Tuesday, December 20, 2016

SAS/OR MIP solver

In (1) the performance of the SAS/OR MIP solver is discussed. It uses the MIPLIB problem set. Timings from different studies are always difficult to compare, but if we take the 214 or 218 feasible problems, and measure how many of those problems could be solved within in 2 hours we see:

Solver Number solved within 2 hours (12 threads) Source
CBC 119 of 218 (3)
SAS/OR 170 of 214 (1)
Cplex 204 of 218 (3)
Gurobi 210 of 218 (3)

I think it is fair to guess that the SAS solver is faster than CBC but a little bit slower than the market leaders Cplex and Gurobi. Again: I don’t know the difference in speed between the machines these benchmarks were executed on, so take this with a grain of salt.

I have quite a few clients with large SAS licenses, but they typically do not use SAS/OR. As a result I have never used the SAS/OR solvers. I usually use SAS as a database. My typical workflow is: export the SAS data, combine with other data, develop and solve the models with other tools and report solutions in Excel.

References
  1. Imre PĆ³lik, How good is the MILP solver in SAS/OR?, December 2016, http://blogs.sas.com/content/operations/2016/12/19/good-milp-solver-in-sasor/
  2. Philipp M. Christophel e.a., The SAS MILP Solver: Current Status and Future Development, INFORMS 2016 meeting, http://blogs.sas.com/content/operations/files/2016/12/Christophel_INFORMS2016.pdf 
  3. H. Mittelmann, The solvable MIPLIB instances (MIPLIB2010), http://plato.asu.edu/ftp/solvable.html