Is GAMS able to do parallel computing?
Posted: Fri Jun 08, 2018 2:50 am
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!
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!