Table of Contents

CBC (COIN-OR Branch and Cut) is an open-source mixed integer programming solver working with the COIN-OR LP solver CLP and the COIN-OR Cut generator library Cgl. The code has been written primarily by John J. Forrest. Most of the CBC documentation in the section was copied from the help in the CBC standalone version.

The CBC link in GAMS supports continuous, binary, integer, semicontinuous, semiinteger variables, special ordered sets of type 1 and 2, and branching priorities.

List of Options

There are many parameters which can affect the performance the CBCs Branch and Cut Algorithm. First just try with default settings and look carefully at the log file. Did cuts help? Did they take too long? Look at the output to see which cuts were effective and then do some tuning (see the option cuts). If the preprocessing reduced the size of the problem or strengthened many coefficients then it is probably wise to leave it on. Switch off heuristics which did not provide solutions. The other major area to look at is the search. Hopefully good solutions were obtained fairly early in the search so the important point is to select the best variable to branch on. See whether strong branching did a good job – or did it just take a lot of iterations? Adjust the options strongBranching and trustpseudocosts.

In the following, we summarize all available CBC options.

General Options

Option	Description	Default
clocktype	type of clock for time measurement	wall
reslim	maximum seconds	GAMS reslim
special	options passed unseen to CBC
writemps	create MPS file for problem

LP Options

Option	Description	Default
autoScale	Whether to scale objective, rhs and bounds of problem if they look odd (experimental)	0
biasLU	Whether factorization biased towards U	LX
bscale	Whether to scale in barrier (and ordering speed)	off
crash	Whether to create basis for problem	off
crossover	Whether to get a basic solution with the simplex algorithm after the barrier algorithm finished	on
denseThreshold	Threshold for using dense factorization	-1
dualPivot	Dual pivot choice algorithm	automatic
factorization	Which factorization to use	normal
gamma	Whether to regularize barrier	off
idiotCrash	Whether to try idiot crash	-1
iterlim	Maximum number of iterations before stopping	GAMS iterlim
KKT	Whether to use KKT factorization in barrier	0
maxFactor	Maximum number of iterations between refactorizations	200
passPresolve	How many passes in presolve	5
perturbation	Whether to perturb the problem	1
presolve	Whether to presolve problem	on
primalPivot	Primal pivot choice algorithm	automatic
primalWeight	Initially algorithm acts as if it costs this much to be infeasible	1e+10
psi	Two-dimension pricing factor for Positive Edge criterion	-0.5
randomSeedClp	Random seed for Clp	1234567
scaling	Whether to scale problem	automatic
smallFactorization	Threshold for using small factorization	-1
sparseFactor	Whether factorization treated as sparse	1
sprintCrash	Whether to try sprint crash	-1
startalg	LP solver for root node	dual
substitution	How long a column to substitute for in presolve	3
tol_dual	For an optimal solution no dual infeasibility may exceed this value	1e-07
tol_presolve	Tolerance to use in presolve	1e-08
tol_primal	For a feasible solution no primal infeasibility, i.e., constraint violation, may exceed this value	1e-07

MIP Options

Option	Description	Default
costStrategy	How to use costs for branching priorities	off
cutoff	Bound on the objective value for all solutions	GAMS cutoff
cutoffConstraint	Whether to use cutoff as constraint	off
dumpsolutions	name of solutions index gdx file for writing alternate solutions
dumpsolutionsmerged	name of gdx file for writing all alternate solutions
expensiveStrong	Whether to do even more strong branching	0
extraVariables	Allow creation of extra integer variables	0
fixOnDj	Try heuristic based on fixing variables with reduced costs greater than this	-1
increment	A valid solution must be at least this much better than last integer solution	GAMS cheat
infeasibilityWeight	Each integer infeasibility is expected to cost this much	0
loglevel	amount of output printed by CBC	1
maxsol	Maximum number of solutions to save	100
mipstart	whether it should be tried to use the initial variable levels as initial MIP solution	0
multipleRootPasses	Do multiple root passes to collect cuts and solutions	0
nodeStrategy	What strategy to use to select the next node from the branch and cut tree	fewest
nodlim	node limit	GAMS nodlim
optca	Stop when gap between best possible and best less than this	GAMS optca
optcr	Stop when gap between best possible and best known is less than this fraction of larger of two	GAMS optcr
OrbitalBranching	Whether to try orbital branching	off
parallelmode	whether to run opportunistic or deterministic	deterministic
preprocess	Whether to use integer preprocessing	sos
printfrequency	frequency of status prints	0
randomSeedCbc	Random seed for Cbc	-1
sollim	Maximum number of feasible solutions to get	∞
solvefinal	final solve of MIP with fixed discrete variables	1
solvetrace	name of trace file for solving information
solvetracenodefreq	frequency in number of nodes for writing to solve trace file	100
solvetracetimefreq	frequency in seconds for writing to solve trace file	5
sosPrioritize	How to deal with SOS priorities	off
strategy	Switches on groups of features	1
strongBranching	Number of variables to look at in strong branching	5
threads	Number of threads to try and use	GAMS threads
tol_integer	For a feasible solution no integer variable may be more than this away from an integer value	1e-07
trustPseudoCosts	Number of branches before we trust pseudocosts	10

