[Symphony] solving block-angular structured MILPs

Ted Ralphs ted at lehigh.edu
Mon Mar 12 11:47:37 EDT 2012


Hi János,

SYMPHONY does not have the ability to exploit this block structure. Is
there a reason you don't just use DIP?

Cheers,

Ted

On Mon, Mar 12, 2012 at 11:29 AM, Rudan János <rudanj at gmail.com> wrote:

> 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
>
> ---
> PhD student
> PPCU, Budapest, Hungary
>
> _______________________________________________
> Symphony mailing list
> Symphony at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/symphony
>



-- 
Dr. Ted Ralphs
Associate Professor, Lehigh University
(610) 628-1280
ted 'at' lehigh 'dot' edu
coral.ie.lehigh.edu/~ted <http://coral.ie.lehigh.edu/%7Eted>
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