GAMS World Forum

Hello,

Totally new to GAMS and the solver Baron. I am currently running my problem through this Julia interface to GAMS:

https://juliahub.com/ui/Packages/GAMS/TiMGh/0.3.3

I am solving a large-scale feasibility optimization problem on a computational node with multiple cores. My problem (seemingly) is NLP without mixed integer constraints. When I solve it using Baron, it takes a long time. In the Baron documentation:

https://www.gams.com/latest/docs/S_BARON.html

the only choice related to parallelization is "threads" , but it seems only to be related to MIP. I tried changing the default which is 1 to say 50 but that did not make any difference.

My question is How to make Baron solves the problem more efficiently by taking advantage of me solving in a computational node?

BARON uses the parallel capabilities of the integrated MIP solvers (e.g. Cplex) when it has to solve MIP relaxations (for MINLPs). For pure continuous problems BARON uses LP relaxations and can't benefit from the "threads>1" option. BARON itself seems not to have it's own parallel capabilities (yet).

-Michael

Good to know thanks a lot!

Do you have a suggestion for another global solver with parallelization capability?

Octeract (https://www.gams.com/latest/docs/S_OCTERACT.html) makes a point about its parallel capabilities. You need to see if MT Octeract or ST BARON works better for your problem.

-Michael

Thanks. I just checked my workstation. The only global solver available to me is ANTIGONE. I was also advised about a choice in the Cplex option file called "LP method" and I can set it to be "concurrent optimization". I looked that up but couldn't find anything related

1- Looking at ANTIGONE documentation, I found the option to pass a cplex option file named "cplex_optfile". My question is how to write such an option file? what is the format? do I have to include all options in that file? or only the options that I want to change?

2- Does changing the LP algorithm to, say, Barrier, rather than Simplex help making the solving faster?

Thanks again for the help!

To 1) It is a GAMS/Cplex option file. So you find help here: https://www.gams.com/latest/docs/UG_Sol ... PTION_FILE and with the GAMS/Cplex options here: https://www.gams.com/latest/docs/S_CPLEX.html

To 2) Hard to say, it totally depends on the LPs Antigone has to solve. Cplex default (dual simplex) is probably a good choice.

For other solver experiments, NEOS (https://neos-server.org/neos/solvers/index.html) offers access to other GAMS solvers (including BARON and Octeract) for free.

Good luck,
-Michael

I see. Thanks a lot!

It seems that even Baron uses cplex as a subsolver. However, I couldn't tell based on Baron documentation if you can pass cplex option file. Can we do that?

if you can pass cplex option file

No you can't.

-Michael