source: trunk/README.md @ 2574

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try to document r2549 in changelog

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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 2.11.0 (in preparation)
150   * Added possibility for incomplete MIP start files.
151     The filename suffix indicates which values Cbc should choose for
152     missing variables (see change r2549)
153
154 * Release 2.10.3 (in preparation)
155   * Improve performance of some primal heuristics, incl. feasibility pump, by making integer slacks continuous
156   * Bugfixes
157
158 * Release 2.10.2
159   * Bugfixes
160
161 * Release 2.10.1
162   * Fixed Cbc_clone in C interface
163   * Fixed CbcMain1() call in examples/driver3.cpp
164   * Fixed possible issue with MIPstart if presolve added variables
165   * More minor bugfixes
166
167 * Release 2.10.0
168   * Improved handling of SOS, starting point, and symmetries
169   * Improved performance of primal heuristics regarding the handling of
170     implicit integer variables
171   * Mini-B&B is now disabled when solving with multiple threads
172   * Changed default value for zero half cuts parameter from off to ifmove
173   * Added CbcModel::postProcessedSolver() to obtained LP after presolve
174   * New option "PrepNames" to indicate whether column names should be
175     kept in the pre-processed model
176   * New option "sosPrioritize" to determine how to prioritize SOS
177   * Added new event "generatedCuts"
178   * CbcSolver can now read compressed .lp files (GZIP, BZIP2)
179   * New functions in the C interface: Cbc_readLp, Cbc_writeLp,
180     Cbc_addCol, Cbc_addRow, Cbc_getNumIntegers, Cbc_bestSolution,
181     Cbc_getObjValue, Cbc_getRowNz, Cbc_getRowIndices, Cbc_getRowCoeffs,
182     Cbc_getRowRHS, Cbc_getRowSense, Cbc_getColNz, Cbc_getColIndices,
183     Cbc_getColCoeffs, Cbc_getReducedCost, Cbc_numberSavedSolutions,
184     Cbc_savedSolution, Cbc_savedSolutionObj, Cbc_setMIPStart,
185     Cbc_setMIPStartI, Cbc_addCutCallback, Osi_getNumCols, Osi_getColName,
186     Osi_getColLower, Osi_getColUpper, Osi_isInteger, Osi_getNumRows,
187     Osi_getRowNz, Osi_getRowIndices, Osi_getRowCoeffs, Osi_getRowRHS,
188     Osi_getRowSense, Osi_getColSolution, OsiCuts_addRowCut,
189     Cbc_getAllowableGap, Cbc_setAllowableGap, Cbc_getAllowableFractionGap,
190     Cbc_setAllowableFractionGap, Cbc_getAllowablePercentageGap,
191     Cbc_setAllowablePercentageGap, Cbc_getCutoff, Cbc_setCutoff,
192     Cbc_getMaximumNodes, Cbc_setMaximumNodes, Cbc_getMaximumSolutions,
193     Cbc_setMaximumSolutions, Cbc_getLogLevel, Cbc_setLogLevel,
194     Cbc_getMaximumSeconds, Cbc_setMaximumSeconds
195   * New action "guess" checks properties of the model to decide the best
196     parameters for solving the LP relaxation.
197   * New example inc.cpp to illustrate solution callback
198   * New example driver5.cpp to illustrate user-defined branching rule
199   * New example clpdriver.cpp to illustrate use of ClpEventHandler
200   * Added support for using OsiHiGHS with CbcGeneric
201   * Added MSVC 14 project files
202   * Bugfixes
203
204 * Release 2.9.10
205   * Fix a numerical issue
206   * Fix some memory leaks
207   * Fix issue when root node is obviously infeasible
208   * Performance improvements for mini-B&B
209   * Fix name of bound in final message
210   * Fix names in preprocessed problem
211
212 * Release 2.9.9
213
214   * Fixes for SOS2
215   * Updates to mipstart
216   * Switching to new build system
217   * Updates for CI
218
219 * Release 2.9.8
220
221   * Update to most current releases of dependencies
222   * Small bug fixes
223   * Add support for automatic build and test with Travis and Appveyor
224
225 * Release 2.9.7
226
227   * Small bug fixes
228   * Option to switch to line buffered output
229
230 * Release 2.9.6
231
232   * Small bug fixes
233
234 * Release 2.9.5
235
236   * Small bug fixes
237
238 * Release 2.9.4
239
240   * Small fixes for stability
241   * Fixes for Doygen documentation generation
242
243 * Release 2.9.3
244
245   * Minor bug fixes
246
247 * Release 2.9.2
248
249   * Fix for proper installation with ```DESTDIR```
250
251 * Release 2.9.1
252
253   * Fix for dependency linking
254   * Minor bug fixes
255
256 * Release 2.9.0
257
258   * Introduced specialized branching methods for dealing with "big Ms".
