Originally posted by: amindehghanian

Hello,

I implemented a heavy branch-and-cut algorithm by CPLEX callable library. When CPLEX solve an MIP instance, it takes 30 minutes to solve the problem (in the root node), but another time it can take for an hour to solve the same problem. This is a pretty significant difference.

I have not changed the default setting for parallel mode, and I am setting the parameter CPX_PARAM_THREADS to 1. Could you kindly provide the justification for the difference?

Thanks,

Just to clarify, this is the same instance of the same problem (not just the same model, but the same model parameters/data), on the same machine, with essentially the same amount of competition for the CPU (you're not generating cryptocurrency in the background in one run but not the other)? If you set the CPLEX random seed parameter to some value (same value in both runs, of course), does the variability get any better?

Originally posted by: amindehghanian

Everything is the same.

Basically, it is the same code which is run twice. In each run, it produces the same optimal solution, but the solution time may change.

It is worth to note that the problem is very difficult. Even solving the LP relaxation can take a while...

Are you sure that everything in your code is deterministic? In particular, your code does not use any time limits in any place, does not sort things by memory address, etc.? Are you getting close to the machine's memory limit during the solve?

Originally posted by: PingLiu

Excuse me,

I wonder what is the principle for setting the CPLEX random seed in solving a MILP problem. what is the default value of it and what value can we set for it?

Thanks,

Ping

There's a parameter (named "randomseed") to set it. You can find a description in the parameters manual. IBM does not reveal the default value, other than to say it "changes with each release". You can specify pretty much any positive integer as the seed.

I posted some details about the random seed at https://www.ibm.com/developerworks/community/forums/html/topic?id=76fc3939-e649-4fc6-8e2f-befadec0f07c#repliesPg=0