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Re: [Help-glpk] Parallelisation of MILP

From: Robbie Morrison
Subject: Re: [Help-glpk] Parallelisation of MILP
Date: Wed, 5 Sep 2012 05:19:11 +1200
User-agent: SquirrelMail/1.4.22

Hello Asma

To:           address@hidden
Subject:      [Help-glpk] Parallelisation of MILP
From:         esma mehiaoui <address@hidden>
Date:         Tue, 4 Sep 2012 13:18:42 +0100 (BST)

> Hello everyone,?I would like to know if is it
> possible to parallelize the of an Mixed Integer
> Linear Program over a distributed architecture??Thank
> you in advanceAsma

Officially, GLPK is not thread-safe:

Before embarking on parallization, I strongly suggest
you look at figure 4 (p120) in Koch etal (2012).
Proprietary solvers on multiple cores often performed
*very much* worse in terms of elapsed time, nodes
explored, and memory consumption.  It looks like
multi-core hardware only started to pay off over about
16 cores.

  Koch, Thorsten, Tobias Achterberg, Erling Andersen,
      Oliver Bastert, Timo Berthold, Robert E Bixby,
      Emilie Danna, Gerald Gamrath, Ambros M Gleixner,
      Stefan Heinz, Andrea Lodi, Hans Mittelmann, Ted
      Ralphs, Domenico Salvagnin, Daniel E Steffy, and
      Kati Wolter.  2011.  MIPLIB 2010 : mixed integer
      programming library version 5.  Mathematical
      Programming Computation v3 no2 p103-163.

In any case, to answer your direct question, it is
possible to multi-thread MIP solvers and it is done.

If programming, I suggest C++11 which has native
support for threaded code.

Did you really mean to send the same message three

HTH, Robbie
Robbie Morrison
PhD student -- policy-oriented energy system simulation
Technical University of Berlin (TU-Berlin), Germany
University email (redirected) : address@hidden
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