[Couenne] Rounding NLP heuristic

[Akshay Gupte]

Pietro,
I am testing some continuous NLP problems with Couenne. Although these problems are large in size (~300 variables), I know some trivial feasible solutions. However, Couenne is unable to find any feasible solution after a long time (many hours). When I solved the NLP with Ipopt, I do get a nontrivial feasible solution without providing any starting point of my own.

Does this mean that for NLPs, Couenne does not really try to solve the NLP with a local optimizer at some nodes in the branch-and-bound tree ? Is there any heuristic in-built specifically for NLPs ?

Regards,
Akshay Gupte
PhD student, Operations Research
Georgia Institute of Technology
akshayg at gatech.edu






On Mar 29, 2011, at 8:59 AM, Pietro Belotti wrote:

> Akshay,
> 
> we are working on it now, it should be available in a month or two.
> 
> Pietro
> 
> --
> Pietro Belotti
> Dept. of Mathematical Sciences
> Clemson University
> email: pbelott at clemson.edu
> phone: 864-656-6765
> web:   myweb.clemson.edu/~pbelott
> 
> On Tue, 29 Mar 2011, Akshay Gupte wrote:
> 
>> Pietro,
>> Thanks for the info. Is there any estimate on when FP will become available, atleast in the trunk version ?
>> 
>> Regards,
>> Akshay Gupte
>> PhD student, Operations Research
>> Georgia Institute of Technology
>> akshayg at gatech.edu
>> 
>> 
>> 
>> 
>> 
>> 
>> On Mar 28, 2011, at 8:21 PM, Pietro Belotti wrote:
>> 
>>> Akshay,
>>> 
>>> just to add to what Giacomo said: FP is still under development and not usable at all.
>>> 
>>> Pietro
>>> 
>>> --
>>> Pietro Belotti
>>> Dept. of Mathematical Sciences
>>> Clemson University
>>> email: pbelott at clemson.edu
>>> phone: 864-656-6765
>>> web:   myweb.clemson.edu/~pbelott
>>> 
>>> On Mon, 28 Mar 2011, Giacomo Nannicini wrote:
>>> 
>>>> 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
>>>>>>> 
>>>>>>> 
>>>>>>> 
>>>>>>> 
>>>>>>> 
>>>>>>> 
>>>>>>> 
>>>>>>> _______________________________________________
>>>>>>> Couenne mailing list
>>>>>>> Couenne at list.coin-or.org
>>>>>>> http://list.coin-or.org/mailman/listinfo/couenne
>>>>>>> 
>>>>> 
>>>>> 
>>>> 
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>> 
>>