Tuesday, August 27, 2013

Cplex solution pool

I am working on a fairly complex but small MIP model, where we want to find a large number of non-dominated, feasible solutions (Pareto solutions). In one of the models we have developed for this, we use Cplex to quickly give us all solutions in a certain neighborhood using the solution pool facilities (we filter out dominated solutions later on). As the models are fairly small, it was not immediately obvious if more cores or cpus would help. It turns out it really does: