SYMPHONY Version 5.1.8 README ============================= Welcome to SYMPHONY. SYMPHONY is distributed under the Common Public License Version 1.0 and is freely redistributable. However, it is vital to the survival of projects such as this one that we be able to justify our existence through usage statistics. Therefore, we ask that you become a registered user of this software if you have not already done so. Registration is free, but helps us maintain our funding. Please visit SYMPHONY's registration page at http://branchandcut.org/SYMPHONY/license.htm to receive an official copy of the distribution. All source code and documentation is Copyright 2000-2007 by Ted Ralphs and others. This README may be redistributed freely. DOCUMENTATION ============= If you have downloaded a source distribution, full documentation is available in the SYMPHONY/Doc/ subdirectory. If you have downloaded a binary distribution, the manual should be located in the man/ subdirectory. HTML or PDF versions of the manual can also be viewed at: http://projects.coin-or.org/SYMPHONY/ WHAT'S NEW ========== Release 5.1.8: 1. Introduced use of LP hot starting. 2. Improved management of cut generation. 3. Updated externals 4. Minor bug fixes Release 5.1.7: 1. Minor bug fixes Release 5.1.6: 1. Only a single header file (symphony.h) needs to be installed and user applications only need to be able to find this one header file. 2. Fixes to MSVC++ project files. 3. Removed dependence on qsortucb routines. Release 5.1.5: 1. Added support for automatic download and build of Glpk (for reading of GMPL files). 2. Minor bugs fixed and compiler warnings eliminated. 3. Updates to MS Visual Studio files. 4. Added short installation verification test. >>>>>>> .merge-right.r1327 Release 5.1.4: 1. Added ability to read files in LP format. 2. Additional configuration options. 3. Support for new classes of cutting planes. 4. Improved algorithm control mechanism. 5. Improved output format and additional output options. 6. Improved signal handling. 7. Shared memory parallel version tested with OpenMP in Linux and Windows. 8. Added release configuration to MSVC++ build files. 9. Improved warm starting. 10. Fixes for configuration with SoPlex and Xpress. 11. Fixed configuration on PowerPC architectures. Release 5.1.3: 1. Support for building static executables in Unix-like environments. 2. Improved signal-catching behavior in Unix-like environments. 3. Updated documentation. Release 5.1.2: 1. Update of externals. 2. Updated documentation. Release 5.1.1: 1. Fixes for building in the Solaris operating system. 2. Fixes for using the GNU autotools to build with the cl compiler. 2. Fixes for sym.mak file in order to allow building with MSVC++ nmake utility. 4. Fixes for building the unit test in the MSVC++ IDE. 5. Updated documentation Release 5.1.0: 1. SYMPHONY now has an interactive optimizer that can be used through a command shell. In both the sequential and parallel configurations, the user can set parameters, load and solve instances interactively, and display results and statistics (see below). 2. SYMPHONY now supports automatic configuration using the new COIN-OR build system and the GNU autotools.Using autotools utilities, it is now possible to build SYMPHONY in most operating systems and with most common compilers compilers without user intervention. 3. Both the distributed and shared memory parallel configurations are now fully debugged, tested, and supported. The user can now build and execute custom SYMPHONY applications in parallel, as well as solving generic MILPs in parallel "out of the box." 4. There are now additional options for warm starting. The user can trim the warm starting tree before starting to resolve a problem. More specifically, the user can decide to initiate warm starting with a predefined partition of the final branch-and-cut tree resulting from a previous solution procedure. This partition can include either a number of nodes created first during the solution procedure or all of the nodes above a given level of the tree. 5. The COIN-OR repository, the current host of SYMPHONY has recently undergone some significant improvements of its own that have resulted in improved services to users. These include: -- SYMPHONY has a new development Web site, where users can submit trouble tickets, browse the source code interactively, and get up-to-date information on development. The address of the new site is https://projects.coin-or.org/SYMPHONY. -- SYMPHONY is now hosted using subversion, a version control system with features vastly improved over CVS, the previous hosting software. This has required some reorganization and renaming of the header files. -- SYMPHONY is now more tightly integrated with other COIN-OR projects. Due to improved procedures for producing stable releases, it will now be much easier for us to determine the exact version of SYMPHONY and all other COIN projects you are using when you report a bug. -- SYMPHONY is now distributed with all COIN software needed to build a complete solver. Previously, other COIN softrware packages had to be downloaded and installed separately. Two features have been deprecated and are no longer supported: 1. The native interfaces to OSL and CPLEX are now deprecated and no longer supported. These solvers can be called through the COIN-OR OSI interface. 