[Clp] What contributions would improve MIP performance?

[Bannister, Keith]

Hi There!

 

We're trialing COINT against a few other solvers against a wide variety
of MIP problems, the largest of which is 350k elements, 65k constraints,
500 binary variables. Just the relaxed problem takes CLP 32s to solve,
but XPRESS only 9s. Solving the MIP problems often takes hours but I
haven't got any side-by-side comparison data yet.

 

So, we're trying to improve performance - I have one offer, and one
question.

 

Offer:

If I had 2 weeks to spend - I'm not a gun programme nor crack numericist
(?)- which areas would you suggest I can help improve performance? 

 

I was thinking of linking in the Intel Math Kernel Library
http://www.intel.com/cd/software/products/asmo-na/eng/307757.htm into
CLP but I'm not sure whether CLP really spends that much time doing
cholesky, matrix mul & other numerical things, does it? Is calling
BLAS/LAPACK style functions a bit taboo these days? 

 

Can anyone suggest any ideas to improve performance in CLP/CBC that you
would implement if only they had the time?

 

Question:

The piecewise linear feature would suit a lot of aspects of our model
for which we would otherwise use integer or SOS1. Before we re-formulate
everything, should piecewise linear on say 7 pieces generally be more
efficient than integer or SOS1?

 

All the best and good work.

 

Keith Bannister

Intelligent Energy Systems

 


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