[Couenne] Rounding NLP heuristic

Giacomo Nannicini giacomo.n at gmail.com
Mon Mar 28 17:39:20 EDT 2011


Both FP and IR are in Couenne trunk. I do not know if they are
released in stable yet.
IR is working in trunk, but it is *highly* recommended to compile with
Cplex if you want to use it.

Giacomo

On Mon, Mar 28, 2011 at 5:32 PM, Akshay Gupte <akshayg at gatech.edu> wrote:
> Giacomo,
> Thanks for the tip. I will try the branching idea.
>
> Are FP and IR codes publicly available within Couenne or otherwise ?
>
> Regards,
> Akshay Gupte
> PhD student, Operations Research
> Georgia Institute of Technology
> akshayg at gatech.edu
>
>
>
>
>
>
> On Mar 28, 2011, at 5:29 PM, Giacomo Nannicini wrote:
>
>> Akshay,
>> typically what I do when I am only interested in heuristics, is to set
>> the maximum number of nodes to 0 (the option is: node_limit 0).
>> However, as far as I know the default heuristic Couenne Rounding NLP
>> needs candidate points discovered during Branch-and-Bound as input. If
>> you stop at the root node, you will not have many candidates. Try to
>> branch for a large enough number of nodes with a fast branching
>> strategy, to get many candidate points.
>>
>> You should also consider using some of the other available heuristics
>> (FeasibilityPump and IterativeRounding). Those can do a lot of work
>> just at the root node.
>>
>> Giacomo
>>
>> On Mon, Mar 28, 2011 at 5:09 PM, Akshay Gupte <akshayg at gatech.edu> wrote:
>>> Hi all,
>>> Is there an option to run only the rounding heuristic within Couenne for a specified amount of time ? I am particularly interested in finding feasible solutions to my model.
>>>
>>> Regards,
>>> Akshay Gupte
>>>
>>>
>>>
>>>
>>>
>>>
>>>
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>>>
>
>



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