About parallel programing for QCQP problem

Answered

qingqing zhao

• July 19, 2019 17:26

Hi all,

May I ask when Gurobi solving a QCQP problem, does it do it parallelly? Is there any paper/articles I can read to learn about how to parallel QCQP problems?

Thanks 

 

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  Daniel Espinoza

  • July 19, 2019 19:56

  Hi Zhao,

  The branch and bound part is done in parallel (for problems with integrality constraints), and for purely continuous convex quadratic problems, a big part of Barrier is performed in parallel.

  Best,
  Daniel

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  qingqing zhao

  • July 19, 2019 20:20

  

  

  

  Hi Daniel,

   

  Thanks for your reply. I know that things like matrix multiplication can be done very fast using parallel, may I ask what do you mean by 'a big part of the Barrier is performed in parallel'? Does it mean that it break the big problem into small subproblems and solve them in each core, and then communicate and update, or you mean that a lot of operations of Barrier is done in parallel, like matrix multiplication? 

   

  Thanks a lot! 

  QQ

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  Daniel Espinoza

  • July 19, 2019 22:13

  Hi Zhao,

  I mean it in this context: https://link.springer.com/chapter/10.1007/3-540-63138-0_22

  Daniel

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