2. Column generation functionality has also been officially deprecated. For now, there are a number of other software packages that offer better functionality than SYMPHONY for implementing branch and price algorithms. CHANGES TO THE USER INTERFACE (FROM SYMPHONY 5.0) ================================================= 1. There was one minor change to the user callback API from version 5.0 to 5.1. The user can now execute a primal heuristic in the user_is_feasible() callback and return the solution to SYMPHONY. The API for the user_is_feasible() subroutine is now int user_is_feasible(void *user, double lpetol, int varnum, int *indices, double *values, int *feasible, double *objval, char branching, double *heur_solution) Any feasible solution can be passed (in dense format) through the last argument to this function. 2. Several new subroutines were added to the callable library API. 3. The name of the header file containing the SYMPHONY API has been changed from "symphony_api.h" to "symphony.h" (though the former has been retained for backword compatibility purposes). ****************************************************************************** * INSTALLATION * ****************************************************************************** If you downloaded a source distribution and would like instructions on building SYMPHONY or you downloaded a binary distribution and would like to know how to install it, please see the file SYMPHONY-5.1/INSTALL. ******************************************************************************* * USING SYMPHONY * ******************************************************************************* ****************** Using SYMPHONY from the command line ********************** To use SYMPHONY as a generic solver, type the executable name on the command line, followed by one or more of the command-line switches. On the command-line, there is one required switch---you must specify the location of the input file by using "-F 'filename'". This input file is assumed to be in MPS format, unless the "-D" switch is also present, in which case the file will be assumed to be a GMPL model file with the data file specified after the "-D" switch. In LINUX, the following command would solve the instance "sample.mps" symphony -F sample.mps The remaining switches are used to set SYMPHONY's native parameters on the command line. Below is a list of these parameters. This list can also be obtained by executng symphony -h Note that all SYMPHONY parameters are denoted by a lowercase letter. Many other parameters can be set with the use of a parameter file (specified with -f). These parameters are listed in the SYMPHONY user's manual. -h: help -a: no cut timeout -d: enable graph drawing -g: use cut generator -r: do repricing in root -t: trim the tree -b: don't perform branch and cut -u ub: use upper bound 'ub' -p procs: allow 'procs' active nodes -n i: use node selection rule 'i' -v i: set verbosity to level 'i' -s cands: use 'cands' candidates for strong branching -c i: use rule 'i' to compare candidates -k i: use rule 'i' to select child -m n: allow a max of 'n' cuts to enter per iteration -e n: allow a max of 'n' cut pools -l n k: load balance level 'n' and iterations 'k' -i n: allow a max of 'n' iterations in presolve -f file: read parameters from parameter file 'file' -j 0/1: whether or not to generate cgl cuts -z n: set diving threshold to 'n' ************ Using the SYMPHONY interactive optimizer ************************ To use SYMPHONY's Interactive shell, run the executable name without any command line arguments. Then type "help" or "?" to see a list of available commands which are as follows for this version: load : read a problem in mps or ampl format solve : solve the problem lpsolve : solve the lp relaxation of the problem set : set a parameter display : display optimization results and stats reset : restart the optimizer help : show the available commands/params/options quit/exit : leave the optimizer So, if you want to load and solve an ampl/gmpl file, you will need to type "load sample.mod sample.dat" and then "solve". ************************ Using the callable library ************************** To use SYMPHONY as a generic callable