Originally posted by: yvrob

Hello,

I am using CPLEX to solve a MILP (mixed-integer linear programming)  type problem with Matlab. The structure is as follow :
- Aeq, Aineq, beq, bineq,… initialization with constraints
- cplexmilp

The problem is that this calculation is really heavy and take several days to find a solution, and I have no idea on how to use my cluster resources in parallel with Matlab and CPLEX. If I understood well, I am currently using one node, and the 20 threads of this node are automatically used for the calculation thanks to the cplexmilp function. However, how could I do this calculation with 4 nodes of my cluster (each of them using their 20 threads) ?

Thank you,

Yves Robert

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In order to use multiple machines/cluster nodes to solve the same problem you will have to use distributed MIP which is explained here. The CPLEX distribution has a few examples that illustrate how to do that, see the cplex/examples/src/distmipmatlab directory in your installation.

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Originally posted by: yvrob

Thank you for your answer.

So my structure is now :

Initialization of matrices/parameters (Aeq,Aineq,beq,f ...)

prob.Aeq=Aeq;

prob.Aineq=Aineq; ...

Then I initiate the model : 

cpx=Cplex(prob);

And solve it :
cpx.solve;

 

If I understood well, I have to add above cpx.solve a line introducing a vmc. The thing is that I am running it on my university cluster and the link that you gave me asks me to give the hosts names, but I cannot know them in advance. So I tried to add this :

cpx.readVMConfig("mpi")

Which should create a vmc file based on the cluster I am working.

 

However I get this error :

Error using cplexlink1280
Unknown CPLEX function 'copyVMConfig'.

Error in Cplex/copyVMConfig

Error in Cplex/subsref

 

Even if I add the CPLEX folder (and subfolders) path to Matlab and export the CPLEX library in my bashrc with :

export LD_LIBRARY_PATH="/global/home/users/yvesrobert/CPLEX/cplex/lib

I still get this error.

 

Do you have an idea on how I can fix this?

 

Thank you.

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#DecisionOptimization

Originally posted by: yvrob

So after a lot of tries, I don't have this error anymore but this one :

 

Error using cplexlink1280

CPLEX Error  1001: Out of memory.

 

 

Error in Cplex/readVMConfig

 

Error in Cplex/subsref

 

Error in test (line 234)

cpx.readVMConfig("mpi")

 

The error is not here when I don't put the line with VMC, so that is not the model which leads to this problem, and I put 40Go for the parameter "Workmem".

 

I didn't see anything looking like that on the internet. Would you have an idea ?

 

EDIT : the error is still here when I write : cpx.readVMConfig("hello"), so it just seems that this command doesn't work. I used then directly ./cplex and tried :

CPLEX> set distmip config mpi

 

But I just got that : 

CPLEX Error  1003: Bad argument to Callable Library routine.

Could not read Virtual Machine Configuration -- please try again.

 

Still a problem but now I have no idea on what to do since I followed the instructions ...

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In order to have a chance for any of this to work, you have to run your matlab instance under MPI. Are you doing this? Also, I think, you have to use copyVMConfig() instead of readVMConfig().

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Originally posted by: yvrob

Thank you for your answer.

I am running Matlab on MPI, and tried your command, when I am using it, I see that it exists but I get this :

 

Error using cplexlink1280
Unknown CPLEX function 'copyVMConfig'.

Error in Cplex/copyVMConfig

Error in Cplex/subsref
 

#CPLEXOptimizers
#DecisionOptimization

Originally posted by: yvrob

Are you sure about this command DanielJunglas?

EDIT : I tried on 3 different computers,  readVMConfig("mpi") tells me that it is out of memory, copyVMConfig (" mpi ") tells me that the function does not exist.

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