Acta Univ. Agric. Silvic. Mendelianae Brun. 2015, 63(6), 1923-1928 | DOI: 10.11118/actaun201563061923

Benchmarks for Current Linear and Mixed Integer Optimization Solvers

Josef Jablonský
Department of Econometrics, Faculty of Informatics and Statistics, University of Economics, Prague, nám. W. Churchilla 4, 130 67 Praha 3, Czech Republic

Linear programming (LP) and mixed integer linear programming (MILP) problems belong among very important class of problems that find their applications in various managerial consequences. The aim of the paper is to discuss computational performance of current optimization packages for solving large scale LP and MILP optimization problems. Current market with LP and MILP solvers is quite extensive. Probably among the most powerful solvers GUROBI 6.0, IBM ILOG CPLEX 12.6.1, and XPRESS Optimizer 27.01 belong. Their attractiveness for academic research is given, except their computational performance, by their free availability for academic purposes. The solvers are tested on the set of selected problems from MIPLIB 2010 library that contains 361 test instances of different hardness (easy, hard, and not solved).

Keywords: benchmark, linear programming, mixed integer linear programming, optimization, solver
Grants and funding:

The research is supported by the Grant Agency of the Czech Republic, project No. P402/12/G097 and by the Internal Grant Agency of the Faculty of Informatics and Statistics, University of Economics, Prague, project No. F4/62/2015.

Prepublished online: December 26, 2015; Published: January 1, 2016  Show citation

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Jablonský, J. (2015). Benchmarks for Current Linear and Mixed Integer Optimization Solvers. Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 63(6), 1923-1928. doi: 10.11118/actaun201563061923
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