Rough investigation: Open-source solver time and memory penalties

[VictorG]

Hello,

Thanks for bringing this topic. Here are the results of a quick test I have made on an instance of my times model. Only on solver though.

My model: 2,706,769 rows  2,793,159 columns  19,279,758 non-zeroes

Computer and software: 2 socket(s), 80 core(s), and 80 thread(s) available, Linux virtual machine with around 500GB of RAM with highs 1.7.1, gurobi 11, cplex 22, gams43, times 479

With the following solver parameters: barrier algorithm with crossover on 16 threads
The results are:

Gurobi: 23min
Cplex: 48min
Highs: hit the 50000s time limit, no output

I do not easily have the stats on RAM but I would say roughly:
-cplex < 30GB
-gurobi ~60GB max during the presolve phase

I switched to gurobi a couple months ago for multiple reasons:
-faster than cplex on few tests
-my colleagues ready to help on fixing numerical issues where more familiar with gurobi
-this is more personal but I found the blog and documentation clearer and more complete for gurobi than cplex

some materials related to the topic:
https://www.iea-etsap.org/workshop/gothe...on_v03.pdf
https://www.linkedin.com/posts/bakytzhan...29249--baA


Thanks
Victor