Which solver/model library can be used recursively / reentrantly

[odow]

Hi there! Since this is your first time posting, take a moment to read to suggestions at: Please read: make it easier to help you

In particular, it’s easier to provide an answer if you can make your question more concrete, e.g., by supplying a minimal example of the code you have tried, or an implementation of a toy model.

You can also use the search feature of discourse to look for similar questions.

For example, there might be some issues with @theads and the solvers:

Multithreading unstable with JuMP

I have tested your suggestion of making the variable assignment inside the loop local. On another model with actual data this gives incorrect results. If a race condition arises then use of local may be not be a good idea. It may have worked for your specific case, but in the MWE above it is mixing up something. Locks can be used in a race condition, but this tend to slowdown the program. If possible, I would prefer to code it in a way that race condition is avoided. I also got into problem wit…

There is also this post on StackOverflow:

Create JuMP model with multi-threading in Julia