Cbc solver crashes Julia with multithreading

The Cbc solver crashes Julia when using more than one threads for optimization. It gives an error message that Julia has exited. Here is a MWE based on JuMP tutorial on facility location:

using JuMP, Cbc, LinearAlgebra, Random
Random.seed!(314)

# number of clients
m = 12
# number of facility locations
n = 5

# Clients' locations
Xc = rand(m)
Yc = rand(m)

# Facilities' potential locations
Xf = rand(n)
Yf = rand(n)

# Fixed costs
f = ones(n);

# Distance
c = zeros(m, n)
for i in 1:m
    for j in 1:n
        c[i, j] = LinearAlgebra.norm([Xc[i] - Xf[j], Yc[i] - Yf[j]], 2)
    end
end
ufl = Model(Cbc.Optimizer)
set_optimizer_attributes(ufl,"threads" => 8)

@variable(ufl, y[1:n], Bin);
@variable(ufl, x[1:m, 1:n], Bin);
@constraint(ufl, client_service[i in 1:m], sum(x[i, j] for j in 1:n) == 1);
@constraint(ufl, open_facility[i in 1:m, j in 1:n], x[i, j] <= y[j]);
@objective(ufl, Min, f'y + sum(c .* x));
optimize!(ufl)
println("Optimal value: ", objective_value(ufl))

I have following versions of the packges: Cbc v0.9.1, JuMP v0.22.1

I cannot reproduce this. How did you start Julia? What is versioninfo()? Were you running multiple solves in parallel?

I can reproduce the exit error:

Running on Windows 10, Julia 1.7.0, JuMP 0.22.1, Cbc 0.9.1

Welcome to the CBC MILP Solver
Version: 2.10.5
Build Date: Jan  1 1970

command line - Cbc_C_Interface -threads 8 -solve -quit (default strategy 1)
threads was changed from 0 to 8
Continuous objective value is 5.70184 - 0.00 seconds
Cgl0004I processed model has 72 rows, 65 columns (65 integer (65 of which binary)) and 180 elements
Cbc0038I Initial state - 0 integers unsatisfied sum - 0
Cbc0038I Solution found of 5.70184
Cbc0038I Before mini branch and bound, 65 integers at bound fixed and 0 continuous
Cbc0038I Mini branch and bound did not improve solution (0.02 seconds)
Cbc0038I After 0.02 seconds - Feasibility pump exiting with objective of 5.70184 - took 0.01 seconds
Cbc0012I Integer solution of 5.7018395 found by feasibility pump after 0 iterations and 0 nodes (0.03 seconds)

[process exited with code 3221225512]

Running without multi-threading.
i.e. commenting out set_optimizer_attributes(ufl,"threads" => 8)

Welcome to the CBC MILP Solver
Version: 2.10.5
Build Date: Jan  1 1970

command line - Cbc_C_Interface -solve -quit (default strategy 1)
Continuous objective value is 5.70184 - 0.00 seconds
Cgl0004I processed model has 72 rows, 65 columns (65 integer (65 of which binary)) and 180 elements
Cbc0038I Initial state - 0 integers unsatisfied sum - 0
Cbc0038I Solution found of 5.70184
Cbc0038I Before mini branch and bound, 65 integers at bound fixed and 0 continuous
Cbc0038I Mini branch and bound did not improve solution (0.03 seconds)
Cbc0038I After 0.03 seconds - Feasibility pump exiting with objective of 5.70184 - took 0.02 seconds
Cbc0012I Integer solution of 5.7018395 found by feasibility pump after 0 iterations and 0 nodes (0.04 seconds)
Cbc0001I Search completed - best objective 5.701839454572419, took 0 iterations and 0 nodes (0.04 seconds)
Cbc0035I Maximum depth 0, 0 variables fixed on reduced cost
Cuts at root node changed objective from 5.70184 to 5.70184
Probing was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Gomory was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Knapsack was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Clique was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
MixedIntegerRounding2 was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
FlowCover was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
TwoMirCuts was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
ZeroHalf was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)

Result - Optimal solution found

Objective value:                5.70183945
Enumerated nodes:               0
Total iterations:               0
Time (CPU seconds):             0.10
Time (Wallclock seconds):       0.10

Total time (CPU seconds):       0.12   (Wallclock seconds):       0.12

Optimal value: 5.701839454572419
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This might be windows-specific then, in which case, we’re a bit out of luck.

What happens if you use fewer threads (e.g., 2)?

I suggest you either solve single threaded, or try a different solver (e.g., HiGHS, or a commercial solver like CPLEX or Gurobi).

Agree, I can’t reproduce the error on macOS.

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I have tried setting threads to 2 but it also finds a solution and then exits the Julia session (see log below). Only setting number of threads to zero-the default in Cbc works.

I started Julia session using Juno and also tested in Julia command line.

I was not running multiple solves in parallel.

I don’t know whether the error with Cbc is windows specific or due to the Julia version (1.7 on the current system). I have used Cbc solver with multiple threads without issues in the past on a windows laptop with Julia version 1.6.

HiGHS works without issues. I used the option highs_min_threads to set the threads to 8.

Welcome to the CBC MILP Solver 
Version: 2.10.5 
Build Date: Jan  1 1970

command line - Cbc_C_Interface -threads 2 -solve -quit (default strategy 1)
threads was changed from 0 to 2
Continuous objective value is 5.70184 - 0.00 seconds
Cgl0004I processed model has 72 rows, 65 columns (65 integer (65 of which binary)) and 180 elements
Cbc0038I Initial state - 0 integers unsatisfied sum - 0
Cbc0038I Solution found of 5.70184
Cbc0038I Before mini branch and bound, 65 integers at bound fixed and 0 continuous
Cbc0038I Mini branch and bound did not improve solution (0.01 seconds)
Cbc0038I After 0.01 seconds - Feasibility pump exiting with objective of 5.70184 - took 0.00 seconds
Cbc0012I Integer solution of 5.7018395 found by feasibility pump after 0 iterations and 0 nodes (0.01 seconds)
Julia has exited.
Press Enter to start a new session.

I don’t have a Windows machine, so I’m not in a position to debug this. There could be any number of causes.

I’ve also experienced this issue for the past year or so when upgrading to latest versions. I’ve been using older versions successfully. Julia 1.0.5; JuMP 0.20.0; Cbc 0.6.4. But when I’ve upgraded to later versions it just crashes. I also recently found that if I don’t see the threads parameter, then the problem seems to go away. I’m also using windows. It might be related to AMD vs Intel processor as well, but can’t confirm. I have a vague memory of a solve working on the Intel machine, but failing on the AMD machine; however, I no longer have access to both. And maybe I’m misremembering that.

1 Like

Tracking issue: Cannot use "threads" parameter without crashing · Issue #186 · jump-dev/Cbc.jl · GitHub

I would encourage anyone using Cbc and running into this problem to use HiGHS.jl instead.

1 Like

I don’t find HiGHS as stable. I often get errors with HiGHs for problems that are solved easily by CBC

I often get errors with HiGHs for problems that are solved easily by CBC

Please report these so they can be fixed.

Probably

0xC0000028

STATUS_BAD_STACK
	

An invalid or unaligned stack was encountered during an unwind operation.

from here

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