[Couenne] How to using Couenne with CPLEX ?

[Pietro Belotti]

Dear Ote,

first of all, a clarification: "linear solver" here means a solver of 
systems of linear equations, not a solver of Linear Programming problems.

Ipopt is a nonlinear programming solver that is used by Couenne to find 
feasible solutions of a MINLP problem. Ipopt uses a "linear solver", here 
meaning a solver of systems of linear equations. Coin-OR has two of them 
availble: one is MUMPS, which is the default linear solver that comes with 
the binary version that you have downloaded, and another one is the HSL 
library, which, I believe, is not included in the binary version.

Hence, CPLEX here is not an alternative solver for Ipopt. What Couenne 
might use CPLEX for is to solve a linear relaxation, but this is a totally 
different aspect of Couenne. For that purpose, Couenne (and in particular 
the binary version you have) has Clp, another very good linear programming 
solver. If you really want to use CPLEX to solve the relaxation, I believe 
you would have to download and re-compile Couenne.

Hope this helps.

Best regards,
Pietro

--
Pietro Belotti
Dept. of Mathematical Sciences
Clemson University
email: pbelott at clemson.edu
phone: 864-656-6765
www:   myweb.clemson.edu/~pbelott

On Sun, 17 Oct 2010, Ote Bao wrote:

> Hello.
>             I am beginner in Couenne. I download Couenne software form Binary tarball(http://www.coin-or.org/download/binary/Couenne/).
> My Couenne version is Couenne-0.3.2-win32-msvc9.     After I run my model on Couenne(on Windows XP).
> I have a message show….
>             NOTE: You are using Ipopt by default with the MUMPS linear solver.
>                         Other linear solvers might be more efficient (see Ipopt documentation).
> 
> Now I have linear solver CPLEX V.11.1.0.  My question is how to using Couenne with CPLEX ?
> Could you please advise me.
> 
>             Thank you i! n advance.