source: trunk/README.md @ 2608

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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/173509563.svg)](https://zenodo.org/badge/latestdoi/173509563)
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)
46
47[ ![Download](https://api.bintray.com/packages/coin-or/download/Cbc/images/download.svg?version=2.10) ](https://bintray.com/coin-or/download/Cbc/2.10/link)
48
49 * *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`.
50 * *Windows*: The easiest way to get Cbc on Windows is to download from *[Bintray](https://bintray.com/coin-or/download/Cbc)*, although an old interactive installer for the [COIN-OR Optimization Suite](http://www.coin-or.org/download/binary/CoinAll) is also still available.
51 * *Mac OS X*: The easiest way to get Cbc on Mac OS X is through [Homebrew](https://brew.sh).
52   * `brew tap coin-or-tools/coinor`
53   * `brew install cbc`
54 * AMPL also provides stand-alone [Cbc executables](http://ampl.com/products/solvers/open-source/#cbc) that can be used with (or without) AMPL.
55 * The [GAMS](http://www.gams.com) distribution includes Cbc.
56
57Due to license incompatibilities, pre-compiled binaries lack some functionality.
58If 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.
59
60*Source code* can be obtained either by
61
62 * 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
63 * Checking out the code from [Github](https://github.com/coin-or/Cbc) or using the `coinbrew` script (recommended).
64
65Below is a quick start guide for building on common platforms. More detailed
66build instructions are
67[https://coin-or.github.io/user_introduction.html](here) (this is a work in
68progress).
69
70## BUILDING from source
71
72### Using CoinBrew
73
74To build Cbc from source, obtain the `coinbrew` script from
75https://coin-or.github.io/coinbrew/
76and run
77
78    /path/to/coinbrew fetch Cbc
79    /path/to/coinbrew build =Cbc --prefix=/dir/to/install --test
80    /path/to/coinbrew install Cbc
81
82The `coinbrew` script will fetch [these](Dependencies) additional projects.
83
84### Without CoinBrew (Expert users)
85
86 0. Install [these Dependencies](Dependencies)
87 1. Obtain the source code, e.g., from https://github.com/coin-or/Cbc
88 2. Run `./configure -C` to generate makefiles
89 3. Run `make` to build the CoinUtils library
90 4. Run `make test` to build and run the CoinUtils unit test program
91 5. Run `make install` to install library and header files.
92
93### With Microsoft Visual Studio
94
95For Microsoft Visual C++ users, there are project files for version 10
96available in the `MSVisualStudio` directory. First, obtain the source code
97using either a Windows git client or download a snapshot. In MSVC++ Version
9810, open the solution file (this should be converted to whatever version of
99MSVC+ you are using) and build the Cbc project. The code should build out of
100the box with default settings.
101
102It is also possible to build Cbc with the Visual Studio compiler from the
103command line using the procedure for Unix-like environments, using the Msys2
104shell or CYGWIN. This is the recommended and best-supported way of building
105Cbc in Windows from source.
106
107If you want to build a *parallel version* of CBC using Visual Studio you can
108following instructions: (thanks to Tobias Stengel and Alexis Guigue).
109
110Assumptions:
111
112- A VS solution with all necessary projects (libCbc, libClp, libCbcSolver,
113  libCgl, libCoinUtils, libOsi, libOsiCbc, libOsiClp). The project files can
114  be found inside the "MSVisualStudio" folders.
115
116Steps (based on VS 2013):
117
1181. for each of the lib* projects do:
119   add `CBC_THREAD` under Properties -> Configuration Properties -> C/C++ ->
120   Preprocessor -> Preprocessor Definitions (a subset of the lib* projects may
121   be sufficient, but it doesn't hurt to do it for all)
122
1232. Link against a pthreads library.
124   [PThreadsWin32](https://www.sourceware.org/pthreads-win32/) works (even in
125   64 bits systems) and is distributed under the LGPL. If you decide to use
126   the precompiled binaries: both pthreadVC2 and pthreadVS2 seem to work.
127   Otherwise: third party VS project files for pthreads4win can be found on
128   github.
129
130   Note: If you use C++/Cli, make sure that no callback (eventHandlers, custom
131   cut generators, custom heuristics, ...) contains managed code. Otherwise
132   your code will crash at runtime with AssembyNotFoundExceptions inside the
133   native threads created by Cbc. Even if not, problems with the GC are
134   likely.
135
1363. If you link statically against pthreads4win, you have to define
137   PTW32_STATIC_LIB when building your program/Cbc (e.g. via Properties ->
138   C/C++/Preprocessor -> Preprocessor Definitions) AND - only if you build
139   pthreads yourself - when building pthreads. Linking pthreads dynamically
140   works without additional preprocessor definitions.
