source: trunk/README.md @ 2539

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1# CBC
2
3Cbc (*C*oin-or *b*ranch and *c*ut) is an open-source mixed integer linear programming solver written in C++.
4It can be used as a callable library or using a stand-alone executable.
5It can be called through
6AIMMS (through the [AIMMSlinks](https://github.com/coin-o/AIMMSlinks) project),
7AMPL (natively),
8[CMPL](https://github.com/coin-or/Cmpl),
9GAMS (through the [GAMSlinks](https://github.com/coin-or/GAMSlinks) project),
10[JuMP](https://github.com/JuliaOpt/JuMP.jl),
11Mathematica,
12[MiniZinc](http://www.minizinc.org/),
13MPL (through the [CoinMP](https://github.com/coin-or/CoinMP) project),
14[PuLP](https://github.com/coin-or/PuLP), and
15[OpenSolver for Excel](http://opensolver.org), among others.
16
17Cbc links to a number of other COIN-OR projects for additional functionality, including:
18 * [Clp](https://github.com/coin-or/Clp) (the default solver for LP relaxations)
19 * [Cgl](https://github.com/coin-or/Cgl) (for cut generation)
20 * [CoinUtils](https://github.com/coin-or/CoinUtils) (for reading input files and various utilities)
21For more information on supported platforms, links to dependent projects, current version, and more, click [here](http://www.coin-or.org/projects/Cbc.xml)
22
23Cbc is developed by [John Forrest](http://www.fastercoin.com), now retired from IBM Research.
24The project is currently managed by John Forrest, [Ted Ralphs](http://coral.ie.lehigh.edu/~ted/), 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)).
25
26Cbc is written in C++ and is released as open source code under the [Eclipse Public License (EPL)](http://www.opensource.org/licenses/eclipse-1.0) and is freely redistributable.
27All source code and documentation is Copyright IBM and others. This README may be redistributed freely.
28
29Cbc is available from the [COIN-OR initiative](http://www.coin-or.org/).
30The Cbc website is https://github.com/coin-or/Cbc.
31
32## CITE
33
34[![DOI](https://zenodo.org/badge/30382416.svg)](https://zenodo.org/badge/latestdoi/30382416)
35
36## CURRENT BUILD STATUS
37
38[![Build Status](https://travis-ci.org/coin-or/Cbc.svg?branch=master)](https://travis-ci.org/coin-or/Cbc)
39
40[![Build status](https://ci.appveyor.com/api/projects/status/l2hwifsxwhswng8y/branch/master?svg=true)](https://ci.appveyor.com/project/tkralphs/cbc/branch/master)
41
42
43## DOWNLOAD
44
45Binaries for most platforms are available for download from [Bintray](https://bintray.com/coin-or/download/Cbc): [ ![Download](https://api.bintray.com/packages/coin-or/download/Cbc/images/download.svg) ](https://bintray.com/coin-or/download/Cbc/2.10)
46
47 * *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`.
48 * *Windows*: The easiest way to get Cbc on Windows is to download the Windows installer for the [COIN-OR Optimization Suite](http://www.coin-or.org/download/binary/CoinAll), which provides Visual Studio compatible libraries and binaries.
49 * *Mac OS X*: The easiest way to get Cbc on Mac OS X is through Homebrew
50   * `brew tap coin-or-tools/coinor`
51   * `brew install cbc`
52 * AMPL also provides stand-alone [Cbc executables](http://ampl.com/products/solvers/open-source/#cbc) that can be used with (or without) AMPL.
53 * The [GAMS](http://www.gams.com) distribution includes Cbc.
54Due to license incompatibilities, pre-compiled binaries lack some functionality.
55If 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.
