[Bonmin] working with files and performances

Giuseppe Aprea giuseppe.aprea at gmail.com
Thu Jul 2 03:37:25 EDT 2009


Hi

I am using Bonmin+Ipopt+mumps(I can't get MA27 yet) to solve
a mixed integer nonlinear(quadratic) problem with this features

tot number of variables: 3911
number of binary variables: 560
linear inequality constraints: 1125
linear equality constraints: 2227
nonlinear equality constraint: 1

I am writing the code just changing the c++ example file. I have some
question about performances:

- How do you know if you are using sparse matrices?

- both in eval_g, eval_jac_g and eval_h I read all informations from a file.
As you can read above, most of the constraint are linear and they are
stored in a
quite big matrix in a file. It seems that each time Bonmin call this functions
I have to do this reading stuff which I think is not good for performances.
Unfortunately I am not very skilled in c++ so I am asking if there is a way
to store the content of these files in some variables so that its scope covers
all the program.

- In case I can't do anything I think I can have problems with the
queues time limit
we have, I could be forced to stop and resume the calculation. I was
thinking about
fixing the number of iterations and store the solution to use it as a
new starting
point for the following calculations. I don't know yet the details of Bonmin
algorithm so I wonder if this make sense.

-I am using multicore machines, so I wonder if it is worth to make mumps take
advantage of that (and possibly how). Does anybody uses mumps with more
than a core?


cheers,

giuseppe



More information about the Bonmin mailing list