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MPI parallel programming of mixed integer optimization problems using CPLEX with COIN-OR

Unai Aldasoro Marcellan, María Araceli Garín Martín, María Merino Maestre and Gloria Pérez Sainz de Rozas

No BILTOKI;2012-01, BILTOKI from Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística)

Abstract: The aim of this technical report is to present some detailed explanations in order to help to understand and use the Message Passing Interface (MPI) parallel programming for solving several mixed integer optimization problems. We have developed a C++ experimental code that uses the IBM ILOG CPLEX optimizer within the COmputational INfrastructure for Operations Research (COIN-OR) and MPI parallel computing for solving the optimization models under UNIX-like systems. The computational experience illustrates how can we solve 44 optimization problems which are asymmetric with respect to the number of integer and continuous variables and the number of constraints. We also report a comparative with the speedup and efficiency of several strategies implemented for some available number of threads.

Keywords: optimization; message passing interface; parallel computing; COIN-OR Open Solver Interface; CPLEX optimizer (search for similar items in EconPapers)
Date: 2012
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Dpto. de Econometría y Estadística, Facultad de CC. Económicas y Empresariales, Universidad del País Vasco, Avda. Lehendakari Aguirre 83, 48015 Bilbao, Spain

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