/Cbc-1

COIN-OR Branch-and-Cut solver

Primary LanguageC++OtherNOASSERTION

CBC

Cbc (Coin-or branch and cut) is an open-source mixed integer linear programming solver written in C++. It can be used as a callable library or using a stand-alone executable. It can be called through AIMMS (through the AIMMSlinks project), AMPL (natively), CMPL, GAMS (through the GAMSlinks project), JuMP, Mathematica, MiniZinc, MPL (through the CoinMP project), PuLP, and OpenSolver for Excel, among others.

Cbc links to a number of other COIN-OR projects for additional functionality, including:

  • Clp (the default solver for LP relaxations)
  • Cgl (for cut generation)
  • CoinUtils (for reading input files and various utilities) For more information on supported platforms, links to dependent projects, current version, and more, click here

Cbc is developed by John Forrest, now retired from IBM Research. The project is currently managed by John Forrest, Ted Ralphs, Haroldo Gambini Santos, and the rest of the Cbc team (Dan Fylstra (Frontline), Lou Hafer (SFU), Bill Hart (Sandia), Bjarni Kristjannson (Maximal), Cindy Phillips (Sandia), Matthew Saltzman (Clemson), Edwin Straver (Frontline), Jean-Paul Watson (Sandia)).

Cbc is written in C++ and is released as open source code under the Eclipse Public License (EPL) and is freely redistributable. All source code and documentation is Copyright IBM and others. This README may be redistributed freely.

Cbc is available from the COIN-OR initiative. The Cbc website is https://github.com/coin-or/Cbc.

CITE

DOI

CURRENT BUILD STATUS

Build Status

Build status

DOWNLOAD

Binaries for most platforms are available for download from Bintray: Download

  • Linux: On !Debian/Ubuntu, Cbc is available in the package coinor-cbc and can be installed with apt. On Fedora, Cbc is available in the package coin-or-Cbc.
  • Windows: The easiest way to get Cbc on Windows is to download the Windows installer for the COIN-OR Optimization Suite, which provides Visual Studio compatible libraries and binaries.
  • Mac OS X: The easiest way to get Cbc on Mac OS X is through Homebrew
    • brew tap coin-or-tools/coinor
    • brew install cbc
  • AMPL also provides stand-alone Cbc executables that can be used with (or without) AMPL.
  • The GAMS distribution includes Cbc. Due to license incompatibilities, pre-compiled binaries lack some functionality. If binaries are not available for your platform for the latest version and you would like to request them to be built and posted, feel free to let us know on the mailing list.

Source code can be obtained either by

The recommended method is to use Git because it makes it easier to obtain updates. Below are some quick start guides for building on common platforms. More detailed build instructions are [BuildAndInstall here].

BUILDING from source

Using CoinBrew

To build Cbc from source, obtain the coinbrew script from https://coin-or.github.io/coinbrew/ and run

/path/to/coinbrew fetch --main-proj=Cbc
/path/to/coinbrew build --main-proj=Cbc --test
/path/to/coinbrew install --main-proj=Cbc

The coinbrew script will fetch these additional projects.

Without CoinBrew (Expert users)

  1. Install these Dependencies
  2. Obtain the source code, e.g., from https://github.com/coin-or/Cbc
  3. Run ./configure -C to generate makefiles
  4. Run make to build the CoinUtils library
  5. Run make test to build and run the CoinUtils unit test program
  6. Run make install to install library and header files.

With Microsoft Visual Studio

For Microsoft Visual C++ users, there are project files for version 10 available in the MSVisualStudio directory. First, obtain the source code using either a Windows git client or download a snapshot. In MSVC++ Version 10, open the solution file (this should be converted to whatever version of MSVC+ you are using) and build the Cbc project. The code should build out of the box with default settings.

It is also possible to build Cbc with the Visual Studio compiler from the command line using the procedure for Unix-like environments, using the Msys2 shell or CYGWIN. This is the recommended and best-supported way of building Cbc in Windows from source.

If you want to build a parallel version of CBC using Visual Studio you can following instructions: (thanks to Tobias Stengel and Alexis Guigue).

Assumptions:

  • A VS solution with all necessary projects (libCbc, libClp, libCbcSolver, libCgl, libCoinUtils, libOsi, libOsiCbc, libOsiClp). The project files can be found inside the "MSVisualStudio" folders.

