>>
>>>>>>>>
>>>>>>> _______________________________________________
>>>>>>> CoinMp mailing list
>>>>>>> CoinMp at list.coin-or.org
>>>>>>> http://list.coin-or.org/mailman/listinfo/coinmp
>>>>>>>
>>>>>>>
>>>>>> _______________________________________________
>>>>>> CoinMp mailing list
>>>>>> CoinMp at list.coin-or.org
>>>>>> http://list.coin-or.org/mailman/listinfo/coinmp
>>>>
>>>> --
>>>> ___________________________________
>>>> Dr Stuart Mitchell
>>>> Research Fellow
>>>> Light Metals Research Centre (LMRC)
>>>> University of Auckland
>>>> Private Bag 92019
>>>> Auckland
>>>> New Zealand
>>>>
>>>> Ph (wk) +64 9 3737599 ext 84867
>>>> (ddi) +64 9 9234867
>>>> (fax) +64 9 3737925
>>>> (mb) +64 21 441331
>>>> ___________________________________
>>>>
>>>>
>>>>
>>>> ---------- Forwarded message ----------
>>>> From: "Larry A. Taylor" <ltaylor at seas.ucla.edu>
>>>> To: Rod Frowd <rod at frowd.net>, coinmp at list.coin-or.org
>>>> Date: Mon, 18 Feb 2008 16:39:46 -0800
>>>> Subject: Re: [CoinMp] CoinMP.dll errors
>>>> See Ticket #1 for this project:
>>>> https://projects.coin-or.org/CoinMP/ticket/1
>>>>
>>>> LAT
>>>>
>>>> At 01:33 AM 2/18/2008, Rod Frowd wrote:
>>>>>
>>>>> I found that the CoinMP.dll did not work when built from source, though
>>>>> the downloaded binary dll did. It was giving primal infeasible
>>>>> errors, when the problem was feasible,
>>>>>
>>>>> Upon looking at the source code I found the problem below, some of the
>>>>> real tolerances were being set to zero as the CoinGetIntOption was being
>>>>> called instead of the CoinGetRealOption? The built from source dll works
>>>>> after this change.
>>>>>
>>>>> Index: CoinMP.cpp
>>>>> ===================================================================
>>>>> --- CoinMP.cpp (revision 53)
>>>>> +++ CoinMP.cpp (working copy)
>>>>> @@ -646,10 +646,10 @@
>>>>>
>>>>> pCoin->clp->setMaximumIterations(CoinGetIntOption(hProb,
>>>>> COIN_INT_MAXITER));
>>>>>
>>>>> - pCoin->clp->setPrimalObjectiveLimit(CoinGetIntOption(hProb,
>>>>> COIN_REAL_PRIMALOBJLIM));
>>>>> - pCoin->clp->setDualObjectiveLimit(CoinGetIntOption(hProb,
>>>>> COIN_REAL_DUALOBJLIM));
>>>>> - pCoin->clp->setPrimalTolerance(CoinGetIntOption(hProb,
>>>>> COIN_REAL_PRIMALOBJTOL));
>>>>> - pCoin->clp->setDualTolerance(CoinGetIntOption(hProb,
>>>>> COIN_REAL_DUALOBJTOL));
>>>>> + pCoin->clp->setPrimalObjectiveLimit(CoinGetRealOption(hProb,
>>>>> COIN_REAL_PRIMALOBJLIM));
>>>>> + pCoin->clp->setDualObjectiveLimit(CoinGetRealOption(hProb,
>>>>> COIN_REAL_DUALOBJLIM));
>>>>> + pCoin->clp->setPrimalTolerance(CoinGetRealOption(hProb,
>>>>> COIN_REAL_PRIMALOBJTOL));
>>>>> + pCoin->clp->setDualTolerance(CoinGetRealOption(hProb,
>>>>> COIN_REAL_DUALOBJTOL));
>>>>>
>>>>> /* check if it has been changed, leave alone otherwise */
>>>>> ClpPrimalColumnSteepest primalSteepest(CoinGetIntOption(hProb,
>>>>> COIN_INT_PRIMALPIVOTALG));
>>>>> @@ -659,7 +659,7 @@
>>>>> pCoin->clp->setDualRowPivotAlgorithm(dualSteepest);
>>>>>
>>>>> if (CoinGetIntOption(hProb, COIN_INT_CRASHIND)) {
>>>>> - pCoin->clp->crash(CoinGetIntOption(hProb, COIN_REAL_CRASHGAP),
>>>>> + pCoin->clp->crash(CoinGetRealOption(hProb, COIN_REAL_CRASHGAP),
>>>>> CoinGetIntOption(hProb,
>>>>> COIN_INT_CRASHPIVOT));
>>>>> }
>>>>> switch (CoinGetIntOption(hProb,COIN_INT_SOLVEMETHOD)) {
>>>>>
>>>>>
>>>>>
>>>>> Another issue I found is that the default options were not set the same
>>>>> as in the CLP executable, making CoinMP.dll a lot slower. I was able to
>>>>> speed it up by a factor of 3 with the following parameter changes:
>>>>>
>>>>> COIN_INT_SCALING set to 5 was 3
>>>>> COIN_INT_PERTURBATION set to 50 was 100
>>>>> COIN_INT_PRIMALPIVOTALG set to 4 was 1
>>>>> COIN_INT_DUALPIVOTALG set to 3 was 1
>>>>>
>>>>>
>>>>> Rod Frowd
>>>>>
>>>>>
>>>>>
>>>>>
>>>>> _______________________________________________
>>>>> CoinMp mailing list
>>>>> CoinMp at list.coin-or.org
>>>>> http://list.coin-or.org/mailman/listinfo/coinmp
>>>>
>>>> _______________________________________________
>>>> CoinMp mailing list
>>>> CoinMp at list.coin-or.org
>>>> http://list.coin-or.org/mailman/listinfo/coinmp
>>>>
>>>>
>>>> ---------- Forwarded message ----------
>>>> From: Rod Frowd <rod at frowd.net>
>>>> To: coinmp at list.coin-or.org
>>>> Date: Mon, 18 Feb 2008 19:33:51 +1000
>>>> Subject: [CoinMp] CoinMP.dll errors
>>>> I found that the CoinMP.dll did not work when built from source, though
>>>> the downloaded binary dll did. It was giving primal infeasible errors,
>>>> when
>>>> the problem was feasible,
>>>>
>>>> Upon looking at the source code I found the problem below, some of the
>>>> real tolerances were being set to zero as the CoinGetIntOption was being
>>>> called instead of the CoinGetRealOption? The built from source dll works
>>>> after this change.
