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Re: [Help-glpk] COIN-OR CGL cut generator library

From: Andrew Makhorin
Subject: Re: [Help-glpk] COIN-OR CGL cut generator library
Date: Tue, 22 May 2007 17:40:07 +0400

> I wonder if there are any plans for GLPK to provide an interface to the
> COIN-OR CGL cut generator library in order to provide better/deeper cuts
> in MIP optimization?   (CGL is licensed under the CPL which is similar
> to the LGPL)

There are too many problems. First, GLPK is covered by GNU GPL, and
I am not sure that CPL is compatible with GPL. Second, GLPK is written
entirely in C while COIN software in C++. Third, currently GLPK has
no features to implement branch-and-cut. The latter is a cruicial point.
Now I am working on implementation of a new module for the basis
factorization (which is based on the Schur complement); it will allow
efficiently updating the factorization on adding/changing/deleting
rows and columns and, in turn, will allow (among other advantages)
implementing basic operations for branch-and-cut.

> In my experience the CBC solver form the COIN-OR people, which uses CGL
> library to generate cuts is much faster than GLPK on MIP problems and
> even solves problems GLPK fails to solve.  If you need an example 
> problems, I can provide some.

Yes, branch-and-bound cannot compet with branch-and-cut on some
classes of hard combinatorial optimization problems.

> I would prefer to use GLPK for its good support of MathProg and ease of
> use (CBC can only read MPS files and has no modelling support).

It seems to me that the GLPK MathProg translator is available from
COIN solvers.

Andrew Makhorin

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