Steps (based on VS 2013):

  1. for each of the lib* projects do: add CBC_THREAD under Properties -> Configuration Properties -> C/C++ -> Preprocessor -> Preprocessor Definitions (a subset of the lib* projects may be sufficient, but it doesn't hurt to do it for all)

  2. Link against a pthreads library. PThreadsWin32 works (even in 64 bits systems) and is distributed under the LGPL. If you decide to use the precompiled binaries: both pthreadVC2 and pthreadVS2 seem to work. Otherwise: third party VS project files for pthreads4win can be found on github.

    Note: If you use C++/Cli, make sure that no callback (eventHandlers, custom cut generators, custom heuristics, ...) contains managed code. Otherwise your code will crash at runtime with AssembyNotFoundExceptions inside the native threads created by Cbc. Even if not, problems with the GC are likely.

  3. If you link statically against pthreads4win, you have to define PTW32_STATIC_LIB when building your program/Cbc (e.g. via Properties -> C/C++/Preprocessor -> Preprocessor Definitions) AND - only if you build pthreads yourself - when building pthreads. Linking pthreads dynamically works without additional preprocessor definitions.

  4. pass "-threads" "yourNumber" to CbcMain1

DOCUMENTATION

SUPPORT

List Serve

CBC users should use the Cbc mailing list. To subscribe, go to http://list.coin-or.org/mailman/listinfo/cbc

Bug Reports

Bug reports should be reported on the CBC development web site at

https://github.com/coin-or/Cbc/issues

CHANGELOG

  • Release 2.11.0 (in preparation)

    • Added possibility for incomplete MIP start files. The filename suffix indicates which values Cbc should choose for missing variables (see change r2549)

  • Release 2.10.3 (in preparation)

    • Improve performance of some primal heuristics, incl. feasibility pump, by making integer slacks continuous
    • Bugfixes

  • Release 2.10.2

    • Bugfixes

  • Release 2.10.1

    • Fixed Cbc_clone in C interface
    • Fixed CbcMain1() call in examples/driver3.cpp
    • Fixed possible issue with MIPstart if presolve added variables
    • More minor bugfixes

  • Release 2.10.0

    • Improved handling of SOS, starting point, and symmetries
    • Improved performance of primal heuristics regarding the handling of implicit integer variables
    • Mini-B&B is now disabled when solving with multiple threads
    • Changed default value for zero half cuts parameter from off to ifmove
    • Added CbcModel::postProcessedSolver() to obtained LP after presolve
    • New option "PrepNames" to indicate whether column names should be kept in the pre-processed model
    • New option "sosPrioritize" to determine how to prioritize SOS
    • Added new event "generatedCuts"
    • CbcSolver can now read compressed .lp files (GZIP, BZIP2)
    • New functions in the C interface: Cbc_readLp, Cbc_writeLp, Cbc_addCol, Cbc_addRow, Cbc_getNumIntegers, Cbc_bestSolution, Cbc_getObjValue, Cbc_getRowNz, Cbc_getRowIndices, Cbc_getRowCoeffs, Cbc_getRowRHS, Cbc_getRowSense, Cbc_getColNz, Cbc_getColIndices, Cbc_getColCoeffs, Cbc_getReducedCost, Cbc_numberSavedSolutions, Cbc_savedSolution, Cbc_savedSolutionObj, Cbc_setMIPStart, Cbc_setMIPStartI, Cbc_addCutCallback, Osi_getNumCols, Osi_getColName, Osi_getColLower, Osi_getColUpper, Osi_isInteger, Osi_getNumRows, Osi_getRowNz, Osi_getRowIndices, Osi_getRowCoeffs, Osi_getRowRHS, Osi_getRowSense, Osi_getColSolution, OsiCuts_addRowCut, Cbc_getAllowableGap, Cbc_setAllowableGap, Cbc_getAllowableFractionGap, Cbc_setAllowableFractionGap, Cbc_getAllowablePercentageGap, Cbc_setAllowablePercentageGap, Cbc_getCutoff, Cbc_setCutoff, Cbc_getMaximumNodes, Cbc_setMaximumNodes, Cbc_getMaximumSolutions, Cbc_setMaximumSolutions, Cbc_getLogLevel, Cbc_setLogLevel, Cbc_getMaximumSeconds, Cbc_setMaximumSeconds
    • New action "guess" checks properties of the model to decide the best parameters for solving the LP relaxation.
    • New example inc.cpp to illustrate solution callback
    • New example driver5.cpp to illustrate user-defined branching rule
    • New example clpdriver.cpp to illustrate use of ClpEventHandler
    • Added support for using OsiHiGHS with CbcGeneric
    • Added MSVC 14 project files
    • Bugfixes

