[Symphony] solving block-angular structured MILPs

[Rudan János]

Hello,

in my current work I have to solve huge MILPs (having around 25.000
constraints and 5000 variables from which 3800 are binary variables).
Each of the problems have a really clear block-angular structure, I
can specify the border of the blocks in the constraint matrix exactly.
I guess that this should significally decrease the solving time,
because with the help of them independent subproblems could be
formulated and solved.

Is there any way to provide this additional structural information to
Symphony? I didn't found any way to pass this kind of structural info
towards the solver. (For example in case of DIP, there's the MILPBlock
application where I can specify explicity the blocks in the constraint
matrix - I'm looking for a similar solution for Symphony).

Thanks for the help.

Best regards,
János Rudan

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PhD student
PPCU, Budapest, Hungary