Hi All,
I am doing stochastic programming research but I am relatively new to GAMS. One interesting I have found in GAMS is when you model a large number of Linear Programming (LP) problems and try to solve it, it would build each individually and solve sequentially. This process will consume a lot of time which are mainly the model building time. However, in other languages like C/C++ or Julia, one can easily pre-build models together in a parallel fashion and then execute solver. To the best of my knowledge, solving 10,000 LPs with 200+ variables and 300+ constraints in C with parallel computing in 4 processors and multiple workforces only takes about 40s, when the same problem in GAMS will be unsolvable based on my implementation (I tried to build and solve 600 LPs with 2 variables and 3 constraints in GAMS individually and the overall wall time is 700s). One relevant topic is as follows.
viewtopic.php?f=9&t=10333
So, I wonder if anyone can show me how to do the same thing with C in GAMS of the parallel computing. Even a simple example will be highly appreciated. Thank you in advance!
Is GAMS able to do parallel computing?
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Re: Is GAMS able to do parallel computing?
Gabriel,
You may be interested interested in
a) The Grid and Multi-Threading Solve Facility for asynchronous submission and collection of models and their solutions
https://www.gams.com/latest/docs/UG_GridComputing.html
and
b) The Gather-Update-Solve-Scatter (GUSS) to allow collections of similar models (same model rim but different model data) to be described, instantiated, and solved efficiently.
https://www.gams.com/latest/docs/S_GUSS.html
Both chapters have a couple of useful links to the model library. One model that combines both approaches is GussGrid (https://www.gams.com/latest/gamslib_ml/ ... sgrid.html)
I hope this helps!
Best,
Fred
You may be interested interested in
a) The Grid and Multi-Threading Solve Facility for asynchronous submission and collection of models and their solutions
https://www.gams.com/latest/docs/UG_GridComputing.html
and
b) The Gather-Update-Solve-Scatter (GUSS) to allow collections of similar models (same model rim but different model data) to be described, instantiated, and solved efficiently.
https://www.gams.com/latest/docs/S_GUSS.html
Both chapters have a couple of useful links to the model library. One model that combines both approaches is GussGrid (https://www.gams.com/latest/gamslib_ml/ ... sgrid.html)
I hope this helps!
Best,
Fred
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- User
- Posts: 72
- Joined: 6 years ago
- Location: Dallas, TX, USA
- Contact:
Re: Is GAMS able to do parallel computing?
Thank you very much Fred! It helps a lot, especially the second post!Fred wrote: ↑5 years ago Gabriel,
You may be interested interested in
a) The Grid and Multi-Threading Solve Facility for asynchronous submission and collection of models and their solutions
https://www.gams.com/latest/docs/UG_GridComputing.html
and
b) The Gather-Update-Solve-Scatter (GUSS) to allow collections of similar models (same model rim but different model data) to be described, instantiated, and solved efficiently.
https://www.gams.com/latest/docs/S_GUSS.html
Both chapters have a couple of useful links to the model library. One model that combines both approaches is GussGrid (https://www.gams.com/latest/gamslib_ml/ ... sgrid.html)
I hope this helps!
Best,
Fred
Cordially,
Gabriel