Cbc.jl
is a Julia wrapper for the COIN-OR Branch and Cut (Cbc)
solver.
The wrapper has two components:
- a thin wrapper around the complete C API
- an interface to MathOptInterface
Note: This wrapper is maintained by the JuMP community and is not a COIN-OR project.
Install Cbc.jl using Pkg.add
:
import Pkg; Pkg.add("Cbc")
In addition to installing the Cbc.jl package, this will also download and install the Cbc binaries. (You do not need to install Cbc separately.) If you require a custom build of Cbc, see the Custom Installation instructions below.
To use Cbc with JuMP, use Cbc.Optimizer
:
using JuMP, Cbc
model = Model(Cbc.Optimizer)
set_optimizer_attribute(model, "logLevel", 1)
Options are, unfortunately, not well documented.
The following options are likely to be the most useful:
-
seconds
-- Solution timeout limit.For example,
set_optimizer_attribute(model, "seconds", 60.0)
. -
logLevel
-- Set to 1 to enable solution output.For example,
set_optimizer_attribute(model, "logLevel", 1)
. -
maxSolutions
-- Terminate after this many feasible solutions have been found.For example,
set_optimizer_attribute(model, "maxSolutions", 1)
. -
maxNodes
-- Terminate after this many branch-and-bound nodes have been evaluated.For example,
set_optimizer_attribute(model, "maxNodes", 1)
. -
allowableGap
-- Terminate after optimality gap is less than this value (on an absolute scale).For example,
set_optimizer_attribute(model, "allowableGap", 0.05)
. -
ratioGap
-- Terminate after optimality gap is smaller than this relative fraction.For example,
set_optimizer_attribute(model, "ratioGap", 0.05)
. -
threads
-- Set the number of threads to use for parallel branch & bound.For example,
set_optimizer_attribute(model, "threads", 2)
.
The complete list of parameters can be found by running the cbc
executable and
typing ?
at the prompt.
On Julia 1.3 and above, you can start the cbc
executable from Julia as follows:
using Cbc_jll
Cbc_jll.cbc() do exe
run(`$(exe)`)
end
To install custom built Cbc binaries, use the environmental variable
JULIA_CBC_LIBRARY_PATH
to point to the path at which you installed Cbc (the
folder containing libCbcSolver
).
For example, on Mac, after installing Cbc with brew install cbc
, use:
ENV["JULIA_CBC_LIBRARY_PATH"] = "/usr/local/Cellar/cbc/2.10.5/lib"
import Pkg
Pkg.add("Cbc")
Pkg.build("Cbc")
Replace "/usr/local/Cellar/cbc/2.10.5/lib"
with a different path as
appropriate.
You must have JULIA_CBC_LIBRARY_PATH
set every time you run using Cbc
,
not just when you install it.
Switch back to the default binaries as follows:
delete!(ENV, "JULIA_CBC_LIBRARY_PATH")
import Pkg
Pkg.build("Cbc")