I am a full-time consultant and provide services related to the design, implementation and deployment of mathematical programming, optimization and data-science applications. I also teach courses and workshops. Usually I cannot blog about projects I am doing, but there are many technical notes I'd like to share. Not in the least so I have an easy way to search and find them again myself. You can reach me at erwin@amsterdamoptimization.com.
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.
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