Wednesday, December 17, 2008

Coin OR's CBC performance

COIN OR's CBC solver is often showing excellent performance. Here is an example of a somewhat difficult MIP:
  • LP solve: 4 hours (as reported by user)
  • Cplex: 135 seconds 
  • CBC: 183 seconds
(all using defaults). 

If you have the funds to buy Cplex: running Cplex on 4 cores and more aggressive cut generation reduced the solution time to 33 seconds.