ParaSCIP - a parallel extension of SCIP

Please always quote using this URN: urn:nbn:de:0297-zib-11921
  • Mixed integer programming (MIP) has become one of the most important techniques in Operations Research and Discrete Optimization. SCIP (Solving Constraint Integer Programs) is currently one of the fastest non-commercial MIP solvers. It is based on the branch-and-bound procedure in which the problem is recursively split into smaller subproblems, thereby creating a so-called branching tree. We present ParaSCIP, an extension of SCIP, which realizes a parallelization on a distributed memory computing environment. ParaSCIP uses SCIP solvers as independently running processes to solve subproblems (nodes of the branching tree) locally. This makes the parallelization development independent of the SCIP development. Thus, ParaSCIP directly profits from any algorithmic progress in future versions of SCIP. Using a first implementation of ParaSCIP, we were able to solve two previously unsolved instances from MIPLIB2003, a standard test set library for MIP solvers. For these computations, we used up to 2048 cores of the HLRN~II supercomputer.

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Author:Yuji Shinano, Tobias Achterberg, Timo Berthold, Stefan Heinz, Thorsten Koch
Document Type:ZIB-Report
Tag:ParaSCIP; branch-and-bound; branch-and-cut; massive parallization; mixed integer programming
MSC-Classification:65-XX NUMERICAL ANALYSIS / 65Kxx Mathematical programming, optimization and variational techniques / 65K05 Mathematical programming methods [See also 90Cxx]
68-XX COMPUTER SCIENCE (For papers involving machine computations and programs in a specific mathematical area, see Section -04 in that area) / 68Wxx Algorithms (For numerical algorithms, see 65-XX; for combinatorics and graph theory, see 05C85, 68Rxx) / 68W10 Parallel algorithms
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C11 Mixed integer programming
Date of first Publication:2010/12/21
Series (Serial Number):ZIB-Report (10-27)
Published in:Bischof, Christian et al. (eds.): Competence in High Performance Computing 2010. Proceedings of an International Conference on Competence in High Performance Computing, June 2010, Schloss Schwetzingen, Germany. Berlin: Springer, 2012, S. 135-148.

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