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Introducing SYMPHONY 4.0

Welcome to the SYMPHONY user's manual. Whether you are a new user or simply upgrading to version 4.0, we hope you will find this manual useful in getting started with what we hope you will find to be a very useful and powerful framework for developing custom branch, cut, and price algorithms. There has been a significant amount of new development since the last version of SYMPHONY was released. We hope this will make version 4.0 significantly easier to use, as well as significantly more powerful. Unfortunately, this also means that there have been a number of changes to the API. Code written for previous versions of SYMPHONY will be broken and will have to be ported. Instructions for porting from previous version are contained in the file SYMPHONY-4.0/README-4.0. All this change has also undoubtedly introduced bugs. There are now a very large number of configurations in which SYMPHONY can be used and we have tested many of them, but it is not possible to test them all. Please keep this is mind and report all bugs that you find. Among the new enhancements and features are:

• SYMPHONY now works out of the box as a full-featured, parallel mixed-integer linear program (MILP) solver, with a wide variety of options for customization and enhancement.

• SYMPHONY now makes full use of the libraries available from COIN for cut generation, file I/O, and solver interface. For example,
  • SYMPHONY is now capable of reading both MPS files (through the COIN MPS reader) and GMPL (a subset of AMPL) files (using the parser available from GLPK).

  • SYMPHONY now uses the COIN Open Solver Interface (OSI), allowing it to be used with almost any commonly available LP solver, including a number of open source alternatives. This makes SYMPHONY an end-to-end open source solution.

  • SYMPHONY can now use COIN's Cut Generator Library (CGL) to generate generic cutting planes.

• The API has been simplified SIGNIFICANTLY, with more default options, helper functions, and more automation of basic functions. The parallelism is now more hidden, especially for sequential users.

• There is automated support for user cuts generated and stored as explicit matrix rows. The user no longer has to derive a packed form and does not have to implement user_unpack_cuts() in order to use cuts expressed as explicit matrix rows.

• Improvements have been made to the mechanism for accessing and displaying solutions, including built-in support for column names, objective sense, and objective offset.

• More sample codes are now available to aid in development, including solvers for vehicle routing, set partitioning (basic and advanced versions), bipartite matching, and the mixed postman problem.

• There is now a white paper available that illustrates the use of SYMPHONY to build a simple matching solver.

• Restructuring of the makefile now allow the user to build the code from the directory where the application is installed instead of the SYMPHONY directory. This allows compiling multiple applications without editing make files. Also, executables can have custom names and are built in different directories for different LP solvers so the object files don't have to be cleaned to switch LP solvers.

• There are makefiles available for Windows that can be configured in a fashion similar to Unix makefiles and work with the MSVC++ 6 compiler.