README.md

Cgl

The COIN-OR Cut Generation Library (Cgl) is a collection of cut generators that can be used with other COIN-OR packages that make use of cuts, such as, among others, the linear solver Clp or the mixed integer linear programming solvers Cbc or BCP. Cgl uses the abstract class OsiSolverInterface (see Osi) to use or communicate with a solver. It does not directly call a solver.

Cgl is written in C++ and is released as open source code under the Eclipse Public License (EPL). It is available from the COIN-OR initiative.

Each cut generator is in a separate directory with its own maintainer. All generators are combined in one library when Cgl is compiled.

The Cgl website is https://github.com/coin-or/Cgl.

The project managers of Cgl are Robin Lougee (@rlougee) and Francois Margot.

Available cut generators are:

• Combinatorial cuts:

  • CglAllDifferent
  • CglClique
  • CglKnapsackCover
  • CglOddHole
  • CglZeroHalf

• Flow cover cuts:

  • CglFlowCover

• Gomory cuts and variants:

  • CglGomory
  • CglGMI
  • CglRedSplit
  • CglRedSplit2

• Lift-and-project cuts:

  • CglLiftAndProject
  • CglLandP

• Mixed integer rounding cuts and variants:

  • CglMixedIntegerRounding
  • CglMixedIntegerRounding2
  • CglTwomir
  • CglResidualCapacity

• Strengthening:

  • CglDuplicateRow
  • CglPreprocess
  • CglProbing
  • CglSimpleRounding

Getting Started using CoinBrew

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

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

The coinbrew script will fetch these additional projects.

Getting Started without CoinBrew (Expert users)

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

Project Links

• Cgl Wiki with more information on available cut generators
• Doxygen-generated html documentation
• Cgl general mailing list, Cgl subproject managers mailing list
• Report a bug

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Information for Subproject Managers

A cut generator in Cgl must conform to the following:

• Its main class CglCutGeneratorDeriv is derived from the class CglCutGenerator.
• It has three related classes used for data, parameters and information with respect to the enumeration tree:
  • A class CglDataDeriv derived from CglData; it should contain pointers on all data used by the generator that might be obtained from an OsiSolverInterface object when calling generateCuts() with an OsiSolverInterface object as parameter. The class CglDataDeriv might be CglData if the latter is sufficient. An exception is made for generators needing information deemed too expensive to collect from the solver (for example the optimal Simplex tableau); in this case CglDataDeriv might still contain a pointer on the OsiSolverInterface object, but its use should be limited to obtaining the "expensive" information from the solver.
  • A class CglParamDeriv derived from CglParam. It should contain parameters of the generator that can be set by the user. The parameters in the class CglParamDeriv must be taken into account during the cut generation. The class CglParamDeriv might be CglParam if the latter is sufficient.
  • A class CglTreeInfoDeriv derived from CglTreeInfo. The class CglTreeInfoDeriv might be CglTreeInfo if the latter is sufficient.
• The class CglCutGeneratorDeriv must have
  • A member of type CglParamDeriv used to store the current parameters.
  • A method getParam() that returns the object storing the current parameters.
  • A method generateCuts(const OsiSolverInterface & si, OsiCuts & cs, const CglTreeInfoDeriv info)
  • A method generateCuts(const CglDataDeriv &data, OsiCuts & cs, const CglTreeInfoDeriv info)
• The data class CglDataDeriv must have methods getMember() and setMember() for each member of the class. Data members in CglData irrelevant for a generator are completely ignored. If a data member that is used by a generator is not available when generateCuts(const CglDataDeriv &data, OsiCuts & cs, const CglTreeInfoDeriv info) is called, the call is aborted, as if no cuts were found. A warning message might be printed.
• The class CglParamDeriv must have methods getMember() and setMember() for each member of the class. All parameters must have default values. Each cut generator with a derived class is free to change the default values for all the members of CglParamDeriv, including those from CglParam.
• Once an object of the cut generator class is created, it should be possible to call generateCuts() several times in a row without having to destroy and re-create the object.
• By default, a successful call to generateCuts() should not generate any output. If an error occurs, a message might be printed.