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 JuMP community and is not a COIN-OR project.

Installation

The package can be installed with 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.

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")

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.

  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, "allowableGap", 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.