Cbc.jl

Interface to the Coin-OR Cbc solver for mixed-integer programming
Popularity
42 Stars
Updated Last
5 Months Ago
Started In
January 2013

COIN-OR Branch and Cut Interface (Cbc.jl)

Cbc.jl is an interface to the COIN-OR Branch and Cut solver. It provides a complete interface to the low-level C API, as well as an implementation of the solver-independent MathOptInterface API's

Note: This wrapper is maintained by the JuliaOpt community and is not a COIN-OR project.

Build Status

Installation

The package can be installed with Pkg.add.

julia> import Pkg; Pkg.add("Cbc")

Cbc.jl will use BinaryProvider.jl to automatically install the Cbc binaries. This should work for both the official Julia binaries from https://julialang.org/downloads/ and source-builds.

Custom Installation

To install custom built Clp binaries set the environmental variable JULIA_CBC_LIBRARY_PATH and call import Pkg; Pkg.build("Cbc"). For instance, if the libraries are installed in /opt/lib just call

ENV["JULIA_CBC_LIBRARY_PATH"] = "/opt/lib"
import Pkg; Pkg.build("Cbc")

If you do not want BinaryProvider to download the default binaries on install set JULIA_CBC_LIBRARY_PATH before calling import Pkg; Pkg.add("Cbc").

To switch back to the default binaries clear JULIA_CBC_LIBRARY_PATH and call import Pkg; Pkg.build("Cbc").

Using with JuMP

Use Cbc.Optimizer to use Cbc with JuMP:

using Cbc
using JuMP
model = Model(Cbc.Optimizer)
set_optimizer_attribute(model, "logLevel", 1)

Options are solver-dependent, and unfortunately not well documented.

The following options are likely to be the most useful:

  • seconds -- Solution timeout limit. (Must be a Float64)
  • logLevel -- Set to 1 to enable solution output.
  • maxSolutions -- Terminate after this many feasible solutions have been found.
  • maxNodes -- Terminate after this many branch-and-bound nodes have been evaluated.
  • allowableGap -- Terminate after optimality gap is less than this value (on an absolute scale).
  • ratioGap -- Terminate after optimality gap is smaller than this relative fraction.
  • threads -- Set the number of threads to use for parallel branch & bound

The complete list of parameters can be found by running the cbc executable and typing ? at the prompt.