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{ Category Archives } Computing

Solver Foundation Version 2 Announced

Just in time for the INFORMS Meeting in San Diego, the Microsoft Solver Foundation folks have announced Solver Foundation Version 2. I am particularly excited about this since I have promised (and have been negligent about) a new course this year entitled “Operations Research Implementations” aimed at our MBA students. The idea is [...]

Mittelmann’s Benchmarks CPLEX verus Gurobi

Hans Mittelmann has some new benchmarks comparing CPLEX 12.1 with GUROBI 1.1.2 on various mixed integer linear programming instances (I last wrote on these benchmarks last January with earlier versions of both codes:  be sure to check out the comments from that post since many of those comments apply to this also).  He covers both [...]

Careful with Wolfram|Alpha

Wolfram|Alpha is an interesting service. It is not a search engine per se. If you ask it “What is Operations Research” it draws a blank (*) (mimicking most of the world) and if you ask it “Who is Michael Trick” it returns information on two movies “Michael” and “Trick” (*). But [...]

A Better Random Number Generator?

In operations research, we often use “random” numbers.  Whether we are doing a simulation of a manufacturing facility, generating future economic scenarios in financial optimization, or creating “random” instances to test our algorithms, we use up lots of random numbers.  Terry Pratchett might wonder whether we are using up all the randomness in our need [...]

Gurobi software now available for download

I am behind Erwin Kalvelagen, who writes an extremely useful blog where many challenging modeling problems are solved (this is one of my “must read” blogs), in announcing that Gurobi’s standalone software is now available.  I particularly like that the trial version is 500 variables and 500 constraints, which is large enough to see how [...]

Microsoft Solver Foundation: YAML?

Is the Microsoft Solver Foundation Yet Another Modeling Language? I have some views at the INFORMS Practice Conference Blog. Best part of the workshop: the tagline “The Right Decision”. Perhaps INFORMS should have used that instead of “The Science of Better”.
Microsoft Solver Foundation became public late in 2008, and I have [...]

Test Gurobi yourself!

In keeping with an unusually awesome collection of comments, Daniel Fylstra of Frontline Systems wrote regarding the new linear/integer programming software from Gurobi (apologies for the self-linking, but, hey!, it’s my blog!):
Although Gurobi Optimization plans to offer the Gurobi Solver directly (with its own APIs and tool set) starting in April, it’s available in a [...]

What stops you from using Open Source in Operations Research?

In the discussion of CPLEX versus Gurobi software, the discussion took an interesting turn when it came to open source (like that of COIN-OR).  Sebastian, bemoaning the cost of commercial packages such as CPLEX said:
I think another long-term way to make OR feasible in situations where the cost of Cplex cannot be justified is to [...]

Gurobi versus CPLEX benchmarks

Hans Mittelmann has released some benchmark results comparing CPLEX 11.2 with the first version of Gurobi’s code (1.02) in both sequential and parallel (4 processor) mode.  Mosek’s sequential code is also included in the test.  Let me highlight some of the lines:

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s problem CPLEX1 GUROBI1 [...]

Bugs and Modeling

The web was all abuzz on December 31 as the 30Gig version of the Microsoft Zune players all stopped working.  What was up?  Was it a terrorist attack?  Solar flares?  A weird Y2K bug almost a decade later?
The truth is a bit prosaic:  there was simply a bug related to leap years.  Since the Zune [...]