| R. Bixby, W. Cook, A. Cox, and E. K. Lee, Parallel Mixed Integer Programming, Rice University Center for Research on Parallel Computation Research Monograph CRPC-TR95554 (1995). |
....are provided in both [16] and [35] Eckstein [13] also provides a good overview of the implementation of parallel branch and bound. A substantial number of papers have been written speci cally about the application of parallel branch and bound to discrete optimization problems, including [5, 9, 17, 24, 37]. 6 3 Overview of Library Design 3.1 The Library Hierarchy To make the framework easy to maintain, easy to use, and as exible as possible, our design is a multi layered class library, in which the only assumptions made in each layer about the algorithm being implemented are those needed for ....
R. Bixby, W. Cook, A. Cox, and E. K. Lee, Parallel Mixed Integer Programming, Rice University Center for Research on Parallel Computation Research Monograph CRPC-TR95554 (1995).
....the solution of mixed integer programs of sizes and with speeds that did not seem possible ten years ago. There are many reasons to believe that parallel computing may provide the opportunity for even greater advances. Related work in parallel distributed mixed integer program solution appears in [1, 2, 3, 4, 5, 6]. Parino (Parallel Mixed Integer Optimizer) is a parallel software system that we have developed for solving mixed integer programs (MIPs) Parino is an evolving system, College of Computing, Georgia Institute of Technology y Industrial and Systems Engineering, Georgia Institute of Technology ....
R.E. Bixby, W. Cook, A. Cox, and E. Lee, "Parallel Mixed Integer Programming," Technical Report CRPC-TR95554, Center for Parallel Computation, Rice University, 1995.
....entire face will be cut off. 10 4 Disjunctive cuts The disjunctive procedure was developed by Balas (see [11] as a general purpose approach to generating valid inequalities for mixed integer programs. Recently, this procedure has found great success in branch and cut algorithms; see [2] 3] [6]. For the purpose of this paper, the procedure may be described as follows. Consider a node of the branch and cut tree where t variables have been branched up and F is the set of variables not yet branched on, and let the current formulation consist of Cx d together with the surrogate constraint ....
....make multithreaded programs easily portable from one computer to another, possibly with a different number of processors. Multi processor computers of this kind are now becoming widely available. In terms of our problem, we solve several nodes in parallel (this is similar to the approach used in [6], 8] 14] with very different parallel architectures) In the steady state of the algorithm, for some integer M 1 chosen by the user, M nodes will be simultaneously being solved. Then we ffl Wait until one of the current node solving threads terminates, ffl Post process the corresponding ....
R. Bixby, W.J. Cook, A. Cox, and E. Lee, Parallel mixed-integer programming, manuscript (1994).
....data. The above process is repeated until the entire list of active nodes is exhausted and every processor is idle, signaling the completion of the parallel processing. 5 Numerical Results Gathering our experience in the implementation of interior point solvers and branch and bound algorithms [2, 3, 4, 7, 8, 9, 23, 24, 28, 29, 31], the entire optimization code is built in house in C to allow greater flexibility and efficiency in adapting features from the SQP solver within the tree search environment. In this section, we report our preliminary tests performed on five portfolio problems and 16 mixed 0 1 instances from ....
Bixby, R.E., W. Cook, A. Cox, and E.K. Lee, "Parallel Mixed Integer Programming," Research Monograph CRPC-TR95554, Center for Research on Parallel Computation, Rice University, Houston, Texas 1995.
....rooted at that task. The computed score of one subtree can be used as the cutoff value in subsequent computations. This program allocates a lot of objects in shared memory, but in the end most of the objects are accessed by only one process. MIP solves the Mixed Integer Programming problem [6], a form of linear programming in which many of the variables are restricted to have integer values. It uses branch and bound to find the optimal solution to the problem. Nodes in the search space are kept in a doubly linked queue. Each process takes a node from this queue, performs some ....
R. Bixby, W. Cook, A. Cox, and E. Lee. Parallel mixed integer programming. Submitted for publication, 1995.
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