Parallel PIPS-SBB: Multi-Level Parallelism For Stochastic Mixed-Integer Programs

Please always quote using this URN: urn:nbn:de:0297-zib-65517
  • PIPS-SBB is a distributed-memory parallel solver with a scalable data distribution paradigm. It is designed to solve MIPs with a dual-block angular structure, which is characteristic of deterministic-equivalent Stochastic Mixed-Integer Programs (SMIPs). In this paper, we present two different parallelizations of Branch & Bound (B&B), implementing both as extensions of PIPS-SBB, thus adding an additional layer of parallelism. In the first of the proposed frameworks, PIPS-PSBB, the coordination and load-balancing of the different optimization workers is done in a decentralized fashion. This new framework is designed to ensure all available cores are processing the most promising parts of the B&B tree. The second, ug[PIPS-SBB,MPI], is a parallel implementation using the Ubiquity Generator (UG), a universal framework for parallelizing B&B tree search that has been successfully applied to other MIP solvers. We show the effects of leveraging multiple levels of parallelism in potentially improving scaling performance beyond thousands of cores.

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Author:Lluis-Miquel Munguia, Geoffrey Oxberry, Deepak Rajan, Yuji Shinano
Document Type:ZIB-Report
Issue:ZIB-Report 17-58
Tag:PIPS-SBB, UG, Parallel Branch and Bound
MSC-Classification:68-XX COMPUTER SCIENCE (For papers involving machine computations and programs in a specific mathematical area, see Section -04 in that area)
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING
CCS-Classification:G. Mathematics of Computing
I. Computing Methodologies
PACS-Classification:00.00.00 GENERAL
Date of first Publication:2017/07/11
Series (Serial Number):ZIB-Report (17-58)
ISSN:1438-0064