Jun Ma, Sanjay Mehrotra and Huanyuan Sheng Impact Solver for Optimization Services, November 8, 2006 On Implementing a Parallel Integer Solver Using Optimization.

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Presentation transcript:

Jun Ma, Sanjay Mehrotra and Huanyuan Sheng Impact Solver for Optimization Services, November 8, 2006 On Implementing a Parallel Integer Solver Using Optimization Services Jun Ma Huanyuan (Wayne) Sheng Joint work with Sanjay Mehrotra

2 Jun Ma, Sanjay Mehrotra and Huanyuan Sheng Impact Solver for Optimization Services, November 8, 2006 Outline Brief Introduction –Impact Generalized MIP Solver –Optimization Services (OS) Distributed Parallel For Integer Programming Using OS Conclusion

3 Jun Ma, Sanjay Mehrotra and Huanyuan Sheng Impact Solver for Optimization Services, November 8, 2006 Introduction Impact GMIP Solver IMPACT -- Integrated Mathematical Programming Advanced Computational Tools Features –Generalized Mixed Integer Nonlinear Solver (GMIP). –Generalized Hyperplanes based Branch and Bound. –Standalone Solver and Remote Solver Service. –Unified NATIVE Interface with Optimization Services.

4 Jun Ma, Sanjay Mehrotra and Huanyuan Sheng Impact Solver for Optimization Services, November 8, 2006 Impact GMIP Solver Features Algorithms Research Focus –Mixed Integer Nonlinear Programming –Parallel computing for MINLP Algorithm Studies –Heuristics for generalized branch and bound methods –Optimization Services based distributed parallel, e.g. communications, load balance handling.

5 Jun Ma, Sanjay Mehrotra and Huanyuan Sheng Impact Solver for Optimization Services, November 8, 2006 Impact GMIP Solver Features Algorithms Starting Node

6 Jun Ma, Sanjay Mehrotra and Huanyuan Sheng Impact Solver for Optimization Services, November 8, 2006 Impact GMIP Solver Features Algorithms Subsequent Node

7 Jun Ma, Sanjay Mehrotra and Huanyuan Sheng Impact Solver for Optimization Services, November 8, 2006 Impact GMIP Solver Features Algorithms Generate Proper Branching Hyperplanes –Basis Reduction Based (Mehrotra and Li) LLL GBR (Generalized Basis Reduction) –Heuristics (ongoing)

8 Jun Ma, Sanjay Mehrotra and Huanyuan Sheng Impact Solver for Optimization Services, November 8, 2006

9 Jun Ma, Sanjay Mehrotra and Huanyuan Sheng Impact Solver for Optimization Services, November 8, 2006

10 Jun Ma, Sanjay Mehrotra and Huanyuan Sheng Impact Solver for Optimization Services, November 8, 2006 IMPACT GMIP Parallelization over Distributed Optimization Services ImpactGMIP OShL OShL - hookup Communication getJobID (String OSoL) solve (String OSiL, String OSoL) send (String OSiL, String OSoL) retrieve (String OSoL) kill (String OSoL) knock (String OSpL, String OSoL) OSiL - instance OSoL - option Representation OSrL - result OSpL - process Nodes (OSiL Integer) OSServer (Linux) OSServer (WinXP) OSServer (Mac OS) Lindo CPLEX IMPACT Call back (OSrL)

11 Jun Ma, Sanjay Mehrotra and Huanyuan Sheng Impact Solver for Optimization Services, November 8, 2006 Conclusion Introduced the Generalized MIP and showed it is friendliness for Parallelization Showed Optimization Services has a general and high extendable design fit for many derived researches

12 Jun Ma, Sanjay Mehrotra and Huanyuan Sheng Impact Solver for Optimization Services, November 8, 2006