MIP Options for Cutting Plane Generators

Option	Description	Default
cliqueCuts	Whether to use Clique cuts	ifmove
conflictcuts	Conflict Cuts	0
cut_passes_root	Number of rounds that cut generators are applied in the root node	20 or 100
cut_passes_slow	Maximum number of rounds for slower cut generators	10
cut_passes_tree	Number of rounds that cut generators are applied in the tree	10
cutDepth	Depth in tree at which to do cuts	-1
cutLength	Length of a cut	-1
cuts	Switches all cut generators on or off	on
flowCoverCuts	Whether to use Flow Cover cuts	ifmove
gomoryCuts	Whether to use Gomory cuts	ifmove
gomorycuts2	Whether to use alternative Gomory cuts	off
knapsackCuts	Whether to use Knapsack cuts	ifmove
lagomoryCuts	Whether to use Lagrangean Gomory cuts	off
latwomirCuts	Whether to use Lagrangean TwoMir cuts	off
liftAndProjectCuts	Whether to use Lift and Project cuts	off
mirCuts	Whether to use Mixed Integer Rounding cuts	ifmove
probingCuts	Whether to use Probing cuts	ifmove
reduceAndSplitCuts	Whether to use Reduce-and-Split cuts	off
reduceAndSplitCuts2	Whether to use Reduce-and-Split cuts – style 2	off
residualCapacityCuts	Whether to use Residual Capacity cuts	off
twoMirCuts	Whether to use Two phase Mixed Integer Rounding cuts	root
zeroHalfCuts	Whether to use zero half cuts	ifmove

MIP Options for Primal Heuristics

Option	Description	Default
combine2Solutions	Whether to use crossover solution heuristic	off
combineSolutions	Whether to use combine solution heuristic	off
Dins	Whether to try Distance Induced Neighborhood Search	off
diveSolves	Diving solve option	100
DivingCoefficient	Whether to try Coefficient diving heuristic	off
DivingFractional	Whether to try Fractional diving heuristic	off
DivingGuided	Whether to try Guided diving heuristic	off
DivingLineSearch	Whether to try Linesearch diving heuristic	off
DivingPseudoCost	Whether to try Pseudocost diving heuristic	off
DivingRandom	Whether to try Diving heuristics	off
DivingVectorLength	Whether to try Vectorlength diving heuristic	off
dwHeuristic	Whether to try Dantzig Wolfe heuristic	off
feaspump	Whether to try the Feasibility Pump heuristic	on
feaspump_artcost	Costs ≥ this treated as artificials in feasibility pump	0
feaspump_cutoff	Fake cutoff for use in feasibility pump	0
feaspump_fracbab	Fraction in feasibility pump	0.5
feaspump_increment	Fake increment for use in feasibility pump	0
feaspump_passes	How many passes to do in the Feasibility Pump heuristic	20
greedyHeuristic	Whether to use a greedy heuristic	on
heuristics	Switches most primal heuristics on or off	1
hOptions	Heuristic options	0
localTreeSearch	Whether to use local tree search when a solution is found	0
naiveHeuristics	Whether to try some stupid heuristic	off
pivotAndComplement	Whether to try Pivot and Complement heuristic	off
pivotAndFix	Whether to try Pivot and Fix heuristic	off
proximitySearch	Whether to do proximity search heuristic	off
randomizedRounding	Whether to try randomized rounding heuristic	off
Rens	Whether to try Relaxation Enforced Neighborhood Search	off
Rins	Whether to try Relaxed Induced Neighborhood Search	off
roundingHeuristic	Whether to use simple (but effective) Rounding heuristic	on
VndVariableNeighborhoodSearch	Whether to try Variable Neighborhood Search	off
vubheuristic	Type of VUB heuristic	-1