Thursday, July 30, 2009

LP file

I have a .lp file which takes very long time (more than 40 hours
without finish) when it is run on CPLEX's Interactive Optimizer
version 10.2.

As I only have CPLEX v.10.2, I was wondering if someone could run
the .lp file for me on the latest version of CPLEX (or Gurobi or other
solvers), and then tell me the results.

After you finish running the case, please tell me:
    (1) The software you use and the software version.
    (2) How long does it take to finish?
    (3) The spec. of the computer that are used to run the .lp file,
and whether the multi-thread function is turned on.
    (4) The final values of all the variables.
    (5) Why the .lp file takes so long?

This is a MIP model. An LP file (or MPS file) is a bad way to look at a MIP problem and give advice about better formulations. Difficult MIP models should always be implemented in a modeling language so you can look at the model, actually understand it and think about it.

Another good example how not to disseminate models is http://www.gamsworld.org/performance/index.htm. The models are totally obscured so they loose any meaning, and don’t allow any reasoning why a certain model gives performance problems for certain solvers.

When we want to learn something about the performance of a model I would argue that it is not helpful to use a format (LP/MPS) that hides the structure and that prohibits reformulations. This is especially the case for discrete models, but also for non-linear models.