ParaLEX: a parallel extension for the CPLEX mixed integer optimizer

  • Authors:

  • Yuji Shinano;Tetsuya Fujie

  • Affiliations:

  • Division of Systems and Information Technology, Institute of Symbiotic Science and Technology, Tokyo University of Agriculture and Technology, Koganei-Shi, Tokyo, Japan;School of Business Administration, University of Hyogo, Kobe, Japan

  • Venue:
  • PVM/MPI'07 Proceedings of the 14th European conference on Recent Advances in Parallel Virtual Machine and Message Passing Interface
  • Year:
  • 2007

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Abstract

The ILOG CPLEX Mixed Integer Optimizer is a state-of-the-art solver for mixed integer programming. In this paper, we introduce ParaLEX which realizes a master-worker parallelization specialized for the solver on a PC cluster using MPI. To fully utilize the power of the solver, the implementation exploits almost all functionality available in it. Computational experiments are performed for MIPLIB instances on a PC cluster composed of fifteen 3.4GHz pentiumD 950 (with 2G bytes RAM) PCs (running a maximum of 30 CPLEX Mixed Integer Optimizers). The results show that ParaLEX is highly effective in accelerating the solver for hard problem instances.