56
57*Source code* can be obtained either by
58
59 * Downloading a snapshot of the source code for the latest release version of Cbc from the [Cbc source code download page](http://www.coin-or.org/download/source/Cbc), or
60 * Checking out the code from [Github](https://github.com/coin-or/Cbc)
61
62The 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].*
63
64
65## BUILDING from source
66
67### Using CoinBrew
68
69To build Cbc from source, obtain the `coinbrew` script from
70https://coin-or.github.io/coinbrew/
71and run
72
73
74    /path/to/coinbrew fetch --main-proj=Cbc
75    /path/to/coinbrew build --main-proj=Cbc --test
76    /path/to/coinbrew install --main-proj=Cbc
77
78
79The `coinbrew` script will fetch [these](Dependencies) additional projects.
80
81### Without CoinBrew (Expert users)
82
83 0. Install [these Dependencies](Dependencies)
84 1. Obtain the source code, e.g., from https://github.com/coin-or/Cbc
85 2. Run `./configure -C` to generate makefiles
86 3. Run `make` to build the CoinUtils library
87 4. Run `make test` to build and run the CoinUtils unit test program
88 5. Run `make install` to install library and header files.
89
90### With Microsoft Visual Studio
91
92For Microsoft Visual C++ users, there are project files for version 10 available in the `MSVisualStudio` directory.
93First, obtain the source code using either a Windows git client or download a snapshot.
94In MSVC++ Version 10, open the solution file (this should be converted to whatever version of MSVC+ you are using) and build the Cbc project.
95The code should build out of the box with default settings.
96
97It 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.
98This is the recommended and best-supported way of building Cbc in Windows from source.
99
100If you want to build a *parallel version* of CBC using Visual Studio you can following instructions: (thanks to Tobias Stengel and Alexis Guigue).
101
102Assumptions:
103
104- 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.
105
106Steps (based on VS 2013):
107
1081. for each of the lib* projects do:
109   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)
110
1112. Link against a pthreads library.
112   [PThreadsWin32](https://www.sourceware.org/pthreads-win32/) works (even in 64 bits systems) and is distributed under the LGPL.
113   If you decide to use the precompiled binaries: both pthreadVC2 and pthreadVS2 seem to work.
114   Otherwise: third party VS project files for pthreads4win can be found on github.
115
116   Note: If you use C++/Cli, make sure that no callback (eventHandlers, custom cut generators, custom heuristics, ...) contains managed code.
117   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.
118
1193. 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.
120   Linking pthreads dynamically works without additional preprocessor definitions.
121
1224. pass "-threads" "yourNumber" to CbcMain1
123
124
125## DOCUMENTATION
126
127 * [INSTALL](INSTALL) file (partially outdated)
128 * [User's Guide](https://coin-or.github.io/Cbc) (from 2005)
129 * [Doxygen generated documentation](http://www.coin-or.org/Doxygen/Cbc/hierarchy.html)
130 * Source code [examples](Cbc/examples)
131 * [Cbc command-line guide](https://projects.coin-or.org/CoinBinary/export/1059/OptimizationSuite/trunk/Installer/files/doc/cbcCommandLine.pdf)
132
133
134## SUPPORT
135
136### List Serve
137
138CBC users should use the Cbc mailing list. To subscribe, go to
139http://list.coin-or.org/mailman/listinfo/cbc
140
141### Bug Reports
142
143Bug reports should be reported on the CBC development web site at
144
145https://github.com/coin-or/Cbc/issues
146
147## CHANGELOG
148
149 * Release 2.10.1
150   * Fixed Cbc_clone in C interface
151   * Fixed CbcMain1() call in examples/driver3.cpp
152   * Fixed possible issue with MIPstart if presolve added variables
153   * More minor bugfixes
154
155 * Release 2.10.0
156   * Improved handling of SOS, starting point, and symmetries
157   * Improved performance of primal heuristics regarding the handling of
