ODH-CPLEX is a high performance solver for Mixed Integer Programming (MIP) and Mixed Integer Quadratic Programming (MIQP/MIQCP) problems. ODH-CPLEX uses the CPLEX solver underneath and is made to run on modern multiprocessor machines. While it is designed for scheduling problems, it’s been deployed effectively on packing and other supply chain applications as well. We have noticed considerable runtime improvements for customers who use the CPLEX solver and ODH add-on. To give you more insight into these benefits, we invited the solver’s creators, Optimization Direct, for a webinar. Get a summary below or watch the full presentation by Dr. Robert Ashford and Dr. Alkis Vazacopoulos here.
Improving Solve Times for Large Scale Optimization
As supply chains become more complex, models are becoming larger and equally complex to run. ODHeuristics offers a toolset for handling large and/or difficult MIPs. The ODH-CPLEX solver goes further than CPLEX in finding an initial solution. It improves the solution by decomposing the original model into sub-models. Each ODH thread solves its own set of sub-models. It then combines the solutions across threads and repeats the process with fresh decomposition, progressively increasing the sub-model size.
Decomposition itself can be inferred from simple things like variable names or a user-supplied pattern. It can also be done using a call-back in AIMMS, or automatically inferred from the matrix structure for the model. The code can be run in deterministic or opportunistic mode.
The latest release of ODH-CPLEX (version 5.29) has been found to improve model performance by 50-100%. In the tables below, you can see how OHD-CPLEX solve times compare to CPLEX 12.90 for different models, running on different processors (4 and 24 core) and threads (8 and 12).
Applications
The webinar delves further into model performance improvements in forestry management, healthcare, electricity generation and chemical supply chain applications. The example below shows you solve time improvements for an AIMMS customer in the chemical industry. Curious about using ODH-CPLEX to improve solve times? Watch the webinar to learn more and see a demo in AIMMS.
