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Can Gurobi be used with Intel's Thread Building Blocks and/or oneAPI?

Answered
Ram Meenakshisundaram
  • Gurobi-versary
  • First Comment
  • First Question

I am currently working on a fairly complicated problem that requires some parallelization of my code and thus I am planning on using TBB.  It also requires the use of some optimization so I am planning on using Gurobi for that.  I suspect I will be running multiple threads where in each thread, there is a potential for me to solve an optimization problem.  Can Gurobi handle this?

 

Thanks,


Ram

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3 comments

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  • Official comment
    Simranjit Kaur
    • Gurobi Staff
    Edited
    This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
  • Matthias Miltenberger
    • Gurobi Staff

    Hi Ram,

    Yes, this is possible. Please note that you should use a separate Gurobi environment for each thread.

    You should also keep in mind that Gurobi is already internally parallelized and will always try to make use of the available cores, so you might want to limit each thread's parallelism by setting the Threads parameter accordingly.

    Cheers,
    Matthias

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  • Ram Meenakshisundaram
    • Gurobi-versary
    • First Comment
    • First Question

    Hi Matthias,


    Thanks for the response.  What I want to do is to run a Monte Carlo Simulation where I need to optimize some function during each trial.  I would also like to parallelize the trials as well.  Since I can see the number of trials to become fairly large, I am wondering what would be the best approach to solving this problem and how Gurobi can help in this regards...

     

    Thanks,

    Ram

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