Progress in Mathematical Programming Solvers from 2001 to 2020

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  • This study investigates the progress made in LP and MILP solver performance during the last two decades by comparing the solver software from the beginning of the millennium with the codes available today. On average, we found that for solving LP/MILP computer hardware got faster about 20 times, and the algorithms improved by a factor of about nine for LP and over 30 for MILP, giving a total speed-up of about 180 and 600 times, respectively. However, the above numbers have a very high variance and they considerably underestimate the progress made on the algorithmic side: many problem instances can nowadays be solved within seconds, which the old codes are not able to solve within any reasonable time.

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Author:Thorsten KochORCiD, Timo BertholdORCiD, Jaap PedersenORCiD, Charlie VanaretORCiD
Document Type:Article
Parent Title (English):EURO Journal on Computational Optimization
Year of first publication:2021
Series (Serial Number):ZIB-Report (21-20)