The symphony callable library for mixed integer programming

Abstract

SYMPHONY is a customizable, open-source library for solving mixed-integer linear programs (MILP) by branch, cut, and price. With its large assortment of parameter settings, user callback functions, and compile-time options, SYMPHONY can be configured as a generic MILP solver or an engine for solving difficult MILPs by means of a fully customized algorithm. SYMPHONY can run on a variety of architectures, including single-processor, distributed-memory parallel, and shared-memory parallel architectures under MS Windows, Linux, and other Unix operating systems. The latest version is implemented as a callable library that can be accessed either through calls to the native C application program interface, or through a C++ interface class derived from the COIN-OR Open Solver Interface. Among its new features are the ability to solve bicriteria MILPs, the ability to stop and warm start MILP computations after modifying parameters or problem data, the ability to create persistent cut pools, and the ability to perform rudimentary sensitivity analysis on MILPs. © 2005 Springer Science+Business Media, Inc.