141
1424. pass "-threads" "yourNumber" to CbcMain1
143
144
145## DOCUMENTATION
146
147 * [INSTALL](INSTALL) file (partially outdated)
148 * [User's Guide](https://coin-or.github.io/Cbc) (from 2005)
149 * [Doxygen generated documentation](http://www.coin-or.org/Doxygen/Cbc/hierarchy.html)
150 * Source code [examples](Cbc/examples)
151 * [Cbc command-line guide](https://projects.coin-or.org/CoinBinary/export/1059/OptimizationSuite/trunk/Installer/files/doc/cbcCommandLine.pdf)
152
153
154## SUPPORT
155
156### List Serve
157
158CBC users should use the Cbc mailing list. To subscribe, go to
159http://list.coin-or.org/mailman/listinfo/cbc
160
161### Bug Reports
162
163Bug reports should be reported on the CBC development web site at
164
165https://github.com/coin-or/Cbc/issues
166
167## CHANGELOG
168
169 * Release 2.11.0 (in preparation)
170   * Added possibility for incomplete MIP start files.
171     The filename suffix indicates which values Cbc should choose for
172     missing variables (see change r2549)
173
174 * Release 2.10.3
175   * Improve performance of some primal heuristics, incl. feasibility pump, by making integer slacks continuous
176   * Added additional timelimit checks
177   * Fixed initialization of Cbc_clone result
178   * Additional bugfixes
179
180 * Release 2.10.2
181   * Bugfixes
182
183 * Release 2.10.1
184   * Fixed Cbc_clone in C interface
185   * Fixed CbcMain1() call in examples/driver3.cpp
186   * Fixed possible issue with MIPstart if presolve added variables
187   * More minor bugfixes
188
189 * Release 2.10.0
190   * Improved handling of SOS, starting point, and symmetries
191   * Improved performance of primal heuristics regarding the handling of
192     implicit integer variables
193   * Mini-B&B is now disabled when solving with multiple threads
194   * Changed default value for zero half cuts parameter from off to ifmove
195   * Added CbcModel::postProcessedSolver() to obtained LP after presolve
196   * New option "PrepNames" to indicate whether column names should be
197     kept in the pre-processed model
198   * New option "sosPrioritize" to determine how to prioritize SOS
199   * Added new event "generatedCuts"
200   * CbcSolver can now read compressed .lp files (GZIP, BZIP2)
201   * New functions in the C interface: Cbc_readLp, Cbc_writeLp,
202     Cbc_addCol, Cbc_addRow, Cbc_getNumIntegers, Cbc_bestSolution,
203     Cbc_getObjValue, Cbc_getRowNz, Cbc_getRowIndices, Cbc_getRowCoeffs,
204     Cbc_getRowRHS, Cbc_getRowSense, Cbc_getColNz, Cbc_getColIndices,
205     Cbc_getColCoeffs, Cbc_getReducedCost, Cbc_numberSavedSolutions,
206     Cbc_savedSolution, Cbc_savedSolutionObj, Cbc_setMIPStart,
207     Cbc_setMIPStartI, Cbc_addCutCallback, Osi_getNumCols, Osi_getColName,
208     Osi_getColLower, Osi_getColUpper, Osi_isInteger, Osi_getNumRows,
209     Osi_getRowNz, Osi_getRowIndices, Osi_getRowCoeffs, Osi_getRowRHS,
210     Osi_getRowSense, Osi_getColSolution, OsiCuts_addRowCut,
211     Cbc_getAllowableGap, Cbc_setAllowableGap, Cbc_getAllowableFractionGap,
212     Cbc_setAllowableFractionGap, Cbc_getAllowablePercentageGap,
213     Cbc_setAllowablePercentageGap, Cbc_getCutoff, Cbc_setCutoff,
214     Cbc_getMaximumNodes, Cbc_setMaximumNodes, Cbc_getMaximumSolutions,
215     Cbc_setMaximumSolutions, Cbc_getLogLevel, Cbc_setLogLevel,
216     Cbc_getMaximumSeconds, Cbc_setMaximumSeconds
217   * New action "guess" checks properties of the model to decide the best
218     parameters for solving the LP relaxation.
