Progress in mathematical programming solvers from 2001 to 2020

EURO Journal on Computational Optimization

Jaap Pedersen¹  Timo Berthold²  Charlie Vanaret³  Thorsten Koch⁴ 

[1] Corresponding author.;Zuse Institute Berlin, Takustraße 7, 14195 Berlin, Germany;Fair Isaac Germany GmbH, Stubenwald-Allee 19, 64625 Bensheim, Germany;Technische Universität Berlin, Chair of Software and Algorithms for Discrete Optimization, Straße des 17. Juni 135, 10623 Berlin, Germany;

关键词: LP solver;    MILP solver;    Mathematical programming software;    Benchmark;    Mixed Integer Programming;   

DOI  :  

来源: DOAJ

【 摘 要 】

This study investigates the progress made in lp and milp solver performance during the last two decades by comparing the solver software from the beginning of the millennium with the codes available today. On average, we found out that for solving lp/milp, computer hardware got about 20 times faster, and the algorithms improved by a factor of about nine for lp and around 50 for milp, which gives a total speed-up of about 180 and 1,000 times, respectively. However, these numbers have a very high variance and they considerably underestimate the progress made on the algorithmic side: many problem instances can nowadays be solved within seconds, which the old codes are not able to solve within any reasonable time.

【 授权许可】

Unknown