Branching Variable in CPLEX

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kevindj97
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Branching Variable in CPLEX

Post by kevindj97 » 1 month ago

Hello everyone,

I have a question regarding branching in CPLEX solver. Is there any way to display on which variable the algorithm used as the branching variable ?
I am working on a Branch-and-Bound problem with the CPLEX solver and below is the CPLEX.opt that I used so far:

Code: Select all

$onecho > cplex.opt
mipdisplay 5
mipinterval 1
simdisplay 2
cutsfactor 0
preind 0
divetype 1
nodesel 0
lpmethod 1
heurfreq -1
miptrace tree.txt
$offecho
test.OptFile = 1;
However, I still could not find the option to display the branching variables. Does anyone know how to set this up?


Thank you in advance,
Kevin

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bussieck
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Re: Branching Variable in CPLEX

Post by bussieck » 1 month ago

Kevin,

Only Cplex B&C gives you this information. The default is "dynamic search". If you set "mipsearch=1" then you get a log like this with variable and branching direction:

Code: Select all

        Nodes                                         Cuts/
   Node  Left     Objective  IInf  Best Integer    Best Bound    ItCnt     Gap         Variable B NodeID Parent  Depth

*     0+    0                          265.2514       20.8487            92.14%
Found incumbent of value 265.251368 after 0.31 sec. (686.93 ticks)
      0     0       27.0625   119      265.2514       27.0625      570   89.80%
      0     0       53.4938   120      265.2514      Cuts: 36      596   79.83%
      0     0       59.1553   121      265.2514      Cuts: 11      613   77.70%
      0     0       59.1693   121      265.2514      Cuts: 19      617   77.69%
      0     0       59.7204   121      265.2514       Cuts: 2      620   77.49%
      0     0       60.4024   121      265.2514      Fract: 5      628   77.23%
*     0+    0                          257.9759       60.4024            76.59%
Found incumbent of value 257.975902 after 0.42 sec. (891.75 ticks)
      0     0  -1.00000e+75     0      257.9759       60.4024      628   76.59%
      0     2       60.4024   121      257.9759       67.8273      628   73.71%                        0             0
Elapsed time = 0.45 sec. (971.44 ticks, tree = 0.01 MB)
      1     3       70.6143   120      257.9759       70.7830      630   72.56%      gamma(531) D      1      0      1
      2     4       77.1493   119      257.9759       70.7830      631   72.56%      gamma(496) D      2      1      2
      3     5       77.8281   118      257.9759       70.9056      673   72.51%      gamma(496) U      3      1      2
      4     6       83.7653   118      257.9759       70.9056      674   72.51%      gamma(455) D      4      2      3
      5     7       84.5811   116      257.9759       70.9056      686   72.51%      gamma(455) U      5      2      3
      6     8       90.4617   117      257.9759       70.9056      689   72.51%      gamma(475) D      6      4      4
      7     9       91.3612   118      257.9759       70.9056      703   72.51%      gamma(475) U      7      4      4
      8    10       96.7229   115      257.9759       70.9056      711   72.51%      gamma(547) U      8      7      5
      9    11      102.9569   114      257.9759       70.9056      712   72.51%      gamma(502) D      9      8      6
     10    12      105.0166   113      257.9759       70.9056      721   72.51%      gamma(502) U     10      8      6
Elapsed time = 0.45 sec. (1002.88 ticks, tree = 0.01 MB)
This log is nicely described at https://www.ibm.com/docs/en/icos/22.1.0 ... g-node-log

-Michael

kevindj97
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Re: Branching Variable in CPLEX

Post by kevindj97 » 1 month ago

Hello bussieck,

Thank you so much this is very helpful, I have another follow-up question.
Now that it's shown in the log, is it possible to save these values (i.e., Branching Variables, Objective function value) from each iteration into as a parameters / variables? Since I need to export these values into .csv files.

Thank you,
Kevin

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bussieck
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Re: Branching Variable in CPLEX

Post by bussieck » 1 month ago

No. You can redirect the log to a file (logOption=2 or 4, see https://www.gams.com/latest/docs/UG_Gam ... Ologoption) and then you have to parse this yourself. -Michael

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Re: Branching Variable in CPLEX

Post by kevindj97 » 2 weeks ago

Hello Michael,

I have another follow-up question for this topic,
I am aware that in the CPLEX log , it only shows how many integer-infeasible variables in each node (IInf column), and I tried to set the mipdisplay = 5, but it only shows the in and out variables.
Is it possible to display the candidate variables of each node (or the values of each variables in each node)?

I hope my question is clear enough.

Thank you,
Kevin

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bussieck
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Re: Branching Variable in CPLEX

Post by bussieck » 4 days ago

The callback programs of the BCH Facility (see https://www.gams.com/latest/docs/UG_Sol ... CHFacility) get the fractional and integral solution of a node as GDX input files. You need to convince GAMS/Cplex with options to call these programs all the time and save away the inputs as part of your callback program. This way you get all the values of the variables as part of the B&C tree. Be aware that BCH "cripples" Cplex by preventing certain presolve options and parallel processing.

Hope this helps,
-Michael

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