[Couenne] Preprocessing options

[Pietro Belotti]

Akshay,

bound reduction techniques are not applied to single variables but rather 
to the whole problem, so applying them to a subset of variables would not 
be possible. However, the most expensive bound reduction procedures can be 
turned off. Edit or create the option file couenne.opt (which has to be in 
the directory where you run Couenne) with the following lines:

feasibility_bt  yes # the fast bound propagation
redcost_bt      yes # based on reduced costs
aggressive_fbbt no # probing
optimality_bt   no # LP-based

log_num_local_optimization_per_level 1 # maximum BB depth until which to use the NLP solver

variable_selection osi-simple

num_cut_passes 1
convexification_points 2

The first four lines avoid the two most expensive bound reduction (probing 
and LP-based) but keep the fastest ones (try setting them to "no" as well 
if necessary). The fifth limits the number of calls to Ipopt. The sixth 
uses normal (infeasibility-based) branching rather than strong branching, 
while the last two limit the generation of linearization cuts.

Hope this helps.

Regards,
Pietro

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

On Thu, 2 Feb 2012, Akshay Gupte wrote:

> Hi all,Are there specific options to control preprocessing in Couenne ? 
> Couenne seems to be branching on very few nodes in a reasonably long 
> time for some of my large-scale models. I am looking at ways to control 
> the number of variables whose bounds are tightened at each node and 
> other preprocessing steps. I could not find anything specific in the 
> Couenne or Bonmin manual that addresses this. 
> 
> Does anyone know where (and if its easy) to tweak the source code ?
> 
> Akshay.
> 
> ---------------------------------------------------------------
> Akshay Gupte
> Ph.D. student, Operations Research
> School of Industrial & Systems Engineering
> Georgia Institute of Technology
> ---------------------------------------------------------------