219   * New example inc.cpp to illustrate solution callback
220   * New example driver5.cpp to illustrate user-defined branching rule
221   * New example clpdriver.cpp to illustrate use of ClpEventHandler
222   * Added support for using OsiHiGHS with CbcGeneric
223   * Added MSVC 14 project files
224   * Bugfixes
225
226 * Release 2.9.10
227   * Fix a numerical issue
228   * Fix some memory leaks
229   * Fix issue when root node is obviously infeasible
230   * Performance improvements for mini-B&B
231   * Fix name of bound in final message
232   * Fix names in preprocessed problem
233
234 * Release 2.9.9
235
236   * Fixes for SOS2
237   * Updates to mipstart
238   * Switching to new build system
239   * Updates for CI
240
241 * Release 2.9.8
242
243   * Update to most current releases of dependencies
244   * Small bug fixes
245   * Add support for automatic build and test with Travis and Appveyor
246
247 * Release 2.9.7
248
249   * Small bug fixes
250   * Option to switch to line buffered output
251
252 * Release 2.9.6
253
254   * Small bug fixes
255
256 * Release 2.9.5
257
258   * Small bug fixes
259
260 * Release 2.9.4
261
262   * Small fixes for stability
263   * Fixes for Doygen documentation generation
264
265 * Release 2.9.3
266
267   * Minor bug fixes
268
269 * Release 2.9.2
270
271   * Fix for proper installation with ```DESTDIR```
272
273 * Release 2.9.1
274
275   * Fix for dependency linking
276   * Minor bug fixes
277
278 * Release 2.9.0
279
280   * Introduced specialized branching methods for dealing with "big Ms".
281   * Introduced new methods for dealing with symmetry (requires installation of [nauty](http://pallini.di.uniroma1.it/))
282   * Introduction of conflict cuts (off by default, turn on with `-constraint conflict`)
283
284 * Release 2.8.13
285
286   * Improved message handling
287   * Miscellaneous bug fixes.
288
289 * Release 2.8.12
290
291   * Update for dependencies.
292
293 * Release 2.8.11
294
295   * Major overhaul of C interface
296   * Fixes to SOS
297   * Miscellaneous bug fixes
298
299 * Release 2.8.10
300
301   * More changes related to thread safety.
302   * Fix bug in build system with Visual Studio compiler.
303   * Miscellaneous bug fixes.
304
305 * Release 2.8.9
306
307   * Attempt to make Cbc thread safe.
308   * Add parallel examples.
309   * Add CbcSolverUsefulInfo.
310   * Bug fixes.
311
312 * Release 2.8.8
313
314   * Added example to show how to use Cbc with installed libraries in MSVC++
315   * Fixed inconsistency in addition of libCbcSolver to dependencies in
316     {{{cbc_addlibs.txt}}}.
317
318 * Release 2.8.7
319
320   * Changed so that Doxygen builds LaTex
321   * Fixes for build system
322
323 * Release 2.8.6
324
325   * Added option to explicitly link dependencies to comply with packaging
326     requirements on Fedora and Debian, as well as allow building of MinGW
327     DLLs.
328
329 * Release 2.8.5
330
331   * Minor fixes to build system
332
333 * Release 2.8.4
334
335   * Small bug fixes
336   * Upgrades to build system
337
338 * Release 2.8.3:
339
340   * Fix for handling SOS.
341
342 * Release 2.8.2:
343
344   * Fixed recognition of Glpk source in main configure.
345   * Minor bug fixes in CoinUtils, Clp, and Cbc.
346
347 * Release 2.8.1:
348
349   * Minor bug fixes
350
351 * Release 2.8.0:
352
353   * Introduced new secondaryStatus 8 to indicate that solving stopped due to
354     an iteration limit.
355   * Solution pool is now accessible via the command line and the CbcMain*
356     interface.
357   * New mipstart option to read an initial feasible solution from a file.
358     Only values for discrete variables need to be provided.
359
360   * Added Proximity Search heuristic by Fischetti and Monaci (off by
361     default): The simplest way to switch it on using stand-alone version is
362     ```-proximity on```.
363
364     Proximity Search is the new "No-Neighborhood Search" 0-1 MIP refinement
365     heuristic recently proposed by Fischetti and Monaci (2012). The idea is
366     to define a sub-MIP without additional constraints but with a modified
367     objective function intended to attract the search in the proximity of the
368     incumbent. The approach works well for 0-1 MIPs whose solution landscape
369     is not too irregular (meaning the there is reasonable probability of
370     finding an improved solution by flipping a small number of binary
371     variables), in particular when it is applied to the first heuristic
372     solutions found at the root node.
373
374   * An implementation of Zero-Half-Cuts by Alberto Caprara is now available.
375     By default, these cuts are off. To use add to your command line
376     -zerohalfCuts root (or other options) or just -zero. So far, they may
377     help only on a small subset of problems and may need some tuning.
378
379     The implementation of these cuts is described in G. Andreello, A.
380     Caprara, and M. Fischetti "Embedding Cuts in a Branch and Cut Framework:
381     a Computational Study with {0,1/2}-Cuts" INFORMS Journal on Computing
382     19(2), 229-238, 2007 http://dx.doi.org/10.1287/ijoc.1050.0162
383
384   * An alternative implementation of a reduce and split cut generator by
385     Giacomo Nannicini is now available. By default, these cuts are off. To
386     use add to your command line -reduce2AndSplitCuts root (or other
387     options).
