c++ - Coin-or-CBC 求解器性能 : command line utility vs. 编译的 c++ 程序

Question

我正在学习 CBC 的 C++ API，与仅打开 CBC 命令行实用程序相比，我无法匹配加载 MPS 文件并使用 CbcModel 类求解的已编译 C++ 程序的性能，导入相同的文件并使用 solve。 cmd 行实用程序在 1 秒内解决了 MIP，C++ 程序在 <10 分钟内不会终止。

我认为问题在于，当我使用 C++ API 时，我必须显式配置所有参数，而且 cmd 行实用程序使用的默认参数似乎非常适合您的平均 MIP 模型。

是否有 cmd 行实用程序使用的预求解、启发式算法和剪切的默认参数列表，我应该在我的 C++ 程序中激活这些参数以匹配性能。也许有人已经尝试过这些参数并根据经验找到了一组很好的参数。

C++程序是:

int main ()
{
    OsiClpSolverInterface solver1;
    solver1.setLogLevel(0);

    // Read in example model in MPS file format
    // and assert that it is a clean model
    int numMpsReadErrors = solver1.readMps("generic_mip.mps","");
    assert(numMpsReadErrors==0);

    // Pass the solver with the problem to be solved to CbcModel
    CbcModel model(solver1);
    model.setLogLevel(0);

    // Add clique cut generator
    CglClique clique_generator;
    model.addCutGenerator(&clique_generator,-1, "Clique");

    // Add rounding heuristic
    CglMixedIntegerRounding mixedGen;
    model.addCutGenerator(&mixedGen, -1, "Rounding");

    model.setNumberThreads(4);

    model.messageHandler()->setPrefix(false);

    model.branchAndBound();


    const double * solution = model.bestSolution();

    printf("Optimal value is %.2f", *solution);

    return 0;
}

有问题的 MIP 模型可以从 HERE 下载。最优目标值:-771.2957。

Cbc 命令行实用程序日志，指示各种高级功能已激活(预处理、原始启发式和强分支):

