Decision Optimization

Decision Optimization

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


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  • 1.  Performance, MATLAB vs AIMMS

    Posted 02/04/15 08:43 AM

    Originally posted by: Simplex


    Hi,

     

    There is something I do not understand about the performance of CPLEX when I use it from different interfaces.

     

    one set of problems, Cplex from AIMMS shows a much better performance in comparison with Cplex from Matlab. The versions of are the same (I assume) and of course the problems are the same (MILP and MIQP). So it solves the problem almost ten times faster on AIMMS.

    On the other hand, another set of problems, again MILP and MIQP, are solved faster on Matlab with Cplex on AIMMS with Cplex. I tried to make the options as similar as possible, guess there is less control the options in Matlab than AIMMS.

     

    So I guess is complied differently when it is targeted for Matlab, or AIMMS. And this might be a source of the sensible difference in the solution times. Can this assumption be correct? Or still I am losing something in the options?

     

    Thanks.


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  • 2.  Re: Performance, MATLAB vs AIMMS

    Posted 02/05/15 01:13 AM

    CPLEX is not compiled differently. In order to make a valid comparison you need to make sure you are solving the exact same model with the exact same parameter settings on the exact same machine. If any of these is different performance may differ a lot in a seemingly random way (this is known as performance variability).

    Can you export model and parameters from AIMMS? You could try to export the model to a SAV file and parameters to a PRM file, then read both into matlab using the CPLEX class's readModel() and readParam() functions. As far as I can see that should give the same performance as in AIMMS. If you still observe differences, could you post the engine logs of a matlab and an AIMSS run for the same model?


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