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Optimization Direct Inc.
October 2019
Amazing results with
ODH|CPLEX
Miplib Open-v7 Models
• Public collection of 286 models to which an optimal
solution has not been proven
• 257 models are known to have a feasible solution
• No solution found to 29 models
• Tried ODH|CPLEX on this set
• Proves optimality on 9 models
• Finds better solutions than the ‘best known’ in 2 hours to
101 (39%) of them with 8 threads (43% with 16 threads)
• Finds solutions to 5 models where no solution found before
Better Solutions: 8 Threads, 2 hrs
• Optimality on 6 models (2 absolute)
• Better solutions on 39%, matched on 19%
• ‘Top Ten’:
Model Best known ODH Soln Diff Gap Time
rmine25 -2553.479 -10831.51 324.2% 240% 2792
rmine21 -2645.005 -10500.37 297.0% 1.70% 2613
mining 531134254.8 -793124325 249.3% 16.25% 512
eva1aprime6x6opt -3.04087066 -6.764053 122.4% 6795% 84
lr1dr12vc10v70b-t360 8892940.708 1196600.61 86.5% 17.70% 137
fastxgemm-n3r23s5t6 27087 6087 77.5% 98.62% 901
neos-4292145-piako 112705.8 37302 66.9% 58.38% 300
allcolor58 3378 1403 58.5% 97.01% 516
allcolor10 159 67 57.9% 91.04% 92
neos-5273874-yomtsa 128.7594515 54.889718 57.4% 100% 809
Optimal Solutions: 8 Threads, 2 hrs
Proved optimality on 10 models
• 4 completed search (‘zero tolerance’)
• 6 may have been proved to tolerance before
Model Best known ODH Soln Diff Gap Time
graph20-80-1rand -6 -6 0.00% 0.00% 7165
neos-4335793-snake 43 27 37.2% 0.00% 4510
neos-954925 -237.769 -237.769 0.0% 0.00% 2391
breastcancer-regularized 35.71 35.77-0.15% 0.00% 9
snp-06-004-052 1869531920 1869538126 0.0% 0.00% 474
neos-4290317-perth 3017386 3017333 0.0% 0.01% 5900
neos-3068746-nene 61910284 61910284 0.0% 0.01% 3420
gmut-76-40 -14169443 -14168137 0.0% 0.01% 141
minutedispatchstrategy 3109.9 3109.9 0.0% 0.01% 5545
gmut-76-50 -1417139 -14170547 0.0% 0.01% 1491
Useable Solutions: 8 Threads, 2 hrs
Useable results on at least 7 models:
• ODH gives gap < 5%
• previous gap > 5%
Model Best known ODH Soln Diff Gap
neos-4335793-snake 43 27 37.2% 0.00%
adult-regularized 7022.95 10.16 99.9% 0.01%
pizza27i 773290 701882 9.2% 1.24%
rmine21 -2645.00 -10500.37 297% 1.70%
lr1dr04vc05v17a-t360 416992.41 255588.98 38.7% 3.04%
fhnw-binschedule0 16642 16188 2.7% 3.37%
bppc6-06 212 210 0.9% 4.29%
New Solutions: 8 Threads, 2 hrs
Gets solutions to 5 models of 29 where no solution found before
Model ODH Soln Gap
kosova1 2027 100.00%
neos-3740487-motru 164.4692 7.49%
neos-4535459-waipa 26192754 100.00%
neos-4545615-waita 8879 59.18%
neos-5189128-totara 35987269 98.69%
Conclusions
• Customers now want to solve larger and large models
• Hard size barriers to solve (to optimality) or even to
getting a solution at all
• ODHeuristics can find good solutions
• Useful on small(er) models too
• ODH|CPLEX can provide solutions of proven optimality
quality
• Parallel solution methods best way of exploiting modern
hardware (although limited by memory bus speeds)
Benchmarking and Evaluation
• If you think that ODHeuristics and/or
ODH|CPLEX might work for you:
• send us your difficult matrices and we will send you the
results
• request an evaluation copy

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Amazing results with ODH|CPLEX

