I have been testing the solvers of COIN-OR, namely Cbc (MILP solver) and Clp (LP solver).
I obtain for Cbc a very good performance, Cbc even outperforms some commertial solvers in numerically complex problems. But being a MILP solver it does not deliver dual variables.
For Clp the performance I get is very poor in terms of speed, it does not find a solution in times 10 - 20 times the time required by Cbc.
Is anyone able to provide a way out?
- I could estimate the duals, but I doubt I could find a way to determine them in all cases
- Is there a way to setup Clp so that its lp delivers the same performance as Cbc?