158     implicit integer variables
159   * Mini-B&B is now disabled when solving with multiple threads
160   * Changed default value for zero half cuts parameter from off to ifmove
161   * Added CbcModel::postProcessedSolver() to obtained LP after presolve
162   * New option "PrepNames" to indicate whether column names should be
163     kept in the pre-processed model
164   * New option "sosPrioritize" to determine how to prioritize SOS
165   * Added new event "generatedCuts"
166   * CbcSolver can now read compressed .lp files (GZIP, BZIP2)
167   * New functions in the C interface: Cbc_readLp, Cbc_writeLp,
168     Cbc_addCol, Cbc_addRow, Cbc_getNumIntegers, Cbc_bestSolution,
169     Cbc_getObjValue, Cbc_getRowNz, Cbc_getRowIndices, Cbc_getRowCoeffs,
170     Cbc_getRowRHS, Cbc_getRowSense, Cbc_getColNz, Cbc_getColIndices,
171     Cbc_getColCoeffs, Cbc_getReducedCost, Cbc_numberSavedSolutions,
172     Cbc_savedSolution, Cbc_savedSolutionObj, Cbc_setMIPStart,
173     Cbc_setMIPStartI, Cbc_addCutCallback, Osi_getNumCols, Osi_getColName,
174     Osi_getColLower, Osi_getColUpper, Osi_isInteger, Osi_getNumRows,
175     Osi_getRowNz, Osi_getRowIndices, Osi_getRowCoeffs, Osi_getRowRHS,
176     Osi_getRowSense, Osi_getColSolution, OsiCuts_addRowCut,
177     Cbc_getAllowableGap, Cbc_setAllowableGap, Cbc_getAllowableFractionGap,
178     Cbc_setAllowableFractionGap, Cbc_getAllowablePercentageGap,
179     Cbc_setAllowablePercentageGap, Cbc_getCutoff, Cbc_setCutoff,
180     Cbc_getMaximumNodes, Cbc_setMaximumNodes, Cbc_getMaximumSolutions,
181     Cbc_setMaximumSolutions, Cbc_getLogLevel, Cbc_setLogLevel,
182     Cbc_getMaximumSeconds, Cbc_setMaximumSeconds
183   * New action "guess" checks properties of the model to decide the best
184     parameters for solving the LP relaxation.
185   * New example inc.cpp to illustrate solution callback
186   * New example driver5.cpp to illustrate user-defined branching rule
187   * New example clpdriver.cpp to illustrate use of ClpEventHandler
188   * Added support for using OsiHiGHS with CbcGeneric
189   * Added MSVC 14 project files
190   * Bugfixes
191
192 * Release 2.9.10
193   * Fix a numerical issue
194   * Fix some memory leaks
195   * Fix issue when root node is obviously infeasible
196   * Performance improvements for mini-B&B
197   * Fix name of bound in final message
198   * Fix names in preprocessed problem
199
200 * Release 2.9.9
201
202   * Fixes for SOS2
203   * Updates to mipstart
204   * Switching to new build system
205   * Updates for CI
206
207 * Release 2.9.8
208
209   * Update to most current releases of dependencies
210   * Small bug fixes
211   * Add support for automatic build and test with Travis and Appveyor
212
213 * Release 2.9.7
214
215   * Small bug fixes
216   * Option to switch to line buffered output
217
218 * Release 2.9.6
219
220   * Small bug fixes
221
222 * Release 2.9.5
223
224   * Small bug fixes
225
226 * Release 2.9.4
227
228   * Small fixes for stability
229   * Fixes for Doygen documentation generation
230
231 * Release 2.9.3
232
233   * Minor bug fixes
234
235 * Release 2.9.2
236
237   * Fix for proper installation with ```DESTDIR```
238
239 * Release 2.9.1
240
241   * Fix for dependency linking
242   * Minor bug fixes
243
244 * Release 2.9.0
245
246   * Introduced specialized branching methods for dealing with "big Ms".
247   * Introduced new methods for dealing with symmetry (requires installation of [nauty](http://pallini.di.uniroma1.it/))
248   * Introduction of conflict cuts (off by default, turn on with `-constraint conflict`)
249
250 * Release 2.8.13
251
252   * Improved message handling
253   * Miscellaneous bug fixes.
254
255 * Release 2.8.12
256
257   * Update for dependencies.
258
259 * Release 2.8.11
260
261   * Major overhaul of C interface
262   * Fixes to SOS
263   * Miscellaneous bug fixes
264
265 * Release 2.8.10
266
267   * More changes related to thread safety.
268   * Fix bug in build system with Visual Studio compiler.
