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Re: [Help-glpk] Parallel runs of glpk

From: Joshua Friedman
Subject: Re: [Help-glpk] Parallel runs of glpk
Date: Wed, 14 Dec 2016 11:01:01 -0500

It is not a GLPK solution, but I am trying to solve a binary IP with 100000+ vars and constraints, and I have experimented with every solver out there, GLPK, CBC, SCIP, CPLEX, and GUROBI.
CBC is free and can be compiled to run on multiple threads (you have to choose that when configuring).

I think GLPK is great as a learning tool, I am using it in my Operations Research courses that I teach, but if you need to solve something that needs parallel runs, you probably need something with faster algorithms.

On Wed, Dec 14, 2016 at 9:06 AM, Mathieu Dutour <address@hidden> wrote:
I am interested in running glpk from a multithreaded program.
The goal is not to have GLPK itself parallel but instead to
have glpk used many times by different threads for solving
many different linear programs.

As is well known glpk is not thread safe and my question
is about alternative solution to that problem. Here are some

A) One is to have to run glpsol standalone by running it
as external program with the input file generated by the thread
and then read by the thread. But this solution has its costs
in terms of runtime. It is easy to program.

B) Have one thread that does only call glpk. It is adequate
in single threaded performance but potentially expensive 
since some thread may wait. Relatively easy to program.

C) Use shared memory to exchange data. That is multiple
number of individual programs running glpk and getting their
data from shared memory.

Any other solution? Is there any implementation that you
would recommend?


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Joshua Friedman PhD

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