whether to solve a MILP inside GAMS or not

Solver related questions
yanzhiping
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whether to solve a MILP inside GAMS or not

Postby yanzhiping » 3 months ago

In my computer, there are licenses for GAMS, GAMs/cplex, Cplex (stand alone, academic), Gurobi(stand alone, academic).
I have solved a problem 1) in GAMS/cplex; 2) in cplex outside GAMS; 3) in Gurobi outside GAMS.

all three cases were using the default solver parameters.
the first case GAMS/Cplex took over 2 hours , including generating lp file and solving the problem with CPlex in GAMS.
the 2nd case stand-alone Cplex took 300 seconds to solve it with lp ready from GAMS, this time does not include LP generation by GAMS.
the 3rd case stand-alone Gurobi took 130 seconds to solve it with lp ready from GAMS, this time does not include LP generation by GAMS too.

it seems the 3rd way was the fastest one compared with other too (of course we need to count the time for LP generation too, but that is a small part of the whole time in case 1 I guess).

Does anyone have similar experiences too?
Is there any way to speed up the solving process in GAMS/cplex?

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