Fastest Solver for large scale LP solving

GAMS
1

Hi everyone,

we are currently implementing a large scale commercial LP model of the
european electricity market. The question we have run into is wether
CPLEX ist the solver of choice or others like MOSEK might be a better
one. The most important aspect is multithread performance in a MS
Windows environment.

Any suggestions or links to publications regarding solver performance?

Thank you and kind regards,

Daniel

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2

Hi Daniel,
what you are doing is just like asking the community of drivers
of automobiles which car you should buy for your upcoming trip
around the world. How would they know?
What people in your situation typically do is to take a good
sample of their problems and test and compare the solvers in
question. You can even ask the vendors of the software to do it
for you.
Naturally, noone has alread done what you need and noone could do it.
My LP benchmarks on http://plato.asu.edu/bench.html
show that all three you mention are solid solvers and as far as know
all are constantly being improved with Gurobi being the most
recent and probably most actively developed one.
Happy individual benchmarking! In fact, I am already providing so much
free service, I am offering to do some of it for you.
Hans


On Feb 9, 1:54 am, dan wrote:

Hi everyone,

we are currently implementing a large scale commercial LP model of the
european electricity market. The question we have run into is wether
CPLEX ist the solver of choice or others like MOSEK might be a better
one. The most important aspect is multithread performance in a MS
Windows environment.

Any suggestions or links to publications regarding solver performance?

Thank you and kind regards,

Daniel

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3

Dan:

Hans Mittelmann from Arizona State University has some extensive benchmarks posted on his website:

http://plato.asu.edu/bench.html

Although I think his runs are on a Linux operating system.

-Andres

From: gamsworld@googlegroups.com [gamsworld@googlegroups.com] On Behalf Of dan [daniel.braaker@googlemail.com]
Sent: Wednesday, February 09, 2011 1:54 AM
To: gamsworld
Subject: Fastest Solver for large scale LP solving

Hi everyone,

we are currently implementing a large scale commercial LP model of the
european electricity market. The question we have run into is wether
CPLEX ist the solver of choice or others like MOSEK might be a better
one. The most important aspect is multithread performance in a MS
Windows environment.

Any suggestions or links to publications regarding solver performance?

Thank you and kind regards,

Daniel

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