  • Release 2.9.10

    • Fix a numerical issue
    • Fix some memory leaks
    • Fix issue when root node is obviously infeasible
    • Performance improvements for mini-B&B
    • Fix name of bound in final message
    • Fix names in preprocessed problem

  • Release 2.9.9

    • Fixes for SOS2
    • Updates to mipstart
    • Switching to new build system
    • Updates for CI

  • Release 2.9.8

    • Update to most current releases of dependencies
    • Small bug fixes
    • Add support for automatic build and test with Travis and Appveyor

  • Release 2.9.7

    • Small bug fixes
    • Option to switch to line buffered output

  • Release 2.9.6

    • Small bug fixes

  • Release 2.9.5

    • Small bug fixes

  • Release 2.9.4

    • Small fixes for stability
    • Fixes for Doygen documentation generation

  • Release 2.9.3

    • Minor bug fixes

  • Release 2.9.2

    • Fix for proper installation with DESTDIR

  • Release 2.9.1

    • Fix for dependency linking
    • Minor bug fixes

  • Release 2.9.0

    • Introduced specialized branching methods for dealing with "big Ms".
    • Introduced new methods for dealing with symmetry (requires installation of nauty)
    • Introduction of conflict cuts (off by default, turn on with -constraint conflict)

  • Release 2.8.13

    • Improved message handling
    • Miscellaneous bug fixes.

  • Release 2.8.12

    • Update for dependencies.

  • Release 2.8.11

    • Major overhaul of C interface
    • Fixes to SOS
    • Miscellaneous bug fixes

  • Release 2.8.10

    • More changes related to thread safety.
    • Fix bug in build system with Visual Studio compiler.
    • Miscellaneous bug fixes.

  • Release 2.8.9

    • Attempt to make Cbc thread safe.
    • Add parallel examples.
    • Add CbcSolverUsefulInfo.
    • Bug fixes.

  • Release 2.8.8

    • Added example to show how to use Cbc with installed libraries in MSVC++
    • Fixed inconsistency in addition of libCbcSolver to dependencies in {{{cbc_addlibs.txt}}}.

  • Release 2.8.7

    • Changed so that Doxygen builds LaTex
    • Fixes for build system

  • Release 2.8.6

    • Added option to explicitly link dependencies to comply with packaging requirements on Fedora and Debian, as well as allow building of MinGW DLLs.

  • Release 2.8.5

    • Minor fixes to build system

  • Release 2.8.4

    • Small bug fixes
    • Upgrades to build system

  • Release 2.8.3:

    • Fix for handling SOS.

  • Release 2.8.2:

    • Fixed recognition of Glpk source in main configure.
    • Minor bug fixes in CoinUtils, Clp, and Cbc.

  • Release 2.8.1:

    • Minor bug fixes

  • Release 2.8.0:

    • Introduced new secondaryStatus 8 to indicate that solving stopped due to an iteration limit.

    • Solution pool is now accessible via the command line and the CbcMain* interface.

    • New mipstart option to read an initial feasible solution from a file. Only values for discrete variables need to be provided.

    • Added Proximity Search heuristic by Fischetti and Monaci (off by default): The simplest way to switch it on using stand-alone version is -proximity on.

      Proximity Search is the new "No-Neighborhood Search" 0-1 MIP refinement heuristic recently proposed by Fischetti and Monaci (2012). The idea is to define a sub-MIP without additional constraints but with a modified objective function intended to attract the search in the proximity of the incumbent. The approach works well for 0-1 MIPs whose solution landscape is not too irregular (meaning the there is reasonable probability of finding an improved solution by flipping a small number of binary variables), in particular when it is applied to the first heuristic solutions found at the root node.

    • An implementation of Zero-Half-Cuts by Alberto Caprara is now available. By default, these cuts are off. To use add to your command line -zerohalfCuts root (or other options) or just -zero. So far, they may help only on a small subset of problems and may need some tuning.

      The implementation of these cuts is described in G. Andreello, A. Caprara, and M. Fischetti "Embedding Cuts in a Branch and Cut Framework: a Computational Study with {0,1/2}-Cuts" INFORMS Journal on Computing 19(2), 229-238, 2007 http://dx.doi.org/10.1287/ijoc.1050.0162

    • An alternative implementation of a reduce and split cut generator by Giacomo Nannicini is now available. By default, these cuts are off. To use add to your command line -reduce2AndSplitCuts root (or other options).

