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MIPLIB 2010
(2010)
This paper reports on the fifth version of the Mixed Integer Programming Library.
The MIPLIB 2010 is the first MIPLIB release that has been assembled by a large group from academia and from industry, all of whom work in integer programming. There was mutual consent that the concept of the library had to be expanded in order to fulfill the needs of the community. The new version comprises 361 instances sorted into several groups.
This includes the main benchmark test set of 87 instances, which
are all solvable by today's codes, and also the challenge test set with 164 instances, many of which are currently unsolved.
For the first time, we include scripts to run automated tests in a predefined way. Further, there is a solution checker to
test the accuracy of provided solutions using exact arithmetic.
Given the steady increase in cores per CPU, it is only a matter of time
until supercomputers will have a million or more cores. In this article, we
investigate the opportunities and challenges that will arise when trying to
utilize this vast computing power to solve a single integer linear optimization
problem. We also raise the question of whether best practices in sequential
solution of ILPs will be effective in massively parallel environments.
We investigate how the numerical properties of the LP relaxations evolve
throughout the solution procedure in a solver employing the branch-and-cut
algorithm. The long-term goal of this work is to determine whether the effect
on the numerical conditioning of the LP relaxations resulting from the
branching and cutting operations can be effectively predicted
and whether such predictions can be used to make better algorithmic
choices. In a first step towards this goal, we discuss here the numerical
behavior of an existing solver in order to determine whether our
intuitive understanding of this behavior is correct.
We investigate how the numerical properties of the LP relaxations evolve
throughout the solution procedure in a solver employing the branch-and-cut
algorithm. The long-term goal of this work is to determine whether the effect
on the numerical conditioning of the LP relaxations resulting from the
branching and cutting operations can be effectively predicted
and whether such predictions can be used to make better algorithmic
choices. In a first step towards this goal, we discuss here the numerical
behavior of an existing solver in order to determine whether our
intuitive understanding of this behavior is correct.
In this article, we introduce parallel mixed integer linear programming (MILP) solvers. MILP solving algorithms have been improved tremendously in the last two decades. Currently, commercial MILP solvers are known as a strong optimization tool. Parallel MILP solver development has started in 1990s. However, since the improvements of solving algorithms have much impact to solve MILP problems than application of parallel computing, there were not many visible successes. With the spread of multi-core CPUs, current state-of-the-art MILP solvers have parallel implementations and researches to apply parallelism in the solving algorithm also getting popular. We summarize current existing parallel MILP solver architectures.
MIPLIB 2010
(2011)
We report on the selection process leading to the sixth version of the Mixed Integer Programming Library. Selected from an initial pool of over 5,000 instances, the new MIPLIB 2017 collection consists of 1,065 instances. A subset of 240 instances was specially selected for benchmarking solver performance. For the first time, the compilation of these sets was done using a data-driven selection process supported by the solution of a sequence of mixed integer optimization problems, which encoded requirements on diversity and balancedness with respect to instance features and performance data.
Empirical studies are fundamental in assessing the effectiveness of implementations of branch-and-bound algorithms. The complexity of such implementations makes empirical study difficult for a wide variety of reasons. Various attempts have been made to develop and codify a set of standard techniques for the assessment of optimization algorithms and their software implementations; however, most previous work has been focused on classical sequential algorithms. Since parallel computation has become increasingly mainstream, it is necessary to re-examine and modernize these practices. In this paper, we propose a framework for assessment based on the notion that resource consumption is at the heart of what we generally refer to as the “effectiveness” of an implementation. The proposed framework carefully distinguishes between an implementation’s baseline efficiency, the efficacy with which it utilizes a fixed allocation of resources, and its scalability, a measure of how the efficiency changes as resources (typically additional computing cores) are added or removed. Efficiency is typically applied to sequential implementations, whereas scalability is applied to parallel implementations. Efficiency and scalability are both important contributors in determining the overall effectiveness of a given parallel implementation, but the goal of improved efficiency is often at odds with the goal of improved scalability. Within the proposed framework, we review the challenges to effective evaluation and discuss the strengths and weaknesses of existing methods of assessment.