In-house testing of CPLEX distributed MIP

Distributed optimization is now part of standard CPLEX releases. In fact, it’s been there since release 12.5. I decided to do some experiments and post on this after seeing Daniel Junglas’ talk at the German OR Conference in September, but writing the post has been delayed until recently. I summarize the results of my experiments and compare those […]

In-house testing of the Gurobi 6 distributed MIP [dual]

Distributed optimization is now part of the Gurobi 6.0 release. In today’s post, I talk about some tests I ran with the distributed MIP algorithm. The associated primal post discusses results presented by Gurobi at the INFORMS 2014 Annual conference.  Don’t worry, the next set of posts will cover the same topic, this time with CPLEX. Overall, it […]

Seeds and Parallel MIP solvers, part I

Over recent years, mixed-integer programming (MIP) solver developers worked really hard to provide parallel codes that are both fast and quite stable. A few years ago, using a parallel code resulted in huge variations in run times: successive runs of the same model on the same machine could result in drastically different run times. This behavior […]

Do you need a bigger computer to solve this MIP? [primal]

When I have difficult time solving a mixed-integer optimization problem (MIP), one of the most common reflexes is to run the problem on a bigger or faster machine.  However, when solving MIPs, throwing more processor power at a problem will not necessarily result in a better solution. Different models require different resources to solve. Overall, using a […]