[Coin-symphony] help resolve an MILP problem

[Menal Guzelsoy]

Ali,

Right now, SYMPHONY's warm starting capability doesn't support right-hand-side
(when cut generation is enabled) and/or column bounds modifications. 
The easiest
thing to do in your case is to call branchandBound() again. This will 
first free
everything from the previous solution procedure and then solve the new problem
from scratch. If you also want to make use of the known feasible solution for
the new problem, you can set the upper bound by calling
setPrimalBound() or setColSolution().

Menal.

Quoting Ali Baharev <ali.baharev at gmail.com>:

> A would like to (re)solve an MILP problem, starting from a known
> feasible solution. Note: I _MUST_ start from the known feasible
> solution (from given values of the binary variables). It is something
> like Local Branching but is a bit different.
>
> First i call branchAndBound() with the colBounds of the binary
> variables fixed as in the known feasible solution (as the given values
> of the binary variables).
>
> After branchAndBound() finishes, i set all the colBounds of the binary
> variables to (0, 1), i must change the upper bound of exactly one row,
> and then i try to call resolve(). I get this:
>
> "sym_warm_solve(): SYMPHONY can not resolve for the rhs change when
> cuts exist, for now!"
>
> OK. I tried to switch off cut generation with
> setSymParam("generate_cgl_cuts", 0). If i do not switch it on again
> before calling resolve(), SYMPHONY gets too slow (unacceptable).
>
> I tried the following, first i switch off cut generation, and only
> switch it on with setSymParam("generate_cgl_cuts", 1) AFTER
> branchAndBound finishes. I got the same error message.
>
> Could anyone help me?
>
> Ali
>
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