388
389     The implementation of these cuts is described in G. Cornuejols and G.
390     Nannicini "Practical strategies for generating rank-1 split cuts in
391     mixed-integer linear programming" Mathematical Programming Computation
392     3(4), 281-318, 2011 http://dx.doi.org/10.1007/s12532-011-0028-6
393
394   * An alternative robust implementation of a Gomory cut generator by Giacomo
395     Nannicini is now available. By default, these cuts are off. To use add to
396     your command line -GMI root (or other options).
397
398     The implementation of these cuts is described in G. Cornuejols, F.
399     Margot, and G. Nannicini "On the safety of Gomory cut generators"
400     http://faculty.sutd.edu.sg/~nannicini/index.php?page=publications
401
402   * To encourage the use of some of the more exotic/expensive cut generators
403     a parameter -slowcutpasses has been added. The idea is that the code does
404     these cuts just a few times - less than the more usual cuts. The default
405     is 10. The cut generators identified by "may be slow" at present are just
406     Lift and project and ReduceAndSplit (both versions).
407
408   * Allow initialization of random seed by user. Pseudo-random numbers are
409     used in Cbc and Clp. In Clp they are used to break ties in degenerate
410     problems, while in Cbc heuristics such as the Feasibility Pump use them
411     to decide whether to round up or down. So if a different pseudo-random
412     seed is given to Clp then you may get a different continuous optimum and
413     so different cuts and heuristic solutions. This can be switched on by
414     setting randomSeed for Clp and/or randomCbcSeed for Cbc. The special
415     value of 0 tells code to use time of day for initial seed.
416
417   * Building on this idea, Andrea Lodi, Matteo Fischetti, Michele Monaci,
418     Domenico Salvagnin, Yuji Shinano, and Andrea Tramontani suggest that this
419     idea be improved by running at the root node with multiple copies of
420     solver, each with its own different seed and then passing in the
421     solutions and cuts so that the main solver has a richer set of solutions
422     and possibly stronger cuts. This is switched on by setting
423     -multipleRootPasses. These can also be done in parallel.
424
425   * Few changes to presolve for special variables and badly scaled problems
426     (in CoinUtils).
427
428   * New option -extraVariables <number> which switches on a trivial
429    re-formulation that introduces extra integer variables to group together
430    variables with same cost.
431
432   * For some problems, cut generators and general branching work better if
433     the problem would be infeasible if the cost is too high. If the new
434     option -constraintFromCutoff is set, the objective function is added as a
435     constraint which rhs is set to the current cutoff value (objective value
436     of best known solution).
437
438 * Release 2.7.8:
439
440   * Change message when LP simplex iteration limit is hit from "Exiting on
441     maximum nodes" to "Exiting on maximum number of iterations"
442   * Fix for using overlapping SOS.
443   * Fixes in buildsystem.
444
445 * Release 2.7.7:
446
447   * Fix to report interruption on user event if SIGINT is received by
448     CbcSolver. model->status() should now be 5 if this event happened. Added
449     method CbcModel::sayEventHappened() to make cbc stop due to an 'user
450     event'.
451
452   * Other minor fixes.
453
454 * Release 2.7.6:
455
456   * Fixes to build system.
457
458   * Other minor fixes.
459
460 * Release 2.7.5:
461
462   * Fixes to get AMPL interface working again.
463
464   * More fixes to MSVC++ files.
465
466 * Release 2.7.4:
467
468   * Minor bugfixes.
469
470 * Release 2.7.3:
471
472   * Minor bugfixes.
473
474   * Fixes to MSVC++ files.
475
476 * Release 2.7.2:
477
478   * Allow row/column names for GMPL models.
479
480   * Added CbcModel::haveMultiThreadSupport() to indicate whether Cbc library
481     has been compiled with multithread support.
482
483   * Added CbcModel::waitingForMiniBranchAndBound() to indicate whether
484     sub-MIP heuristic is currently running.
485
486   * Cbc shell should work with readline if configured with
487     ```--enable-gnu-packages```.
488
489   * Support for compressed input files (.gz, .bz2) is now enabled by default.
490
491   * Fix problems with relative gap tolerance > 100% and further bugs.
492
493   * Fixes for MSVC++ Version 9 files.
494
495   * Minor fixes in buildsystem; update to BuildTools 0.7.1.
496
497 * Release 2.7.1:
498
499   * Fixes to MSVC++ files
500
501 * Release 2.7.0:
502
503   * License has been changed to the EPL.
504
505   * Support for MSVC++ version 10 added.
506
507   * Support for BuildTools version 0.7 to incorporate recent enhancements,
508     including proper library versioning in Linux, prohibiting installation of
509     private headers, etc.
510
511   * Updated externals to new stable versions of dependent projects.
512
513   * Improvements to heuristics.
514
515   * New options for cut generation.
516
517   * Improved reporting of results.
518
519   * Improvements to documentation.
520
521   * Minor bug fixes.
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