Fastest open-licensed solver for integer problems


#1

I’m trying to compare solve times for a large mixed-integer linear problem on 1) Gurobi, 2) a fast open-licensed solver. I’m currently using Cbc.jl, but I’d like to know if there is another alternative that is significantly faster. What has your personal experience been in applying open-licensed solves to MILPs?

(It’d be a bonus if the installation process was not too involved!)


#2

I’d be happy to hear about alternatives but I’ve only found Cbc.jl and GLPK.jl, with Cbc vastly outperforming GLPK on my problems. Those problems have only binary variables, usually with 10k-100k variables and 3k-30k constraints.


#3

SCIP is quite good for MIP. The license is halfway between a typical free and commercial options.


#4

Gunnar, I’m just curious — if you only use binary variables, why don’t you use a SAT solver instead?


#5

How does the license for SCIP differ from that for Gurobi? It looks like both are commercial products that have a free academic license.


#6

For SCIP the source is available and there is no license server. It’s basically an honors system not to use it for commercial purposes. I have never purchased SCIP but I would guess it is cheaper than other commercial offerings.


#7

Possibly ignorance. If a SAT solver lets me maximize the sum of my binary variables subject to linear constraints with integer coefficients, I’d be happy to give it a try. But losing upper bounds from LP relaxation would be a big drawback.


#8

You may find this method interesting, https://link.springer.com/chapter/10.1007/978-3-319-10428-7_42