  • 1. Optimization Direct Inc. October 2019 Amazing results with ODH|CPLEX
  • 2. Miplib Open-v7 Models • Public collection of 286 models to which an optimal solution has not been proven • 257 models are known to have a feasible solution • No solution found to 29 models • Tried ODH|CPLEX on this set • Proves optimality on 9 models • Finds better solutions than the ‘best known’ in 2 hours to 101 (39%) of them with 8 threads (43% with 16 threads) • Finds solutions to 5 models where no solution found before
  • 3. Better Solutions: 8 Threads, 2 hrs • Optimality on 6 models (2 absolute) • Better solutions on 39%, matched on 19% • ‘Top Ten’: Model Best known ODH Soln Diff Gap Time rmine25 -2553.479 -10831.51 324.2% 240% 2792 rmine21 -2645.005 -10500.37 297.0% 1.70% 2613 mining 531134254.8 -793124325 249.3% 16.25% 512 eva1aprime6x6opt -3.04087066 -6.764053 122.4% 6795% 84 lr1dr12vc10v70b-t360 8892940.708 1196600.61 86.5% 17.70% 137 fastxgemm-n3r23s5t6 27087 6087 77.5% 98.62% 901 neos-4292145-piako 112705.8 37302 66.9% 58.38% 300 allcolor58 3378 1403 58.5% 97.01% 516 allcolor10 159 67 57.9% 91.04% 92 neos-5273874-yomtsa 128.7594515 54.889718 57.4% 100% 809
  • 4. Optimal Solutions: 8 Threads, 2 hrs Proved optimality on 10 models • 4 completed search (‘zero tolerance’) • 6 may have been proved to tolerance before Model Best known ODH Soln Diff Gap Time graph20-80-1rand -6 -6 0.00% 0.00% 7165 neos-4335793-snake 43 27 37.2% 0.00% 4510 neos-954925 -237.769 -237.769 0.0% 0.00% 2391 breastcancer-regularized 35.71 35.77-0.15% 0.00% 9 snp-06-004-052 1869531920 1869538126 0.0% 0.00% 474 neos-4290317-perth 3017386 3017333 0.0% 0.01% 5900 neos-3068746-nene 61910284 61910284 0.0% 0.01% 3420 gmut-76-40 -14169443 -14168137 0.0% 0.01% 141 minutedispatchstrategy 3109.9 3109.9 0.0% 0.01% 5545 gmut-76-50 -1417139 -14170547 0.0% 0.01% 1491
  • 5. Useable Solutions: 8 Threads, 2 hrs Useable results on at least 7 models: • ODH gives gap < 5% • previous gap > 5% Model Best known ODH Soln Diff Gap neos-4335793-snake 43 27 37.2% 0.00% adult-regularized 7022.95 10.16 99.9% 0.01% pizza27i 773290 701882 9.2% 1.24% rmine21 -2645.00 -10500.37 297% 1.70% lr1dr04vc05v17a-t360 416992.41 255588.98 38.7% 3.04% fhnw-binschedule0 16642 16188 2.7% 3.37% bppc6-06 212 210 0.9% 4.29%
  • 6. New Solutions: 8 Threads, 2 hrs Gets solutions to 5 models of 29 where no solution found before Model ODH Soln Gap kosova1 2027 100.00% neos-3740487-motru 164.4692 7.49% neos-4535459-waipa 26192754 100.00% neos-4545615-waita 8879 59.18% neos-5189128-totara 35987269 98.69%
  • 7. Conclusions • Customers now want to solve larger and large models • Hard size barriers to solve (to optimality) or even to getting a solution at all • ODHeuristics can find good solutions • Useful on small(er) models too • ODH|CPLEX can provide solutions of proven optimality quality • Parallel solution methods best way of exploiting modern hardware (although limited by memory bus speeds)
  • 8. Benchmarking and Evaluation • If you think that ODHeuristics and/or ODH|CPLEX might work for you: • send us your difficult matrices and we will send you the results • request an evaluation copy