Solving different models in parallel (C++/OpenMP)

回答済み

Yauhen Yakimenka

2019年12月27日 17:04 編集済み

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Disclaimer: I am rather new to Gurobi so don't fully understand all the details.

I have a lot (thousands) of relatively small linear programs to solve. My idea is to write an OpenMP loop where each thread solves its part of liinear programs. Later, all the solutions are merged and output. Something like that:

 

vector<MyParams> lp_problem_descriptions;

// load lp_problem_descritptions

int num_of_problems = lp_problem_descriptions.size();

vector<double> global_solutions;

GRBenv env = GRBenv(true); // or should it be one for each thread?

env.start();

#pragma omp parallel

{

    vector<double> local_solutions;

#pragma omp for nowait

    for (int i = 0; i < num_of_problems; i++) {

        GRBmodel model = GRBmodel(env);

        // fill in model with values from lp_problem_descritptions[i]

        model.optimize();

        if (model.get(GRB_IntAttr_Status) == GRB_OPTIMAL) {

            local_solutions.push_back(model.get(GRB_DoubleAttr_ObjVal));

        }

    } // for

#pragma omp critical

    {

        for (double val: local_solutions) global_solutions.push_back(val);

    }

}

// output global_solutions

 

My question is whether it's possible with Gurobi (running independent models in parallel threads). And if so, should I use the same GRBenv for all the threads or each thread should have its own?

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• 正式なコメント

  

  Simranjit Kaur

  • Gurobi Staff

  2024年12月06日 00:51

  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?.
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  Silke Horn

  • Gurobi Staff

  2019年12月30日 08:36

  Yes, with Gurobi it is possible to solve multiple models in parallel. (It actually depends on the license type, but with an academic license, this is allowed.)

  Please use a different environment for each thread. (Within one thread, you can reuse the environment.)

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  Yauhen Yakimenka

  2019年12月30日 09:35

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  Great, thanks!

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  Carlos Martin

  2020年06月28日 23:43 編集済み

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  Silke Horn Under the C API, I get a segfault whenever I call GRBnewmodel inside an OMP parallel for loop, e.g.

  #pragma omp parallel for // works when this line alone is commented
  for (long batch = 0; batch < n_batch; ++batch)
  {
    printf("hello from batch %ld\n", batch);
    GRBenv* env;
    GRBemptyenv(&env);
    GRBsetintparam(env, GRB_INT_PAR_OUTPUTFLAG, 0);
    GRBstartenv(env);
    GRBmodel* model;
    GRBnewmodel(env, &model, NULL, 1, NULL, NULL, NULL, NULL, NULL); // works when this line alone is commented
    GRBfreemodel(model);
    GRBfreeenv(env);
  }

  What might be causing this?

  0

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