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Parallel Solvers for Mixed Integer Linear Optimization

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Handbook of Parallel Constraint Reasoning

Abstract

In this chapter, we provide an overview of the current state of the art with respect to solution of mixed integer linear optimization problems (MILPs) in parallel. Sequential algorithms for solving MILPs have improved substantially in the last two decades and commercial MILP solvers are now considered effective off-the-shelf tools for optimization. Although concerted development of parallel MILP solvers has been underway since the 1990s, the impact of improvements in sequential solution algorithms has been much greater than that which came from the application of parallel computing technologies. As a result, parallelization efforts have met with only relatively modest success. In addition, improvements to the underlying sequential solution technologies have actually been somewhat detrimental with respect to the goal of creating scalable parallel algorithms. This has made efforts at parallelization an even greater challenge in recent years. With the pervasiveness of multi-core CPUs, current state-of-the-art MILP solvers have now all been parallelized and research on parallelization is once again gaining traction. We summarize the current state-of-the-art and describe how existing parallel MILP solvers can be classified according to various properties of the underlying algorithm.

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Acknowledgements

This work has been supported by the Research Campus Modal (Mathematical Optimization and Data Analysis Laboratories) funded by the Federal Ministry of Education and Research (BMBF Grant 05M14ZAM), by the DFG SFB/Transregio 154, and by Lehigh University. All responsibility for the content is assumed by the authors.

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  1. Lehigh University, Bethlehem, PA, USA

    Ted Ralphs

  2. Zuse Institute, Berlin, Germany

    Yuji Shinano & Thorsten Koch

  3. Fair Isaac Germany GmbH, Berlin, Germany

    Timo Berthold

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  1. Ted Ralphs
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    Youssef Hamadi

  2. CRIL, CNRS UMR 8188, Université d'Artois, Lens, France

    Lakhdar Sais

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Ralphs, T., Shinano, Y., Berthold, T., Koch, T. (2018). Parallel Solvers for Mixed Integer Linear Optimization. In: Hamadi, Y., Sais, L. (eds) Handbook of Parallel Constraint Reasoning. Springer, Cham. https://doi.org/10.1007/978-3-319-63516-3_8

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