Tuning CBC solver parameters in PuLP

[Akhil]

Hi,

This question is about changing CBC solver parameters using PuLP. CBC (with its default settings) is unable to find initial feasible solution for my milp problem even after 30K nodes. I am trying to change parameters of the solver to make its search process simpler. I've the following questions:

1) To influence node selection during strong branching, Page 16 of this link suggests that priorities should be defined for integer variables. A variable with a lower priority gets branched first. How do I set priorities for integer variables using PuLP? Solver help mentions about using 'priorityIn' command and passing a file, but there is no documentation which mentions how to write such a file. Can you please give a small example on how to set priorities?

2) How do I create a file for 'mipstart' command to load an initial feasible solution in the solver?

3) How to save CBC log file after it terminates?

Thanks a lot.

Regards,

Akhil.

[Stuart Mitchell]

pulp does not support priorities with cbc  sorry,

nor does it have an easy way to create a mip start.

if you want to save the cbc log you can pass in command line parameters by using the solver parameter options

>>> prob.solve(PULP_CBC_CMD(options=[...])

where ... is a list of strings that you want to pass cbc as commandline options

Stu

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[Syed Taha Munir]

This might help

 

prob.solve(PULP_CBC_CMD(fracGap = 0.00001, maxSeconds = 500, threads = None))

 

kind regards

[Luis Damián Reyes Rodríguez]

Akhil asked: 

3) How to save CBC log file after it terminates?

Stuart answered: 

if you want to save the cbc log you can pass in command line parameters by using the solver parameter options

>>> prob.solve(PULP_CBC_CMD(options=[...]) 

I have gone through the documentation of CBC to see what option would set the log file address, but to no avail. I even tried running ">>> cbc -verbose 15 ? " in a (Windows) console to see all the non-documented parameters. 

I tried including the string  "> myLogFile.txt" as the last entry in the list of options fed to PULP_CBC_CMD, hoping that the program would just feed the raw input parameters to a console, sot that then the console would just redirect all output to myLogFile.txt. Alas, that doesn't work, nothing happens. Can someone explain how to do it?

Thanks.

[Matthew Pearlson]

Thanks for the support Syed. Can you point me to the documentation on fracGap, and maxSeconds? 

Thanks! Matthew

On Thursday, March 26, 2015 at 4:10:09 AM UTC-4, Syed Taha Munir wrote:

[Stuart Mitchell]

here is the cbc documentation but it doesn't really have the options listed :-(

MaxSeconds is self explanatory as in the maximum number of seconds it will run.

FracGap is a number between 0 and 1 which determines when branch and bound will complete by comparing the best Integer solution with the current lower bound.

Stu

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[xu...@leantaas.com]

Hi Stu, 

I am currently facing the same problem - trying to understand CBC parameters. I think the link is missing in your post. I read the documentation here https://pythonhosted.org/PuLP/solvers.html#pulp.solvers.LpSolver_CMD and I think these are all the parameters tunable for CBC 

class pulp.solvers.COIN_CMD(path=None, keepFiles=0, mip=1, msg=0, cuts=None, presolve=None, dual=None, strong=None, options=[], fracGap=None, maxSeconds=None, threads=None)

I understand fracGap and maxSeconds from your other posts but still trying to figure out the others. Especially about "threads", the format of "cuts", and perhaps "options". Previous I just used the default setting but now a problem takes too much time so I need to dig more to reduce the running time. Any suggestion is appreciated.

PS: I am running an MIP with around 5000 variables and 5000 constraints and it takes 5 hours to complete.

On Tuesday, May 2, 2017 at 3:27:34 PM UTC-7, Stuart Mitchell wrote:

here is the cbc documentation but it doesn't really have the options listed :-(

MaxSeconds is self explanatory as in the maximum number of seconds it will run.

FracGap is a number between 0 and 1 which determines when branch and bound will complete by comparing the best Integer solution with the current lower bound.

Stu

On Wed, May 3, 2017 at 2:02 AM, Matthew Pearlson <mpea...@gmail.com> wrote:

Thanks for the support Syed. Can you point me to the documentation on fracGap, and maxSeconds? 

Thanks! Matthew

On Thursday, March 26, 2015 at 4:10:09 AM UTC-4, Syed Taha Munir wrote:

This might help

 

prob.solve(PULP_CBC_CMD(fracGap = 0.00001, maxSeconds = 500, threads = None))

 

kind regards

On Wednesday, January 14, 2015 at 8:23:14 PM UTC+1, Akhil wrote:

Hi,

This question is about changing CBC solver parameters using PuLP. CBC (with its default settings) is unable to find initial feasible solution for my milp problem even after 30K nodes. I am trying to change parameters of the solver to make its search process simpler. I've the following questions:

1) To influence node selection during strong branching, Page 16 of this link suggests that priorities should be defined for integer variables. A variable with a lower priority gets branched first. How do I set priorities for integer variables using PuLP? Solver help mentions about using 'priorityIn' command and passing a file, but there is no documentation which mentions how to write such a file. Can you please give a small example on how to set priorities?

2) How do I create a file for 'mipstart' command to load an initial feasible solution in the solver?

3) How to save CBC log file after it terminates?

Thanks a lot.

Regards,

Akhil.

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Stuart Mitchell

PhD Engineering Science

Extraordinary Freelance Programmer and Optimisation Guru

www.stuartmitchell.com

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