Question about ConcurrentMIP

Answered

Charitha Heendeniya

• February 24, 2023 15:36

I understand that ConcurrentMIP lets the solver perform parallel searches along the branch and bound tree for a MIP problem. Suppose one such search finds an incumbent solution, meaning any branch that produces a worse solution can be cut off. So is there some kind of message-passing mechanism between the parallel searches where the incumbent results of one thread can benefit other threads as well? 

Related to

• Concurrent

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  Marika Karbstein

  Gurobi Staff

  • February 27, 2023 15:59

  As the documentation of ConcurrentMIP says

  When the parameter is set to value n, the MIP solver performs n independent MIP solves in parallel, with different parameter settings for each. Optimization terminates when the first solve completes.

  So, the MIPs are solved independently. There is no such communication you described.

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  Charitha Heendeniya

  • February 28, 2023 12:44

  

  

  

  Thank you for the answer. Do you think implementing such a message-passing mechanism makes sense as a new feature request for a future release? It might help to improve the performance of the solver. 

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  Matthias Miltenberger

  Gurobi Staff

  • March 03, 2023 18:30
  • Edited

  This is something our Dev team is aware of but it is more complicated to implement than one might imagine. We will keep improving our code, though, and this feature might be part of the solver in a future release.

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