Progress in mathematical programming solvers from 2001 to 2020

IF 2.6 Q2 OPERATIONS RESEARCH & MANAGEMENT SCIENCE

EURO Journal on Computational Optimization Pub Date : 2022-01-01 DOI:10.1016/j.ejco.2022.100031

Thorsten Koch , Timo Berthold , Jaap Pedersen , Charlie Vanaret

引用次数: 18

Abstract

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.

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2001 - 2020年数学规划解算器的进展

本研究通过比较千年之初的求解器软件与今天可用的代码，调查了lp和milp求解器性能在过去二十年中取得的进展。平均而言，我们发现在求解lp/milp时，计算机硬件的速度提高了大约20倍，而lp和milp的算法分别提高了约9倍和约50倍，这使得总速度分别提高了约180倍和1,000倍。然而，这些数字有很大的差异，它们大大低估了算法方面的进展:现在许多问题实例可以在几秒钟内解决，而旧代码无法在任何合理的时间内解决。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

EURO Journal on Computational Optimization OPERATIONS RESEARCH & MANAGEMENT SCIENCE-

CiteScore

3.50

自引率

0.00%

发文量

审稿时长

60 days

期刊介绍： The aim of this journal is to contribute to the many areas in which Operations Research and Computer Science are tightly connected with each other. More precisely, the common element in all contributions to this journal is the use of computers for the solution of optimization problems. Both methodological contributions and innovative applications are considered, but validation through convincing computational experiments is desirable. The journal publishes three types of articles (i) research articles, (ii) tutorials, and (iii) surveys. A research article presents original methodological contributions. A tutorial provides an introduction to an advanced topic designed to ease the use of the relevant methodology. A survey provides a wide overview of a given subject by summarizing and organizing research results.