Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.

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  • 1.  distributed optimization

    Posted Thu October 28, 2010 11:30 AM

    Originally posted by: Ebisa


    I want to solve an optimization problem in a distributed manner. In my problem I want to optimize an objective function for a neighborhood. To do so, I want each household to solve its part of the optimization problem in a distributed way by exchanging information with its peer households. I appreciate if some one can give me some ideas if i can do it with OPL using CP optimizer. Since I am a bigginer using this tool, I would like if I can get sample codes.

    Cheers
    #DecisionOptimization
    #OPLusingCPOptimizer


  • 2.  Re: distributed optimization

    Posted Thu October 28, 2010 12:24 PM

    Originally posted by: SystemAdmin


    Hello Ebisa.

    If I understand right, you want to distribute the problem between several CPUs.
    Currently, CP Optimizer supports parallelism only using parameter Workers which says how many threads are used to solve the problem (by default there's only one thread). However each thread is solving the whole problem but using slightly different search.

    So, if you want to split the problem into subproblems and solve subproblems in parallel, there's no direct support for that in CP Optimizer. Of course, using C++/Java/.NET interface you can create several IloCP objects, one in each thread, and solve several different subproblems in parallel. But the communication between threads is up to you. Furthemore, if the subproblems are not completely separated then you may need to write your own search (using IloGoal class).

    Does it answer your question?

    Best regards, Petr
    #DecisionOptimization
    #OPLusingCPOptimizer


  • 3.  Re: distributed optimization

    Posted Fri October 29, 2010 10:09 AM

    Originally posted by: Ebisa


    Thanks Peter,

    yeah, i want to split the problem into subproblems and solve them in parallel.
    Now I have decided to use opl with the mp engine rather than the cp engine due to some other reasons.
    Can I do the parallel programming with the mp engine? I would appreciate any help.
    Cheers,
    Ebisa
    #DecisionOptimization
    #OPLusingCPOptimizer


  • 4.  Re: distributed optimization

    Posted Fri October 29, 2010 11:41 AM

    Originally posted by: SystemAdmin


    Hello Ebisa.

    I guess the situation will be similar with MP engine, but I'm not an MP expert.
    Please, post your question on one of the mathematical programming forums:
    http://www.ibm.com/developerworks/forums/category.jspa?categoryID=261

    Petr
    #DecisionOptimization
    #OPLusingCPOptimizer


  • 5.  Re: distributed optimization

    Posted Mon November 01, 2010 04:30 AM

    Originally posted by: Ebisa


    Thanks Petr,

    I will do that.

    cheers,
    Ebisa
    #DecisionOptimization
    #OPLusingCPOptimizer