library, compile SYMPHONY as described above. The library that is created along with the solver itself can be linked to using the API described in the user's manual. For examples of using the callable library in this way, see the Examples/ subdirectory. ******************************************************************************* * DEVELOPING CUSTOM APPLICATIONS * ******************************************************************************* To customize SYMPHONY by implementing the custom callback functions, simply modify the files in the SYMPHONY/Applications/USER/ subdirectory, as described in the user's manual and follow the compilation procedures in the file SYMPHONY/Applications/USER/README. There are a number of sample applications available as examples of how to do this kind of development with SYMPHONY. These include solvers for the matching problem, the set partitioning problem (simple and advanced versions), the vehicle routing and traveling salesman problems, and the mixed postman problem. These applications are distributed as separate packages and can be downloaded from http://www.branchandcut.org. There is a white paper that guides the user through the development of the matching solver. ******************************************************************************* * CURRENT TESTING STATUS * ******************************************************************************* SYMPHONY can now be used in a very large number of possible configurations and we simply aren't able to test them all. Below is a rough idea of the testing status of various configurations to date. If you need a certain configuration, I would be happy to help you get it running. Please let me know. LP INTERFACES ============= **The native interfaces for OSL and CPLEX have now been deprecated** **Only LP solvers with OSI interfaces are supported** Well tested: CPLEX, OSL, CLP Well tested, but have some stability or other issues: GLPK Compiled, but not well tested: SPX TESTED CONFIGURATIONS ===================== SEQUENTIAL Known configurations that build and pass unit test - gcc 4.1 on LINUX - gcc 3.4 on LINUX - gcc 3.4.4 on CYGWIN in Windows XP - gcc 3.4.4 on CYGWIN in Windows XP (-mno-cygwin) - MSVC++ Version 8 compiler in CYGWIN using the autotools - MSVC++ Version 8 IDE - MSVC++ nmake Utility with Version 8 compiler - gcc 4.0 on Mac OSX 10.4.8 - gcc 4.1 on Solaris x86 SHARED MEMORY PARLLEL (OpenMP) Builds and passes unit test with pre-release version of gcc 4.2 and CLP on LINUX (earlier versions of GCC do not support OpenMP and cannot be used to build a shared-memory version of SYMPHONY) DISTRIBUTED MEMORY PARALLEL (PVM) Known configurations that build and pass unit test - gcc 4.1 on LINUX with PVM - gcc 3.4 on LINUX with PVM APPLICATIONS ============ SYMPHONY (used as a generic MILP solver): Well tested. MATCH (matching): Tested, but not very extensively. MPP (mixed postman problem): Tested, but not very extensively. VRP (vehicle routing problem): Well tested. CNRP (capacitates network routing problem): Well tested. MCKP (multi criteria knapsack problem): Well tested. SPP (set partitioning problem): Tested, but not very extensively. SPP+CUTS (set partitioning problem with cutting planes): Tested, but not very extensively. CUT GENERATORS ============== Cut generators are supplied by the Cut Generation Library (CGL). The cut generators that are turned on by default have been well tested. Two cut generators that are part ofthe CGL are turned off by default because of known issues. These are lift and project cuts and the simple rounding cuts. The generator for Gomory cuts works well, but has somenumerical issues. We found a few cases where the optimal solution was not found when using the Gomory cut generator, especially in combination with CPLEX. If the solver is not performing as it should, try turning off some of the cut generators to see if that fixes the problem. EXTERNAL COIN-OR LIBRARIES ========================== SYMPHONY 5.1 works with the following stable versions of other COIN-OR libraries BuildTools 0.5 CoinUtils 1.0 Cgl 0.5 Clp 1.3 Osi 0.95 MsVisualStudio 1.0 ******************************************************************************* * SUPPORT * ******************************************************************************* LIST SERVE There is a list serve for SYMPHONY users. To subscribe, go to http://list.coin-or.org/mailman/listinfo/coin-symphony AUTHORS SYMPHONY was jointly developed by Ted Ralphs (tkralphs@lehigh.edu) and Laci Ladanyi (ladanyi@us.ibm.com). Menal Guzelsoy (megb@lehigh.edu) has been instrumental in development since version 5.0. BUG REPORTS To report a bug please file a ticket at https://projects.coin-or.org/SYMPHONY/newticket Please note the version of SYMPHONY you are using when filing the ticket.