Hi Kashif<br><br>Do you have a MILP problem? It is right? Would not be it a MINLP problem?<br><br>If you really have a MILP, you should change to a MILP solver like GUROBI, CLPEX, GLPK...<br><br><br>If you have a MINLP problem, you can try to solve using Outer Approximation algorithm instead of BB (see Bonmin's manual to do it), since you have only linear constraints. I think in this case, outer approximation can perform better than BB. If possible, use Bonmin on CLPEX. Another good option is using the hybrid algorithm in Bonmin.<br>
<br>Good Luck<br><br>Wendel Melo<br>Ph. D. student<br>UFRJ, Federal University of Rio de Janeiro<br>Brazil<br><br><br><div class="gmail_quote">2012/8/16 Kashif Rashid <span dir="ltr"><<a href="mailto:krashid@slb.com" target="_blank">krashid@slb.com</a>></span><br>
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<p class="MsoNormal"><span style="font-size:11pt;font-family:"Calibri","sans-serif";color:rgb(31,73,125)">Hi,<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11pt;font-family:"Calibri","sans-serif";color:rgb(31,73,125)">I am solving a convex MILP problem with 5000 variables and 5250 linear inequality<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11pt;font-family:"Calibri","sans-serif";color:rgb(31,73,125)">constraints with Bonmin. The solution time is over 3 hours (using B-BB and MA57).
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<p class="MsoNormal"><span style="font-size:11pt;font-family:"Calibri","sans-serif";color:rgb(31,73,125)"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:11pt;font-family:"Calibri","sans-serif";color:rgb(31,73,125)">Does anyone have experience of solving such high dimensional problems, and in
<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11pt;font-family:"Calibri","sans-serif";color:rgb(31,73,125)">particular, is aware of the expected solution time? Are there any benchmark tests
<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11pt;font-family:"Calibri","sans-serif";color:rgb(31,73,125)">that indicate the performance that should be expected?<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11pt;font-family:"Calibri","sans-serif";color:rgb(31,73,125)"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:11pt;font-family:"Calibri","sans-serif";color:rgb(31,73,125)">Any suggestions for potentially speeding up the solution time would be welcome.<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11pt;font-family:"Calibri","sans-serif";color:rgb(31,73,125)"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:11pt;font-family:"Calibri","sans-serif";color:rgb(31,73,125)">Thanks and Regards,
<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11pt;font-family:"Calibri","sans-serif";color:rgb(31,73,125)">Kashif<u></u><u></u></span></p>
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<br></blockquote></div><br><br clear="all"><br>-- <br>Wendel<br>