develop an algorithm
AnsweredHi,
I'm developing a Branch&Bound algorithm to solve a MILP model, I'm curious about what's the different between using my algorithm with the gurobi solver? And my algorithm is slower than gurobi, I don't know why. Can I just call gurobi to only use Branch&Bound algorithm to solve the model?
Thanks for reading and helping me out!
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Hi Tao,
The difference between using your custom Branch & Bound (B&B) algorithm and the Gurobi solver primarily lies in the optimization techniques and efficiency of the algorithms employed. Gurobi's solver is a highly optimized, commercial-grade implementation that not only uses a sophisticated B&B algorithm but also incorporates various other advanced techniques, such as:
- Cutting Planes: Gurobi uses various cutting plane methods to tighten the linear programming relaxation.
- Heuristics: Gurobi includes primal heuristics to find feasible solutions quickly.
- Presolve Techniques: These techniques simplify the model before the main optimization process starts.
- Parallel Processing: Gurobi can leverage multiple CPU cores to parallelize parts of the optimization process.
- Parameter Tuning: Gurobi has a large number of parameters that can be tuned to improve performance for specific types of problems.
These advanced techniques significantly enhance the performance and speed of solving MILP models compared to a basic B&B algorithm.
If your B&B algorithm is slower, it might be because it lacks these additional optimizations and heuristics that Gurobi employs. The effectiveness of Gurobi's algorithm comes from years of development, fine-tuning, and leveraging advanced mathematical techniques that may be challenging to replicate in a custom algorithm.
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