Problem is having 480000 columns and 68000 Rows. Model is combination of Set partioning and Flow model. I tried methods available solving LP in Cplex using parameter cplex.lpmethod. All methods are taking more than 1 hour.Dear OR Experts, Could you please help me to solve this LP problem faster in cplex?

asked 18 Aug '16, 10:12

Amit%20Sarkar's gravatar image

Amit Sarkar
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Did you try a barrier/interior-point method?

If you are willing to make it available to me, then I can try MOSEK on the problem and see what comes up.

Mittleman might also be interested in the problem for benchmarks.

link

answered 18 Aug '16, 10:38

Erling_MOSEK's gravatar image

Erling_MOSEK
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accept rate: 3%

@Erling_MOSEK I have tried Dual simplex and barrier/interior point method but it is still taking at least 1 hour. Is it ok to try MOSEK 8.0 which is full version is available? Please let me know the configuration of the system to run such large problem. Thanks, Amit

(19 Aug '16, 03:00) Amit Sarkar

You are welcome to try MOSEK v8 from our webpage. Grab the beta and a trial license. Interior-point like fast floating point, large caches and say 8 cores. More cores can be useful but often is not.

(19 Aug '16, 04:12) Erling_MOSEK

There's a dedicated IBM CPLEX forum, here. You're also welcome to send me information about the model via email and I will take a look at it, see my contact information.

link

answered 19 Aug '16, 03:24

Bo%20Jensen's gravatar image

Bo Jensen ♦
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accept rate: 14%

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Asked: 18 Aug '16, 10:12

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