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Q&A: why default algorithms do not beat commercial solver ? (#592)
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* Q&A Coluna does not beat commercial solver

* Update docs/src/qa.md

* Update docs/src/qa.md

* Update docs/src/qa.md
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guimarqu authored Sep 2, 2021
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3 changes: 2 additions & 1 deletion docs/make.jl
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Expand Up @@ -27,7 +27,8 @@ makedocs(
"Configuration" => joinpath("man", "config.md"),
"Algorithms" => joinpath("man", "algorithm.md"),
"Callbacks" => joinpath("man", "callbacks.md")
]
],
"Q&A" => "qa.md"
]
)

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22 changes: 22 additions & 0 deletions docs/src/qa.md
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# Question & Answer

#### Default algorithms of Coluna do not beat the commercial solver I usually use. Is it normal ?

Yes it is.

Solvers such as Gurobi, Cplex ... are handy powerful black-box tools.
They can run a very efficient presolve step to simplify the formulation,
automatically apply lots of valid inequalities (such as MIR or cover cuts),
choose good branching strategies, or also run heuristics.
However, when your formulation reaches a certain size,
commercial solvers may run for hours without finding anything.
This is the point where you may want to decompose your formulation.

Coluna is a framework not a solver.
It provides algorithms to try column generation on your problem very easily.
Then, you can devise your own branch-cut-and-price algorithm on top of Coluna's algorithms.
to scale up and hopefully beats the commercial solver.

To start customizing Coluna for your own problem,
you can [separate valid inequalities](../user/callbacks/#Separation-callbacks)
or [call your own algorithm that optimizes subproblems](../user/callbacks/#Pricing-callback).

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