269   * Miscellaneous bug fixes.
270
271 * Release 2.8.9
272
273   * Attempt to make Cbc thread safe.
274   * Add parallel examples.
275   * Add CbcSolverUsefulInfo.
276   * Bug fixes.
277
278 * Release 2.8.8
279
280   * Added example to show how to use Cbc with installed libraries in MSVC++
281   * Fixed inconsistency in addition of libCbcSolver to dependencies in
282     {{{cbc_addlibs.txt}}}.
283
284 * Release 2.8.7
285
286   * Changed so that Doxygen builds LaTex
287   * Fixes for build system
288
289 * Release 2.8.6
290
291   * Added option to explicitly link dependencies to comply with packaging
292     requirements on Fedora and Debian, as well as allow building of MinGW
293     DLLs.
294
295 * Release 2.8.5
296
297   * Minor fixes to build system
298
299 * Release 2.8.4
300
301   * Small bug fixes
302   * Upgrades to build system
303
304 * Release 2.8.3:
305
306   * Fix for handling SOS.
307
308 * Release 2.8.2:
309
310   * Fixed recognition of Glpk source in main configure.
311   * Minor bug fixes in CoinUtils, Clp, and Cbc.
312
313 * Release 2.8.1:
314
315   * Minor bug fixes
316
317 * Release 2.8.0:
318
319   * Introduced new secondaryStatus 8 to indicate that solving stopped due to
320     an iteration limit.
321   * Solution pool is now accessible via the command line and the CbcMain*
322     interface.
323   * New mipstart option to read an initial feasible solution from a file.
324     Only values for discrete variables need to be provided.
325
326   * Added Proximity Search heuristic by Fischetti and Monaci (off by
327     default): The simplest way to switch it on using stand-alone version is
328     ```-proximity on```.
329
330     Proximity Search is the new "No-Neighborhood Search" 0-1 MIP refinement
331     heuristic recently proposed by Fischetti and Monaci (2012). The idea is
332     to define a sub-MIP without additional constraints but with a modified
333     objective function intended to attract the search in the proximity of the
334     incumbent. The approach works well for 0-1 MIPs whose solution landscape
335     is not too irregular (meaning the there is reasonable probability of
336     finding an improved solution by flipping a small number of binary
337     variables), in particular when it is applied to the first heuristic
338     solutions found at the root node.
339
340   * An implementation of Zero-Half-Cuts by Alberto Caprara is now available.
341     By default, these cuts are off. To use add to your command line
342     -zerohalfCuts root (or other options) or just -zero. So far, they may
343     help only on a small subset of problems and may need some tuning.
344
345     The implementation of these cuts is described in G. Andreello, A.
346     Caprara, and M. Fischetti "Embedding Cuts in a Branch and Cut Framework:
347     a Computational Study with {0,1/2}-Cuts" INFORMS Journal on Computing
348     19(2), 229-238, 2007 http://dx.doi.org/10.1287/ijoc.1050.0162
349
350   * An alternative implementation of a reduce and split cut generator by
351     Giacomo Nannicini is now available. By default, these cuts are off. To
352     use add to your command line -reduce2AndSplitCuts root (or other
353     options).
354
355     The implementation of these cuts is described in G. Cornuejols and G.
356     Nannicini "Practical strategies for generating rank-1 split cuts in
357     mixed-integer linear programming" Mathematical Programming Computation
358     3(4), 281-318, 2011 http://dx.doi.org/10.1007/s12532-011-0028-6
359
360   * An alternative robust implementation of a Gomory cut generator by Giacomo
361     Nannicini is now available. By default, these cuts are off. To use add to
362     your command line -GMI root (or other options).
