The rcbc package provides an interface to the CBC (COIN-OR branch and cut) solver. Specifically, CBC is an open-source mixed integer programming solver that is developed as part of the Computational Infrastructure for Operations Research (COIN-OR) project. By interfacing with the CBC solver, the rcbc package can be used to generate optimal solutions to optimization problems. Please note that this package is under active development and is still a work in progress.

Installation

The package is not yet available on The Comprehensive R Archive Network. To install this package, please use the following R code to install it from the source code repository on GitHub. Please note that CBC solver header and library files also need be installed prior to installing this R package (see below for details).

if (!require(remotes))
  install.packages("remotes")
remotes::install_github("dirkschumacher/rcbc")

Windows

The package can be installed from source when the Rtools software is installed. Specifically, the CBC solver header and library files are automatically downloaded from RWinLib.

Linux

Debian/Ubuntu

The following system command can be used install dependences.

sudo apt-get install coinor-libcbc-dev coinor-libclp-dev

Fedora

The following system command can be used install dependences.

sudo yum install coin-or-Cbc-devel coin-or-Clp-devel

Mac OSX

The following system command can be used install dependences using Homebrew package manager.

brew install coin-or-tools/coinor/cbc

Usage

Here we will provide a brief example showing how the package can be used to solve an optimization problem (see package vignette for more details).

# load package
library(rcbc)

# define optimization problem and solve it
## max 1 * x + 2 * y
## s.t.
##   x + y <= 1
##   x, y binary
result <- cbc_solve(
 obj = c(1, 2),
 mat = matrix(c(1, 1), ncol = 2, nrow = 1),
 is_integer = c(TRUE, TRUE),
 row_lb = -Inf, row_ub = 1, max = TRUE,
 col_lb = c(0, 0), col_ub = c(1, 1),
 cbc_args = list("SEC" = "1"))

# extract solution status
solution_status(result)
#> [1] "optimal"

# extract solution values
column_solution(result)
#> [1] 0 1

# extract objective value for solution
objective_value(result)
#> [1] 2

ROI plugin

There is now a work in progress ROI plugin.

Contribution

Feel free to open issues and send pull requests.

Citation

Please cite the rcbc R package and the CBC solver in publications.


To cite the rcbc package in publications, use:

  Schumacher D, Ooms J, Yapparov B, and Hanson JO (2022) rcbc: COIN CBC
  MILP Solver Bindings. R package version 0.1.0.9001.
  https://github.com/dirkschumacher/rcbc

  Forrest J and Lougee-Heimer R (2005) CBC User Guide. In Emerging
  theory, Methods, and Applications (pp. 257--277). INFORMS,
  Catonsville, MD.

Please cite both COIN-OR CBC and this package.
To see these entries in BibTeX format, use 'print(<citation>,
bibtex=TRUE)', 'toBibtex(.)', or set
'options(citation.bibtex.max=999)'.