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Cbc

Interface to the Coin-OR Cbc solver for mixed-integer programming

Readme

COIN-OR Branch and Cut Interface (Cbc.jl)

Cbc.jl is an interface to the COIN-OR Branch and Cut solver. It provides a complete interface to the low-level C API, as well as an implementation of the solver-independent MathProgBase and MathOptInterface API's.

Note: This wrapper is maintained by the JuliaOpt community and is not a COIN-OR project.

Build Status

Installation

The package is registered in METADATA.jl and so can be installed with Pkg.add.

julia> import Pkg; Pkg.add("Cbc")

Cbc.jl will use BinaryProvider.jl to automatically install the Cbc binaries. This should work for both the official Julia binaries from https://julialang.org/downloads/ and source-builds.

Custom Installation

To install custom built Clp binaries set the environmental variable JULIA_CBC_LIBRARY_PATH and call import Pkg; Pkg.build("Cbc"). For instance, if the libraries are installed in /opt/lib just call

ENV["JULIA_CBC_LIBRARY_PATH"] = "/opt/lib"
import Pkg; Pkg.build("Cbc")

If you do not want BinaryProvider to download the default binaries on install set JULIA_CBC_LIBRARY_PATH before calling import Pkg; Pkg.add("Cbc").

To switch back to the default binaries clear JULIA_CBC_LIBRARY_PATH and call import Pkg; Pkg.build("Cbc").

Using with MathProgBase

Cbc provides a solver object that can be passed to mixintprog in MathProgBase (and used to create instances of the solver-independent AbstractMathProgModel type):

using Cbc
using MathProgBase
mixintprog(..., CbcSolver(Option1=value1,Option2=value2,...))

see the MathProgBase documentation for further information.

Options are solver-dependent, and unfortunately not well documented. The following options are likely to be the most useful:

  • seconds -- Solution timeout limit. (Must be a Float64)
  • logLevel -- Set to 1 to enable solution output.
  • maxSolutions -- Terminate after this many feasible solutions have been found.
  • maxNodes -- Terminate after this many branch-and-bound nodes have been evaluated.
  • allowableGap -- Terminate after optimality gap is less than this value (on an absolute scale).
  • ratioGap -- Terminate after optimality gap is smaller than this relative fraction.
  • threads -- Set the number of threads to use for parallel branch & bound

The complete list of parameters can be found by running the cbc executable and typing ? at the prompt.

In addition, we provide the julia-specific option check_warmstart which, if set to false, will tell the wrapper to pass along the warmstart solution regardless of if it satisfies the constraints of the problem. The default value is true.

Using the C interface

The low-level C interface is available in the CbcCInterface submodule:

using Cbc.CbcCInterface

Using this interface is not recommended.

First Commit

01/30/2013

Last Touched

6 days ago

Commits

188 commits