363
364     The implementation of these cuts is described in G. Cornuejols, F.
365     Margot, and G. Nannicini "On the safety of Gomory cut generators"
366     http://faculty.sutd.edu.sg/~nannicini/index.php?page=publications
367
368   * To encourage the use of some of the more exotic/expensive cut generators
369     a parameter -slowcutpasses has been added. The idea is that the code does
370     these cuts just a few times - less than the more usual cuts. The default
371     is 10. The cut generators identified by "may be slow" at present are just
372     Lift and project and ReduceAndSplit (both versions).
373
374   * Allow initialization of random seed by user. Pseudo-random numbers are
375     used in Cbc and Clp. In Clp they are used to break ties in degenerate
376     problems, while in Cbc heuristics such as the Feasibility Pump use them
377     to decide whether to round up or down. So if a different pseudo-random
378     seed is given to Clp then you may get a different continuous optimum and
379     so different cuts and heuristic solutions. This can be switched on by
380     setting randomSeed for Clp and/or randomCbcSeed for Cbc. The special
381     value of 0 tells code to use time of day for initial seed.
382
383   * Building on this idea, Andrea Lodi, Matteo Fischetti, Michele Monaci,
384     Domenico Salvagnin, Yuji Shinano, and Andrea Tramontani suggest that this
385     idea be improved by running at the root node with multiple copies of
386     solver, each with its own different seed and then passing in the
387     solutions and cuts so that the main solver has a richer set of solutions
388     and possibly stronger cuts. This is switched on by setting
389     -multipleRootPasses. These can also be done in parallel.
390
391   * Few changes to presolve for special variables and badly scaled problems
392     (in CoinUtils).
393
394   * New option -extraVariables <number> which switches on a trivial
395    re-formulation that introduces extra integer variables to group together
396    variables with same cost.
397
398   * For some problems, cut generators and general branching work better if
399     the problem would be infeasible if the cost is too high. If the new
400     option -constraintFromCutoff is set, the objective function is added as a
401     constraint which rhs is set to the current cutoff value (objective value
402     of best known solution).
403
404 * Release 2.7.8:
405
406   * Change message when LP simplex iteration limit is hit from "Exiting on
407     maximum nodes" to "Exiting on maximum number of iterations"
408   * Fix for using overlapping SOS.
409   * Fixes in buildsystem.
410
411 * Release 2.7.7:
412
413   * Fix to report interruption on user event if SIGINT is received by
414     CbcSolver. model->status() should now be 5 if this event happened. Added
415     method CbcModel::sayEventHappened() to make cbc stop due to an 'user
416     event'.
417
418   * Other minor fixes.
419
420 * Release 2.7.6:
421
422   * Fixes to build system.
423
424   * Other minor fixes.
425
426 * Release 2.7.5:
427
428   * Fixes to get AMPL interface working again.
429
430   * More fixes to MSVC++ files.
431
432 * Release 2.7.4:
433
434   * Minor bugfixes.
435
436 * Release 2.7.3:
437
438   * Minor bugfixes.
439
440   * Fixes to MSVC++ files.
441
442 * Release 2.7.2:
443
444   * Allow row/column names for GMPL models.
445
446   * Added CbcModel::haveMultiThreadSupport() to indicate whether Cbc library
447     has been compiled with multithread support.
448
449   * Added CbcModel::waitingForMiniBranchAndBound() to indicate whether
450     sub-MIP heuristic is currently running.
451
452   * Cbc shell should work with readline if configured with
453     ```--enable-gnu-packages```.
454
455   * Support for compressed input files (.gz, .bz2) is now enabled by default.
456
457   * Fix problems with relative gap tolerance > 100% and further bugs.
458
459   * Fixes for MSVC++ Version 9 files.
460
461   * Minor fixes in buildsystem; update to BuildTools 0.7.1.
462
463 * Release 2.7.1:
464
465   * Fixes to MSVC++ files
466
467 * Release 2.7.0:
468
469   * License has been changed to the EPL.
470
471   * Support for MSVC++ version 10 added.
472
473   * Support for BuildTools version 0.7 to incorporate recent enhancements,
474     including proper library versioning in Linux, prohibiting installation of
475     private headers, etc.
476
477   * Updated externals to new stable versions of dependent projects.
478
479   * Improvements to heuristics.
480
481   * New options for cut generation.
482
483   * Improved reporting of results.
484
485   * Improvements to documentation.
486
487   * Minor bug fixes.
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