[FlopCpp] Availability of warm starts and examples

[Tim Hultberg]

No, you are right, in this example the initial solution comes from a previous solve. But you are able to access the warm start methods of the OSISolverInterface directly with the "pointer syntax" like for resolve. Before looking further into it, I can't say if that would be sufficient for you or whether some additional support from the modelling layer is needed (or convenient) - maybe Ted can more about that?

Cheers, Tim

From: Simone Zaccaria [mailto:zaccaria at princeton.edu]
Sent: 18 March 2019 14:47
To: Tim Hultberg <Tim.Hultberg at eumetsat.int>
Cc: Ted Ralphs <ted at lehigh.edu>; mail=flopcpp at list.coin-or.org <flopcpp at list.coin-or.org>
Subject: Re: [FlopCpp] Availability of warm starts and examples

Dear Tim,

Thank you very much for the reference! Unfortunately I am not sure from that example where the initial feasible solution is specified; could you help me with this?

Thanks,
Best
--
Simone Zaccaria
Postdoctoral Research Associate
Raphael Lab, Computer Science Department
Princeton University
Princeton, NJ 08540


On Mar 16, 2019, at 12:29 PM, Tim Hultberg <Tim.Hultberg at eumetsat.int<mailto:Tim.Hultberg at eumetsat.int>> wrote:

Dear Simone,

Have a look at the FlopCpp<https://github.com/coin-or/FlopCpp/tree/master/FlopCpp>/examples<https://github.com/coin-or/FlopCpp/tree/master/FlopCpp/examples>/stochbenders.cpp example, which uses the resolve method of the underlying solver interface.

Cheers, Tim

________________________________
From: FlopCpp <flopcpp-bounces at coin-or.org<mailto:flopcpp-bounces at coin-or.org>> on behalf of Ted Ralphs <ted at lehigh.edu<mailto:ted at lehigh.edu>>
Sent: 15 March 2019 20:58
To: Simone Zaccaria
Cc: mail=flopcpp at list.coin-or.org<mailto:mail=flopcpp at list.coin-or.org>
Subject: Re: [FlopCpp] Availability of warm starts and examples

Hi Simone,

I'm the nominal maintainer of FlopC++, although I did not write it and haven't used it extensively. The original I sort of inherited maintenance of it by default and have been fixing things here and there. As far as I know, FlopC++ does not support warm-starting, but I guess it shouldn't be very difficult to add. I can try to take a look, but to keep track of your request, could you open an issue on the GitHub page for the project:

https://github.com/coin-or/FlopCpp<https://urldefense.proofpoint.com/v2/url?u=https-3A__github.com_coin-2Dor_FlopCpp&d=DwMFaQ&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=Z_vAP52Ad0q2k_P9g-qnFxc4msjNuX2kAmjL74eSbEQ&m=Adu16uhNYXoP-c1Hhdew0-jLPJhCAzjWLSYZVeRJTxI&s=r1Ar5G9x_MmFnAFodrCIPGmypLsOlzVBiLYPLIiywkw&e=>

We're in the process of migrating over to Github, but we'll deal with issues there going forward.

Cheers,

Ted

On Fri, Mar 15, 2019 at 2:52 PM Simone Zaccaria <zaccaria at princeton.edu<mailto:zaccaria at princeton.edu>> wrote:
Dear authors,

We have a C++11 program, designed in my research lab at Princeton University, which is currently using Gurobi to solve several MILP formulations in parallel. Now, I need to replace Gurobi with an open-source MILP solver with less restrictive license options, available also for non-commercial research entities other than universities. I explored several options (GLPK, Coin-OR CBC, SCIP...) but I need to maintain the simplicity of the Gurobi interface (an algebraic like interface).

As such, I am looking for an open source C++11 modeling language or MILP solver with a C++11 API with the following 2 requirements:
1. Algebraic-like style of programming (e.g. add_constraint(x1 + x2 >= x3))
2. Possibility to specify WARM STARTS (also called, hot starts, MIP starts, or initial solutions) which are basically an initial solution for the variables where to start the optimization
Your FLOC++ package seems a very good option for this, however I was not able to understand whether condition 2. is met. Also I would like to know if there are some available examples.

Thank you,
Best regards
--
Simone Zaccaria
Postdoctoral Research Associate
Raphael Lab, Computer Science Department
Princeton University
Princeton, NJ 08540


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--
Dr. Ted Ralphs
Professor, Industrial and Systems Engineering
Lehigh University
(610) 628-1280
ted 'at' lehigh 'dot' edu
coral.ie.lehigh.edu/~ted<https://urldefense.proofpoint.com/v2/url?u=http-3A__coral.ie.lehigh.edu_-7Eted&d=DwMFaQ&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=Z_vAP52Ad0q2k_P9g-qnFxc4msjNuX2kAmjL74eSbEQ&m=Adu16uhNYXoP-c1Hhdew0-jLPJhCAzjWLSYZVeRJTxI&s=bxc-rGHE_f6b1zXezWk2Aj5aQtRJJS35F1G6TqzNXI8&e=>

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