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Creating an array takes lots of time

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5 comments

  • Ronald van der Velden
    Gurobi Staff Gurobi Staff

    Hi Betül,

    Thanks for posting on the forum! This seems to be a general performance issue unrelated to Gurobi, unless I'm missing something? Nevertheless I'm curious what the magnitude of J and L is here, since the total number of operations is O(I*M*T*J*L) those might help explain the slowness. Also, is your code written in C#? And what is the type of c and ycap - are they simple multidimensional arrays of type int[,] and int[,,,] as well?

    Kind regards,
    Ronald

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  • Betül Kayışoğlu
    First Comment
    Gurobi-versary
    First Question

    Hi Ronald, it seems it is not related with Gurobi you are right, but I have trouble with constructing the model so maybe I thought it can be related with Gurobi. Yes I am using c#.

    In fact I also coded the model on gams and I have cplex licence on gams, I am solving the same model in seconds 

    c and ycap are simple multidimensional arrays of type int[,] and int[,,,] as well.

     

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  • Ronald van der Velden
    Gurobi Staff Gurobi Staff

    Interesting! Matrix multiplication in GAMS might be more efficient than "raw" C# - indeed this has nothing to do with the solver being used, whether that's Gurobi or CPLEX. But I'm still curious to see what can be done here :-)

    • It would still be good to know the size of J and L.
    • Also, I can imagine c and/or ycap are sparse, e.g. they contain many zeros. In this case, many of the operations done by .NET are effectively "useless". In that case I would go back to the source of the numbers for c and ycap and think of a different datastructure that would allow a more efficient calculation.
    • Finally, you can always use multithreading to speed this calculation up. C# has low-level (e.g. Thread class) and more high-level (e.g. Task class, or even the Parallel.For options) features that could help you.
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  • Betül Kayışoğlu
    First Comment
    Gurobi-versary
    First Question

    you are probably right, i am new with Gurobi and wondered if it is special for that.

    * size of j and l are 225 both.

    * yes you are right with this prediction, there are so many zeros e.g. in c there are 225*3038 elements and only 3038 of them have values where the rest is all zero. do you have any suggestion for the different data structure?

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  • Ronald van der Velden
    Gurobi Staff Gurobi Staff

    in c there are 225*3038 elements and only 3038 of them have values

    I guess for every i there is exactly one l with a non-zero value? In that case:

    • You don't need the inner-most loop iterating over all l , since only one is relevant
    • c[,] could be one-dimensional instead
    • You would need a dictionary that, for each i, gives you the corresponding l

    Does that help? In theory it would give you a ~225x speedup to start with. You might be able to spot similar opportunities if ycap also has certain patterns.

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