>>>>
>>>> Index: CoinMP.cpp
>>>> ===================================================================
>>>> --- CoinMP.cpp (revision 53)
>>>> +++ CoinMP.cpp (working copy)
>>>> @@ -646,10 +646,10 @@
>>>>
>>>> pCoin->clp->setMaximumIterations(CoinGetIntOption(hProb,
>>>> COIN_INT_MAXITER));
>>>>
>>>> - pCoin->clp->setPrimalObjectiveLimit(CoinGetIntOption(hProb,
>>>> COIN_REAL_PRIMALOBJLIM));
>>>> - pCoin->clp->setDualObjectiveLimit(CoinGetIntOption(hProb,
>>>> COIN_REAL_DUALOBJLIM));
>>>> - pCoin->clp->setPrimalTolerance(CoinGetIntOption(hProb,
>>>> COIN_REAL_PRIMALOBJTOL));
>>>> - pCoin->clp->setDualTolerance(CoinGetIntOption(hProb,
>>>> COIN_REAL_DUALOBJTOL));
>>>> + pCoin->clp->setPrimalObjectiveLimit(CoinGetRealOption(hProb,
>>>> COIN_REAL_PRIMALOBJLIM));
>>>> + pCoin->clp->setDualObjectiveLimit(CoinGetRealOption(hProb,
>>>> COIN_REAL_DUALOBJLIM));
>>>> + pCoin->clp->setPrimalTolerance(CoinGetRealOption(hProb,
>>>> COIN_REAL_PRIMALOBJTOL));
>>>> + pCoin->clp->setDualTolerance(CoinGetRealOption(hProb,
>>>> COIN_REAL_DUALOBJTOL));
>>>>
>>>> /* check if it has been changed, leave alone otherwise */
>>>> ClpPrimalColumnSteepest primalSteepest(CoinGetIntOption(hProb,
>>>> COIN_INT_PRIMALPIVOTALG));
>>>> @@ -659,7 +659,7 @@
>>>> pCoin->clp->setDualRowPivotAlgorithm(dualSteepest);
>>>>
>>>> if (CoinGetIntOption(hProb, COIN_INT_CRASHIND)) {
>>>> - pCoin->clp->crash(CoinGetIntOption(hProb, COIN_REAL_CRASHGAP),
>>>> + pCoin->clp->crash(CoinGetRealOption(hProb, COIN_REAL_CRASHGAP),
>>>> CoinGetIntOption(hProb,
>>>> COIN_INT_CRASHPIVOT));
>>>> }
>>>> switch (CoinGetIntOption(hProb,COIN_INT_SOLVEMETHOD)) {
>>>>
>>>>
>>>>
>>>> Another issue I found is that the default options were not set the same
>>>> as in the CLP executable, making CoinMP.dll a lot slower. I was able to
>>>> speed it up by a factor of 3 with the following parameter changes:
>>>>
>>>> COIN_INT_SCALING set to 5 was 3
>>>> COIN_INT_PERTURBATION set to 50 was 100
>>>> COIN_INT_PRIMALPIVOTALG set to 4 was 1
>>>> COIN_INT_DUALPIVOTALG set to 3 was 1
>>>>
>>>>
>>>> Rod Frowd
>>>>
>>>>
>>>> _______________________________________________
>>>> CoinMp mailing list
>>>> CoinMp at list.coin-or.org
>>>> http://list.coin-or.org/mailman/listinfo/coinmp
>>>>
>>>>
>>
>> --
>> ___________________________________
>> Dr Stuart Mitchell
>> Research Fellow
>> Light Metals Research Centre (LMRC)
>> University of Auckland
>> Private Bag 92019
>> Auckland
>> New Zealand
>>
>> Ph (wk) +64 9 3737599 ext 84867
>> (ddi) +64 9 9234867
>> (fax) +64 9 3737925
>> (mb) +64 21 441331
>> ___________________________________
>>
>>
>
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