Performance issues JuMP, GLPK

Specific Domains Optimization (Mathematical)
1

Goodmorning,

I have created the following MIP which I assumed is small and would only take seconds to built and solve.
I’ve been working with CPLEX/Gurobi quite a lot, just not in combination with Julia, so I expected this to be a quick build, even over the input of size 3000.

Note only did I run out of memory on my laptop ( 10 GB ), on Sagemaker ( 64GB ) it takes several minutes to execute the MIP. ( Note that optimize should be solved quickly as no constraint has an actual impact on the objective, and the variables are bounded )

Am I doing something wrong? Does anyone disagree with my expectation that it should take seconds only?
I need to know what I can expect from Julia as the MIPs I’m planning to build will get a whole lot bigger.

using JuMP
using GLPK 
using BenchmarkTools

function GetMaxCliques3( dims )
    clique_model = Model(GLPK.Optimizer; bridge_constraints = false)

    # variable declaration
    @variable(clique_model, maxclique[ o in dims ], Bin )
    @variable(clique_model, assignordertoclique[ o in dims , c in dims  ], Bin )

    @constraint( clique_model, mustassign[ o in dims ], assignordertoclique[ o, o ] == 1 );
    
    @objective(clique_model, Max, sum( maxclique[o] for o in dims  ) )
   
end

I read something about pre-compiling time and such, so in a separate cell I execute

dims = [ (i) for i = 1:3000 ]
@btime GetMaxCliques3( dims )

The output is:

Objective is: 3000.0
Objective is: 3000.0
Objective is: 3000.0
Objective is: 3000.0
  333.248 s (90104757 allocations: 7.31 GiB)
1 Like
2

9,000,000 variables seems like a lot? Especially for GLPK. It’s not as efficient as Gurobi or CPLEX. What if you try Cbc?

1 Like
3

That’s more like it; 16 seconds. Thank you!

1 Like
4

CBC much faster than GLPK? :grinning: Could you please provide more results for future reference?

5

Maybe, could you specific as to what you are looking for?
Also, the small program that makes the difference is in the top-post; feel free to test and collect results yourself :slight_smile: