[Coin-symphony] Best form for constraints

[Ashutosh Mahajan]

hi Mark,

On Wed, 16 Jan 2008, Mark Williams wrote:

> I have a program which is generating models using sym_explicit_load_problem,
> and then trying to solve them.
> 
> Some of the models take a long time to solve, and I was trying to figure out why.
> 
> I picked a model that was taking around 1000s to solve, wrote it out using
> sym_write_lp, and tried solving it using the symphony executable. It solved
> in around 5 seconds.

is it possible mail me or post on some web-server, the lp file and the code that
you used with the sym_explicit_load_problem? i can take a look and see what is
causing such a discrepancy.

--
regards
Ashutosh Mahajan
http://www.lehigh.edu/~asm4


> 
> I checked (in the debugger) that all the parameters were setup identically,
> but then noticed that the number of rows in the initial lp model was
> different.
> 
> It turns out that a constraint of the form "lb <= sum ai xi <= ub" gets
> written out as two constraints in the lpt format, and that those constraints
> dont get combined when the model is read in again.
> 
> So I changed the way I generate the models, and always generate two
> constraints, rather than a range constraint. This helped in a lot of cases
> (and didnt make anything significantly worse).
> 
> It looks like a systematic problem, in that separating the constraints often
> helps a lot, and never hurts much - but I realize it may just be noise, and
> my problems happen to do better.
> 
> I've also discovered that if I turn on lift-and-project cuts, the problems
> solve quickly (for the most part) either way; but Im still seeing slightly
> better performance (user time, nodes created, and nodes visited) when I
> separate the constraints.
> 
> Any insight into why this might be, and if I really should be generating two
> constraints, rather than one?
> 
> Mark Williams

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