[Couenne] How to extract best solution so far ?

[Bruno Conti Marini]

Thanks for the answers.

On Thu, Mar 4, 2010 at 1:31 AM, Pietro Belotti <belotti at lehigh.edu> wrote:

> Hi Bruno,
>
>
>  Is there a way to store the variables' values once a
>>> integer solution is found
>>>
>>
> A cbc parameter, MaxNumSol, is defined as the number of feasible solution
> after which cbc stops (it is by default very large). However, in order to
> store the solutions I agree with Pete on what to do.
>
>
>  (or even stop the execution once a integer
>>> solution is found) ?
>>>
>>
> Another way to stop a branch-and-bound at the *first* feasible solution
> found is to solve a modified problem where the objective function is 0,
> i.e., if your problem is min{f(x): g(x)<=0} then the modified problem is
> min{0: g(x)<= 0}. Since every feasible solution has value 0 and 0 is a lower
> bound, the branch-and-bound terminates immediately.
>
>
>  Are these values the ones from the best
>>> solution found?
>>>
>>
> Yes, they are.
>
> Cheers,
> Pietro
>
>
> _________________________________________
> Pietro Belotti, Lehigh University
> Dept. of Industrial and Systems Engineering
> 200 W Packer Ave, Bethlehem PA 18015.
> phone: 610-758-3865   fax: 610-758-4886
> email: belotti at lehigh.edu
> web:   http://www.lehigh.edu/~pib208 <http://www.lehigh.edu/%7Epib208>
>
>
>
> On 03/03/2010, Pete Janes <ppjanes at gmail.com> wrote:
>
>  Hi Bruno,
>>
>> I think you need to consult the Cbc manual.
>>
>> I have been trying to store a list of the best solution myself, and I
>> believe it involves modifying the CBC source code, not the Couenne
>> source code. Right now, I just trap the solution in
>>
>> void
>> CbcModel::setBestSolution (CBC_Message how,
>>                           double & objectiveValue, const double
>> *solutionIn,
>>                           int fixVariables)
>>
>> In Cbc/CbcModel.cpp
>>
>> this routine is called whenever a solution is found. It then verifies
>> whether the solution is feasible. The solution is "const double
>> *solutionIn" and the associated objective value is "double &
>> objectiveValue."
>>
>> Unfortunately this involves recompiling the source, I am not sure if
>> there is a parameter you can pass to Cbc to do this automatically.
>>
>> Kind regards,
>>
>> Pete
>>
>>
>>
>> On Thu, Mar 4, 2010 at 10:37 AM, Bruno Conti Marini <bcmarini at gmail.com>
>> wrote:
>>
>>> Hello,
>>>
>>> I am running Couenne with "time_limit 7200". After that time limit
>>> expires I
>>> print the value of the variables. Are these values the ones from the best
>>> solution found ? Is there a way to store the variables' values once a
>>> integer solution is found (or even stop the execution once a integer
>>> solution is found) ?
>>>
>>> I didn't find any mention of this on the "Couenne User's Manual" neither
>>> on
>>> the generated documentation (doxydoc).
>>>
>>> Thanks for your time.
>>>
>>> --
>>> Bruno Conti Marini
>>> M. Sc. Computer Science Student
>>> Institute of Computing, UNICAMP
>>> http://www.students.ic.unicamp.br/~ra042272/<http://www.students.ic.unicamp.br/%7Era042272/>
>>>
>>
>
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>


-- 
Bruno Conti Marini
M. Sc. Computer Science Student
Institute of Computing, UNICAMP
http://www.students.ic.unicamp.br/~ra042272/
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