259   * Introduced new methods for dealing with symmetry (requires installation of [nauty](http://pallini.di.uniroma1.it/))
260   * Introduction of conflict cuts (off by default, turn on with `-constraint conflict`)
261
262 * Release 2.8.13
263
264   * Improved message handling
265   * Miscellaneous bug fixes.
266
267 * Release 2.8.12
268
269   * Update for dependencies.
270
271 * Release 2.8.11
272
273   * Major overhaul of C interface
274   * Fixes to SOS
275   * Miscellaneous bug fixes
276
277 * Release 2.8.10
278
279   * More changes related to thread safety.
280   * Fix bug in build system with Visual Studio compiler.
281   * Miscellaneous bug fixes.
282
283 * Release 2.8.9
284
285   * Attempt to make Cbc thread safe.
286   * Add parallel examples.
287   * Add CbcSolverUsefulInfo.
288   * Bug fixes.
289
290 * Release 2.8.8
291
292   * Added example to show how to use Cbc with installed libraries in MSVC++
293   * Fixed inconsistency in addition of libCbcSolver to dependencies in
294     {{{cbc_addlibs.txt}}}.
295
296 * Release 2.8.7
297
298   * Changed so that Doxygen builds LaTex
299   * Fixes for build system
300
301 * Release 2.8.6
302
303   * Added option to explicitly link dependencies to comply with packaging
304     requirements on Fedora and Debian, as well as allow building of MinGW
305     DLLs.
306
307 * Release 2.8.5
308
309   * Minor fixes to build system
310
311 * Release 2.8.4
312
313   * Small bug fixes
314   * Upgrades to build system
315
316 * Release 2.8.3:
317
318   * Fix for handling SOS.
319
320 * Release 2.8.2:
321
322   * Fixed recognition of Glpk source in main configure.
323   * Minor bug fixes in CoinUtils, Clp, and Cbc.
324
325 * Release 2.8.1:
326
327   * Minor bug fixes
328
329 * Release 2.8.0:
330
331   * Introduced new secondaryStatus 8 to indicate that solving stopped due to
332     an iteration limit.
333   * Solution pool is now accessible via the command line and the CbcMain*
334     interface.
335   * New mipstart option to read an initial feasible solution from a file.
336     Only values for discrete variables need to be provided.
337
338   * Added Proximity Search heuristic by Fischetti and Monaci (off by
339     default): The simplest way to switch it on using stand-alone version is
340     ```-proximity on```.
341
342     Proximity Search is the new "No-Neighborhood Search" 0-1 MIP refinement
343     heuristic recently proposed by Fischetti and Monaci (2012). The idea is
344     to define a sub-MIP without additional constraints but with a modified
345     objective function intended to attract the search in the proximity of the
346     incumbent. The approach works well for 0-1 MIPs whose solution landscape
347     is not too irregular (meaning the there is reasonable probability of
348     finding an improved solution by flipping a small number of binary
349     variables), in particular when it is applied to the first heuristic
350     solutions found at the root node.
351
352   * An implementation of Zero-Half-Cuts by Alberto Caprara is now available.
353     By default, these cuts are off. To use add to your command line
354     -zerohalfCuts root (or other options) or just -zero. So far, they may
355     help only on a small subset of problems and may need some tuning.
356
357     The implementation of these cuts is described in G. Andreello, A.
358     Caprara, and M. Fischetti "Embedding Cuts in a Branch and Cut Framework:
359     a Computational Study with {0,1/2}-Cuts" INFORMS Journal on Computing
360     19(2), 229-238, 2007 http://dx.doi.org/10.1287/ijoc.1050.0162
361
362   * An alternative implementation of a reduce and split cut generator by
363     Giacomo Nannicini is now available. By default, these cuts are off. To
364     use add to your command line -reduce2AndSplitCuts root (or other
365     options).
366
367     The implementation of these cuts is described in G. Cornuejols and G.
368     Nannicini "Practical strategies for generating rank-1 split cuts in
369     mixed-integer linear programming" Mathematical Programming Computation
370     3(4), 281-318, 2011 http://dx.doi.org/10.1007/s12532-011-0028-6
371
372   * An alternative robust implementation of a Gomory cut generator by Giacomo
373     Nannicini is now available. By default, these cuts are off. To use add to
374     your command line -GMI root (or other options).
