[Symphony] Dramatic performance drop since 5.1.10

[Matthew Galati]

Is this with CLP? Does initial_lp_solve call OSI::initialSolve( ) and dual_simplex call OSI::resolve()? 

If so, I have noticed a similar thing where resolve (even on the first pass) is much faster than initialSolve.




-----Original Message-----
From: symphony-bounces at list.coin-or.org [mailto:symphony-bounces at list.coin-or.org] On Behalf Of Ashutosh Mahajan
Sent: Friday, September 11, 2009 1:51 PM
To: Pierre.Lebodic at lri.fr; symphony at list.coin-or.org
Subject: Re: [Symphony] Dramatic performance drop since 5.1.10

Dear Pierre Le Bodic

i think you can speed up your symphony for your instances by doing these 2
things.

1. set your parameter or option file to contain
fp_enabled -1
prep_level  0
this will disable feasibility pump and presolve. presolve takes >20s on some
instances.

2. you will have to edit SYMPHONY/src/LP/lp_genfunc.c and change line 275 from 
         termcode = initial_lp_solve(lp_data, &iterd);
   to
         termcode = dual_simplex(lp_data, &iterd);

the LP relaxation of your instances seem to get solved much faster by
dual_simplex than by initial_lp_solve.

im sorry about the fact that 1. is not documented yet and 2. is an ugly hack.
hope this cuts down the time to something acceptable. thanks for sending your
instances. its really helps to see that a solver 'tuned' towards 
benchmark instances can become significantly slower on others.

we will try to fix the above issues in trunk soon.

ashutosh



On Thu, 10 Sep 2009, Ted Ralphs wrote:

> This is unfortunate, but not actually too surprising. In 5.2, we added
> features that were focused on solving the more difficult instances and
> tuned our parameters to improve speed on those instances, but probably
> neglected to ensure that performance on easier instances was not too
> degraded. Thanks for the reminder :). What frequently happens when you
> do parameter tuning on larger instances is that smaller instances
> actually get slower as an unintended consequence. It's a difficult
> balance to strike. Let us look at these and see if we can come up with
> a better balance of improving performance on large instances without
> degrading performance on smaller instances. In any case, it should be
> relatively easy to replicate the performance of 5.1 with customized
> parameter settings.
> 
> Chers,
> 
> Ted
> 
> On Thu, Sep 10, 2009 at 5:11 AM,  <Pierre.Lebodic at lri.fr> wrote:
> > Hello,
> >
> > I've been using the C callbacks of Symphony 5.1.10 for a while and I
> > recently tried updating to 5.2. On a batch of 80 test instances, I
> > measured the run time of the updated solver. "Sys time" went from 2sec
> > with 5.1 to 2m55sec with 5.2. As a comparison, cbc 2.3 takes 23sec. A
> > little digging made me try with feasibility pump disabled, which roughly
> > cut the sys time in two, but it's still nowhere close the previous
> > version. I'd like to know if there are parameters that can be changed to
> > get closer to how fast Symphony 5.1 performs. I'm solving 0-1 problems. I
> > can provide MPS files if needed.
> >
> > The reason why I'm willing to switch to 5.2 is that I'm experiencing what
> > seems to be a bug: when TM_gap_limit != -1, feasible solutions that don't
> > respect the gap limit are produced. As far as I've been able to see, this
> > bug seems to be fixed in 5.2. If you know about this bug, a quick edit in
> > my 5.1 source would also do the trick.
> > Thanks in advance
> >
> > Pierre Le Bodic
> >
> > _______________________________________________
> > Symphony mailing list
> > Symphony at list.coin-or.org
> > http://list.coin-or.org/mailman/listinfo/symphony
> >
> 
> 
> 
> -- 
> Dr. Ted Ralphs
> Associate Professor, Lehigh University
> (610) 628-1280
> ted 'at' lehigh 'dot' edu
> coral.ie.lehigh.edu/~ted
> 
> _______________________________________________
> Symphony mailing list
> Symphony at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/symphony

--
regards
Ashutosh Mahajan
http://coral.ie.lehigh.edu/~asm4

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