Cbc.jl

Cbc.jl is a 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.)

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.

You can start the cbc executable from Julia as follows:

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