375
376     The implementation of these cuts is described in G. Cornuejols, F.
377     Margot, and G. Nannicini "On the safety of Gomory cut generators"
378     http://faculty.sutd.edu.sg/~nannicini/index.php?page=publications
379
380   * To encourage the use of some of the more exotic/expensive cut generators
381     a parameter -slowcutpasses has been added. The idea is that the code does
382     these cuts just a few times - less than the more usual cuts. The default
383     is 10. The cut generators identified by "may be slow" at present are just
384     Lift and project and ReduceAndSplit (both versions).
385
386   * Allow initialization of random seed by user. Pseudo-random numbers are
387     used in Cbc and Clp. In Clp they are used to break ties in degenerate
388     problems, while in Cbc heuristics such as the Feasibility Pump use them
389     to decide whether to round up or down. So if a different pseudo-random
390     seed is given to Clp then you may get a different continuous optimum and
391     so different cuts and heuristic solutions. This can be switched on by
392     setting randomSeed for Clp and/or randomCbcSeed for Cbc. The special
393     value of 0 tells code to use time of day for initial seed.
394
395   * Building on this idea, Andrea Lodi, Matteo Fischetti, Michele Monaci,
396     Domenico Salvagnin, Yuji Shinano, and Andrea Tramontani suggest that this
397     idea be improved by running at the root node with multiple copies of
398     solver, each with its own different seed and then passing in the
399     solutions and cuts so that the main solver has a richer set of solutions
400     and possibly stronger cuts. This is switched on by setting
401     -multipleRootPasses. These can also be done in parallel.
402
403   * Few changes to presolve for special variables and badly scaled problems
404     (in CoinUtils).
405
406   * New option -extraVariables <number> which switches on a trivial
407    re-formulation that introduces extra integer variables to group together
408    variables with same cost.
409
410   * For some problems, cut generators and general branching work better if
411     the problem would be infeasible if the cost is too high. If the new
412     option -constraintFromCutoff is set, the objective function is added as a
413     constraint which rhs is set to the current cutoff value (objective value
414     of best known solution).
415
416 * Release 2.7.8:
417
418   * Change message when LP simplex iteration limit is hit from "Exiting on
419     maximum nodes" to "Exiting on maximum number of iterations"
420   * Fix for using overlapping SOS.
421   * Fixes in buildsystem.
422
423 * Release 2.7.7:
424
425   * Fix to report interruption on user event if SIGINT is received by
426     CbcSolver. model->status() should now be 5 if this event happened. Added
427     method CbcModel::sayEventHappened() to make cbc stop due to an 'user
428     event'.
429
430   * Other minor fixes.
431
432 * Release 2.7.6:
433
434   * Fixes to build system.
435
436   * Other minor fixes.
437
438 * Release 2.7.5:
439
440   * Fixes to get AMPL interface working again.
441
442   * More fixes to MSVC++ files.
443
444 * Release 2.7.4:
445
446   * Minor bugfixes.
447
448 * Release 2.7.3:
449
450   * Minor bugfixes.
451
452   * Fixes to MSVC++ files.
453
454 * Release 2.7.2:
455
456   * Allow row/column names for GMPL models.
457
458   * Added CbcModel::haveMultiThreadSupport() to indicate whether Cbc library
459     has been compiled with multithread support.
460
461   * Added CbcModel::waitingForMiniBranchAndBound() to indicate whether
462     sub-MIP heuristic is currently running.
463
464   * Cbc shell should work with readline if configured with
465     ```--enable-gnu-packages```.
466
467   * Support for compressed input files (.gz, .bz2) is now enabled by default.
468
469   * Fix problems with relative gap tolerance > 100% and further bugs.
470
471   * Fixes for MSVC++ Version 9 files.
472
473   * Minor fixes in buildsystem; update to BuildTools 0.7.1.
474
475 * Release 2.7.1:
476
477   * Fixes to MSVC++ files
478
479 * Release 2.7.0:
480
481   * License has been changed to the EPL.
482
483   * Support for MSVC++ version 10 added.
484
485   * Support for BuildTools version 0.7 to incorporate recent enhancements,
486     including proper library versioning in Linux, prohibiting installation of
487     private headers, etc.
488
489   * Updated externals to new stable versions of dependent projects.
490
491   * Improvements to heuristics.
492
493   * New options for cut generation.
494
495   * Improved reporting of results.
496
497   * Improvements to documentation.
498
499   * Minor bug fixes.
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