[Couenne] Start Point

[Pietro Belotti]

Hello Bruno,

because Couenne is a branch-and-bound, it computes lower bounds at  
every node, hence an initial point does not change the optimal  
solution found. This said, if you know a solution whose objective  
function value is, say, 1234.5, then you can pass Couenne a cutoff  
(i.e. an upper bound so that all branch-and-bound nodes with larger  
lower bound will be fathomed) with the option:

art_cutoff 1234.5

It is possible to set the starting point either through AMPL or by  
adding code to BonCouenneInterface.cpp, although it will only be used  
for a cutoff value. I think it still makes sense to use the initial  
point as a cutoff without requiring an option, so I just added some  
code (for now in trunk/ only) that reads the initial point from AMPL  
and, if it corresponds to a MINLP feasible solution, sets the cutoff  
accordingly. Thanks for pointing that out.

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


On 03/13/2010, Bruno Conti Marini <bcmarini at gmail.com> wrote:

> Hello everyone,
>
> I was wondering if there's a way to give a starting point to Couenne. Either
> using an interface like AMPL or coding it. I would also like to know what
> will Couenne do with the startint point. Can it ignore the starting point ?
> Will it modify the starting point ?
>
> Thanks for your time.
>
> --
> Bruno Conti Marini
> M. Sc. Computer Science Student
> Institute of Computing, UNICAMP
> http://www.students.ic.unicamp.br/~ra042272/
>



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