Is Gurobi parallel by default?

[Swaprava Nath]

Hi,

I'm newbie in Gurobi. Installed the 64 bit linux version 6.5 on my machine. I have a very large linear program to solve and it will help if the code can be parallelized. I've not done writing the code, but want to know if the solver will parallelize it automatically. If not, how should I make the code parallel? Unfortunately, the LP I'm trying to solve needs to involve all variables, and hence I can't pick a chunk out and solve that in a parallel for loop.

Best,
Swaprava

[Kostja Siefen]

Hi Swaprava,

Gurobi is designed to run on systems with multiple CPU cores (see http://www.gurobi.com/products/features-benefits). Gurobi will use all available CPU cores by default.

For LP models the default concurrent solver invokes multiple algorithms simultaneously on multi-core systems, returning the optimal basis from the one that finishes first (see http://www.gurobi.com/documentation/6.5/refman/continuous_models.html).

Best wishes,

Kostja

[Swaprava Nath]

Great, Thanks for the info. However, while running the code, I observe that only one core of the 4 core processor is active. Is there a setting I need to enable?

[Kostja Siefen]

Depending on your model and the algorithms involved Gurobi may not utilize full CPU capacity at all times. Make sure you do not limit the number of running threads (with the Threads parameter).

Kostja

[Swaprava Nath]

That is possible, since in the problem, because of the large number of variables, the memory is already overloaded - maybe that is creating the slowdown.

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