Continuous objective value is -798.689 - 0.03 seconds
Cgl0002I 21 variables fixed
Cgl0003I 0 fixed, 175 tightened bounds, 1972 strengthened rows, 0 substitutions
Cgl0004I processed model has 3731 rows, 3835 columns (3835 integer (3660 of which binary)) and 37873 elements
Cbc0038I Initial state - 365 integers unsatisfied sum - 129.125
Cbc0038I Pass   1: (0.18 seconds) suminf.   58.66667 (121) obj. -572.133 iterations 510
Cbc0038I Pass   2: (0.18 seconds) suminf.   58.66667 (121) obj. -572.133 iterations 23
Cbc0038I Pass   3: (0.18 seconds) suminf.   58.66667 (121) obj. -572.133 iterations 1
Cbc0038I Pass   4: (0.20 seconds) suminf.   69.00000 (138) obj. -299.496 iterations 589
Cbc0038I Pass   5: (0.20 seconds) suminf.   54.00000 (109) obj. -287.063 iterations 194
Cbc0038I Pass   6: (0.21 seconds) suminf.   54.00000 (109) obj. -287.063 iterations 12
Cbc0038I Pass   7: (0.21 seconds) suminf.   49.00000 (100) obj. -273.321 iterations 33
Cbc0038I Pass   8: (0.22 seconds) suminf.   48.00000 (97) obj. -269.421 iterations 14
Cbc0038I Pass   9: (0.22 seconds) suminf.   48.00000 (98) obj. -268.624 iterations 8
Cbc0038I Pass  10: (0.23 seconds) suminf.   48.00000 (97) obj. -264.813 iterations 4
Cbc0038I Pass  11: (0.23 seconds) suminf.   47.00000 (94) obj. -261.75 iterations 8
Cbc0038I Pass  12: (0.24 seconds) suminf.   47.00000 (94) obj. -261.75 iterations 3
Cbc0038I Pass  13: (0.24 seconds) suminf.   47.00000 (94) obj. -261.75 iterations 3
Cbc0038I Pass  14: (0.25 seconds) suminf.   57.75000 (118) obj. -103.115 iterations 508
Cbc0038I Pass  15: (0.26 seconds) suminf.   49.00000 (98) obj. -97.4793 iterations 163
Cbc0038I Pass  16: (0.26 seconds) suminf.   49.00000 (98) obj. -97.4793 iterations 3
Cbc0038I Pass  17: (0.27 seconds) suminf.   48.75000 (98) obj. -101.421 iterations 24
Cbc0038I Pass  18: (0.27 seconds) suminf.   47.00000 (94) obj. -103.346 iterations 25
Cbc0038I Pass  19: (0.28 seconds) suminf.   47.00000 (94) obj. -103.346 iterations 2
Cbc0038I Pass  20: (0.28 seconds) suminf.   47.00000 (94) obj. -103.346 iterations 21
Cbc0038I Pass  21: (0.29 seconds) suminf.   51.50000 (107) obj. 60.0315 iterations 469
Cbc0038I Pass  22: (0.30 seconds) suminf.   40.00000 (80) obj. 59.913 iterations 168
Cbc0038I Pass  23: (0.30 seconds) suminf.   40.00000 (80) obj. 59.913 iterations 2
Cbc0038I Pass  24: (0.31 seconds) suminf.   39.50000 (79) obj. 59.913 iterations 27
Cbc0038I Pass  25: (0.31 seconds) suminf.   39.00000 (78) obj. 59.913 iterations 23
Cbc0038I Pass  26: (0.32 seconds) suminf.   39.00000 (78) obj. 59.913 iterations 13
Cbc0038I Pass  27: (0.33 seconds) suminf.   50.00000 (101) obj. 124.699 iterations 504
Cbc0038I Pass  28: (0.34 seconds) suminf.   41.00000 (82) obj. 118.624 iterations 174
Cbc0038I Pass  29: (0.34 seconds) suminf.   41.00000 (82) obj. 118.624 iterations 5
Cbc0038I Pass  30: (0.34 seconds) suminf.   41.00000 (82) obj. 118.624 iterations 19
Cbc0038I No solution found this major pass
Cbc0038I Before mini branch and bound, 2356 integers at bound fixed and 0 continuous
Cbc0038I Mini branch and bound did not improve solution (0.41 seconds)
Cbc0038I After 0.41 seconds - Feasibility pump exiting - took 0.25 seconds
Cbc0031I 583 added rows had average density of 8.2024014
Cbc0013I At root node, 583 cuts changed objective from -798.68913 to -771.29565 in 10 passes
Cbc0014I Cut generator 0 (Probing) - 541 row cuts average 2.0 elements, 0 column cuts (0 active)  in 0.044 seconds - new frequency is 1
Cbc0014I Cut generator 1 (Gomory) - 751 row cuts average 116.6 elements, 0 column cuts (0 active)  in 0.108 seconds - new frequency is 1
Cbc0014I Cut generator 2 (Knapsack) - 451 row cuts average 2.0 elements, 0 column cuts (0 active)  in 0.040 seconds - new frequency is 1
Cbc0014I Cut generator 3 (Clique) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.004 seconds - new frequency is -100
Cbc0014I Cut generator 4 (MixedIntegerRounding2) - 155 row cuts average 16.9 elements, 0 column cuts (0 active)  in 0.028 seconds - new frequency is 1
Cbc0014I Cut generator 5 (FlowCover) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.008 seconds - new frequency is -100
Cbc0014I Cut generator 6 (TwoMirCuts) - 1171 row cuts average 20.0 elements, 0 column cuts (0 active)  in 0.068 seconds - new frequency is 1
Cbc0010I After 0 nodes, 1 on tree, 1e+50 best solution, best possible -771.29565 (1.18 seconds)
Cbc0004I Integer solution of -771.29565 found after 2671 iterations and 1 nodes (1.24 seconds)
Cbc0001I Search completed - best objective -771.2956521739131, took 2671 iterations and 1 nodes (1.24 seconds)
Cbc0032I Strong branching done 22 times (542 iterations), fathomed 0 nodes and fixed 0 variables
Cbc0035I Maximum depth 0, 0 variables fixed on reduced cost
Cuts at root node changed objective from -798.689 to -771.296
Probing was tried 12 times and created 552 cuts of which 0 were active after adding rounds of cuts (0.044 seconds)
Gomory was tried 12 times and created 756 cuts of which 0 were active after adding rounds of cuts (0.116 seconds)
Knapsack was tried 12 times and created 456 cuts of which 0 were active after adding rounds of cuts (0.044 seconds)
Clique was tried 10 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.004 seconds)
MixedIntegerRounding2 was tried 12 times and created 155 cuts of which 0 were active after adding rounds of cuts (0.036 seconds)
FlowCover was tried 10 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.008 seconds)
TwoMirCuts was tried 12 times and created 1197 cuts of which 0 were active after adding rounds of cuts (0.084 seconds)
ImplicationCuts was tried 2 times and created 11 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)

Result - Optimal solution found

Objective value:                -771.29565217
Enumerated nodes:               1
Total iterations:               2671
Time (CPU seconds):             1.27
Time (Wallclock seconds):       1.30

Answer 1

通过使用以下代码调用求解器，我能够使用与命令行实用程序中相同的设置:

const char *argv[] = {"", "-solve"};
CbcMain1(2, argv, model);

当然，你可以先设置日志级别，线程数等，这样你就不用从CbcSolver.cpp中复制代码了，从sascha's answer就可以得出结论了。