Cbc.jl

Cbc.jl is a Julia wrapper for the COIN-OR Branch and Cut (Cbc) solver.

The wrapper has two components:

• a thin wrapper around the complete C API
• an interface to MathOptInterface

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

Installation

Install Cbc.jl using Pkg.add:

import Pkg; Pkg.add("Cbc")

In addition to installing the Cbc.jl package, this will also download and install the Cbc binaries. (You do not need to install Cbc separately.) If you require a custom build of Cbc, see the Custom Installation instructions below.

Use with JuMP

To use Cbc with JuMP, use Cbc.Optimizer:

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

Options

Options are, unfortunately, not well documented.

The following options are likely to be the most useful:

• seconds -- Solution timeout limit.

  For example, set_optimizer_attribute(model, "seconds", 60.0).

• logLevel -- Set to 1 to enable solution output.

  For example, set_optimizer_attribute(model, "logLevel", 1).

• maxSolutions -- Terminate after this many feasible solutions have been found.

  For example, set_optimizer_attribute(model, "maxSolutions", 1).

• maxNodes -- Terminate after this many branch-and-bound nodes have been evaluated.

  For example, set_optimizer_attribute(model, "maxNodes", 1).

• allowableGap -- Terminate after optimality gap is less than this value (on an absolute scale).

  For example, set_optimizer_attribute(model, "allowableGap", 0.05).

• ratioGap -- Terminate after optimality gap is smaller than this relative fraction.

  For example, set_optimizer_attribute(model, "ratioGap", 0.05).

• threads -- Set the number of threads to use for parallel branch & bound.

  For example, set_optimizer_attribute(model, "threads", 2).

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

On Julia 1.3 and above, you can start the cbc executable from Julia as follows:

using Cbc_jll
Cbc_jll.cbc() do exe
    run(`$(exe)`)
end

Custom Installation

To install custom built Cbc binaries, use the environmental variable JULIA_CBC_LIBRARY_PATH to point to the path at which you installed Cbc (the folder containing libCbcSolver).

For example, on Mac, after installing Cbc with brew install cbc, use:

ENV["JULIA_CBC_LIBRARY_PATH"] = "/usr/local/Cellar/cbc/2.10.5/lib"
import Pkg
Pkg.add("Cbc")
Pkg.build("Cbc")

Replace "/usr/local/Cellar/cbc/2.10.5/lib" with a different path as appropriate.

You must have JULIA_CBC_LIBRARY_PATH set every time you run using Cbc, not just when you install it.

Switch back to the default binaries as follows:

delete!(ENV, "JULIA_CBC_LIBRARY_PATH")
import Pkg
Pkg.build("Cbc")