A First Implementation of ParaXpress: Combining Internal and External Parallelization to Solve MIPs on Supercomputers

摘要

The Ubiquity Generator (UG) is a general framework for the external parallelization of mixed integer programming (MIP) solvers. It has been used to develop ParaSCIP, a distributed memory, massively parallel version of the open source solver SCIP, running on up to 80,000 cores. In this paper, we present a first implementation of ParaXpress, a distributed memory parallelization of the powerful commercial MIP solver FICO Xpress. Besides sheer performance, an important difference between SCIP and Xpress is that Xpress provides an internal parallelization for shared memory systems. When aiming for a best possible performance of ParaXpress on a supercomputer, the question arises how to balance the internal Xpress parallelization and the external parallelization by UG against each other. We provide computational experiments to address this question and we show preliminary computational results for running a first version of ParaXpress on 6,144 cores in parallel.