Decision Optimization

Decision Optimization

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

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  • 1.  parallel optimization

    Posted Mon June 17, 2013 09:15 AM

    Originally posted by: Steffen_84


    Hi,

    I have cplex_studio125.win-x86-64 installed and I am working with the excel add-in. This works well on one CPU, but takes a lot of time. I therefore tried to start a parallel optimization on a multiprocessor system by setting threads=64 in advanced parameters. Unfortunately this doesn't work.
    Does anybody know a solution?

    Best regards

    Steffen


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    #DecisionOptimization


  • 2.  Re: parallel optimization

    Posted Tue June 18, 2013 02:02 AM

    What exactly does "doesn't" work mean?


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    #DecisionOptimization


  • 3.  Re: parallel optimization

    Posted Tue June 18, 2013 02:41 AM

    Originally posted by: Steffen_84


    Thank you for your reply!

    CPLEX still runs on one single CPU. I would like to know which parameters I have to change (working with the excel add-in) in order to get to a parallel optimization that is possibly faster. The problem has about 20 000 variables and 1 000 constraints.


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    #DecisionOptimization


  • 4.  Re: parallel optimization

    Posted Tue June 18, 2013 03:04 AM

    How exactly did you specify the threads parameter? Could you show a screen shot of the advanced parameter list? Can you please also try to give 1067 (the parameter's number) as parameter name in the dialog?

    Did the solve actually start or may it be that CPLEX just takes a long time to build up the model? To check this you can check the "export model" box on the advanced parameter tab and specify a model file (preferably with extension .sav). That file is written immediately before CPLEX starts to actually optimize your problem.

    You can also use that model file and load it into the interactive optimizer (cplex.exe) and analyze solver performance in the interactive optimizer (or even use the tuning tool).


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    #DecisionOptimization


  • 5.  Re: parallel optimization

    Posted Tue June 18, 2013 03:58 AM

    Originally posted by: Steffen_84


    Hi,

    see the attached screenshot. I also tried usind the parameters number.

    It took about 10 mins to write the model file and only a few seconds more until the solution came up. So, according to you explanations, it took 10 mins to build up the model. Is there a way I can build up the model faster?

    Thanks!


    #CPLEXOptimizers
    #DecisionOptimization


  • 6.  Re: parallel optimization

    Posted Wed June 19, 2013 02:57 AM

    Your settings look good and according to what you report the issue is indeed in building the model.

    What can be done about that depends on how your model is formulated. Can you please take a look at the modeling tips in the user manual and see if this helps? If possible, you should avoid using any Excel function that is not explicitly supported by CPLEX.


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    #DecisionOptimization


  • 7.  Re: parallel optimization

    Posted Thu June 20, 2013 07:30 AM

    Originally posted by: Steffen_84


    I only use SUM and SUMPRODUCT. And I think I followed all the modeling tips. I attached the model. Thanks again!


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    #DecisionOptimization