[Bonmin] Bonmin solution time for a convex MILP of 5000 variables

[Wendel Alexandre Xavier de Melo]

Hi Kashif

Do you have a MILP problem? It is right? Would not be it a MINLP problem?

If you really have a MILP, you should change to a MILP solver like GUROBI,
CLPEX, GLPK...


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.

Good Luck

Wendel Melo
Ph. D. student
UFRJ, Federal University of Rio de Janeiro
Brazil


2012/8/16 Kashif Rashid <krashid at slb.com>

>  Hi,****
>
> I am solving a convex MILP problem with 5000 variables and 5250 linear
> inequality****
>
> constraints with Bonmin. The solution time is over 3 hours (using B-BB and
> MA57). ****
>
> ** **
>
> Does anyone have experience of solving such high dimensional problems, and
> in ****
>
> particular, is aware of the expected solution time? Are there any
> benchmark tests ****
>
> that indicate the performance that should be expected?****
>
> ** **
>
> Any suggestions for potentially speeding up the solution time would be
> welcome.****
>
> ** **
>
> Thanks and Regards, ****
>
> Kashif****
>
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-- 
Wendel
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