Parallel Solves in Gurobi.jl

Specific Domains Optimization (Mathematical)
2

The issue with the new line is that it instantiates the Gurobi model on the master process and copies that model to the other processes. You need to create different Gurobi models on different processes.
One option is

addprocs(2)

@everywhere using JuMP, Gurobi

@everywhere const env = Gurobi.Env()

@everywhere function upperbound_mip2(i)
    m = Model(solver=GurobiSolver(env, OutputFlag=0))
    @variable(m, 0 <= x[i=1:100] <= i)
    @objective(m, Max, x[i])
    solve(m)
    getobjectivevalue(m)
end

pmap(upperbound_mip2, 1:100)

another option is

addprocs(2)

@everywhere using JuMP, Gurobi

@everywhere const env = Gurobi.Env()
@everywhere const m = Model(solver=GurobiSolver(env, OutputFlag=0))
@everywhere @variable(m, 0 <= x[i=1:100] <= i)

@everywhere function upperbound_mip2(i)
    @objective(m, Max, x[i])
    solve(m)
    getobjectivevalue(m)
end

pmap(upperbound_mip2, 1:100)
2 Likes