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DOE OSTI · 1635781

Parallel PIPS-SBB: multi-level parallelism for stochastic mixed-integer programs

Munguía, Lluís-Miquel·Oxberry, Geoffrey·Rajan, Deepak·Shinano, Yuji
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Abstract

PIPS-SBB is a distributed-memory parallel solver with a scalable data distribution paradigm. It is designed to solve MIPs with a dual-block angular structure, which is characteristic of deterministic-equivalent Stochastic Mixed-Integer Programs (SMIPs). In this paper, we present two different parallelizations of Branch & Bound (B&B), implementing both as extensions of PIPS-SBB, thus adding an additional layer of parallelism. In the first of the proposed frameworks, PIPS-PSBB, the coordination and load-balancing of the different optimization workers is done in a decentralized fashion. This new framework is designed to ensure all available cores are processing the most promising parts of the B&B tree. The second, ug[PIPS-SBB,MPI], is a parallel implementation using the Ubiquity Generator (UG), a universal framework for parallelizing B&B tree search that has been sucessfully applied to other MIP solvers. We show the effects of leveraging multiple levels of parallelism in potentially improving scaling performance beyond thousands of cores.

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97 MATHEMATICS AND COMPUTING

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BibTeXRIS

Munguía, Lluís-Miquel, Oxberry, Geoffrey, Rajan, Deepak, Shinano, Yuji. 2019-02-15. Parallel PIPS-SBB: multi-level parallelism for stochastic mixed-integer programs. https://doi.org/10.1007/s10589-019-00074-0

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