      The implementation of these cuts is described in G. Cornuejols and G. Nannicini "Practical strategies for generating rank-1 split cuts in mixed-integer linear programming" Mathematical Programming Computation 3(4), 281-318, 2011 http://dx.doi.org/10.1007/s12532-011-0028-6

    • An alternative robust implementation of a Gomory cut generator by Giacomo Nannicini is now available. By default, these cuts are off. To use add to your command line -GMI root (or other options).

      The implementation of these cuts is described in G. Cornuejols, F. Margot, and G. Nannicini "On the safety of Gomory cut generators" http://faculty.sutd.edu.sg/~nannicini/index.php?page=publications

    • To encourage the use of some of the more exotic/expensive cut generators a parameter -slowcutpasses has been added. The idea is that the code does these cuts just a few times - less than the more usual cuts. The default is 10. The cut generators identified by "may be slow" at present are just Lift and project and ReduceAndSplit (both versions).

    • Allow initialization of random seed by user. Pseudo-random numbers are used in Cbc and Clp. In Clp they are used to break ties in degenerate problems, while in Cbc heuristics such as the Feasibility Pump use them to decide whether to round up or down. So if a different pseudo-random seed is given to Clp then you may get a different continuous optimum and so different cuts and heuristic solutions. This can be switched on by setting randomSeed for Clp and/or randomCbcSeed for Cbc. The special value of 0 tells code to use time of day for initial seed.

    • Building on this idea, Andrea Lodi, Matteo Fischetti, Michele Monaci, Domenico Salvagnin, Yuji Shinano, and Andrea Tramontani suggest that this idea be improved by running at the root node with multiple copies of solver, each with its own different seed and then passing in the solutions and cuts so that the main solver has a richer set of solutions and possibly stronger cuts. This is switched on by setting -multipleRootPasses. These can also be done in parallel.

    • Few changes to presolve for special variables and badly scaled problems (in CoinUtils).

    • New option -extraVariables which switches on a trivial re-formulation that introduces extra integer variables to group together variables with same cost.

    • For some problems, cut generators and general branching work better if the problem would be infeasible if the cost is too high. If the new option -constraintFromCutoff is set, the objective function is added as a constraint which rhs is set to the current cutoff value (objective value of best known solution).

  • Release 2.7.8:

    • Change message when LP simplex iteration limit is hit from "Exiting on maximum nodes" to "Exiting on maximum number of iterations"
    • Fix for using overlapping SOS.
    • Fixes in buildsystem.

  • Release 2.7.7:

    • Fix to report interruption on user event if SIGINT is received by CbcSolver. model->status() should now be 5 if this event happened. Added method CbcModel::sayEventHappened() to make cbc stop due to an 'user event'.

    • Other minor fixes.

  • Release 2.7.6:

    • Fixes to build system.

    • Other minor fixes.

  • Release 2.7.5:

    • Fixes to get AMPL interface working again.

    • More fixes to MSVC++ files.

  • Release 2.7.4:

    • Minor bugfixes.

  • Release 2.7.3:

    • Minor bugfixes.

    • Fixes to MSVC++ files.

  • Release 2.7.2:

    • Allow row/column names for GMPL models.

    • Added CbcModel::haveMultiThreadSupport() to indicate whether Cbc library has been compiled with multithread support.

    • Added CbcModel::waitingForMiniBranchAndBound() to indicate whether sub-MIP heuristic is currently running.

    • Cbc shell should work with readline if configured with --enable-gnu-packages.

    • Support for compressed input files (.gz, .bz2) is now enabled by default.

    • Fix problems with relative gap tolerance > 100% and further bugs.

    • Fixes for MSVC++ Version 9 files.

    • Minor fixes in buildsystem; update to BuildTools 0.7.1.

  • Release 2.7.1:

    • Fixes to MSVC++ files

  • Release 2.7.0:

    • License has been changed to the EPL.

    • Support for MSVC++ version 10 added.

    • Support for BuildTools version 0.7 to incorporate recent enhancements, including proper library versioning in Linux, prohibiting installation of private headers, etc.

    • Updated externals to new stable versions of dependent projects.

    • Improvements to heuristics.

    • New options for cut generation.

    • Improved reporting of results.

    • Improvements to documentation.

    • Minor bug fixes.