论文标题

从2001年到2020年数学编程求解器的进度

Progress in Mathematical Programming Solvers from 2001 to 2020

论文作者

Koch, Thorsten, Berthold, Timo, Pedersen, Jaap, Vanaret, Charlie

论文摘要

这项研究调查了过去二十年来LP和MILP求解器性能的进展,从千年开始的求解器软件与当今可用的代码进行了比较。平均而言,我们发现,对于解决LP/MILP,计算机硬件的速度约为20倍,而LP的算法提高了约9倍,而MILP的算法则分别约为50倍,总速度分别为180次和1,000次。但是,这些数字的差异很高,它们大大低估了算法方面的进度:如今,许多问题实例都可以在几秒钟内解决,旧代码在任何合理的时间内都无法解决。

This study investigates the progress made in LP and MILP solver performance during the last two decades by comparing the solver software from the beginning of the millennium with the codes available today. On average, we found out that for solving LP/MILP, computer hardware got about 20 times faster, and the algorithms improved by a factor of about nine for LP and around 50 for MILP, which gives a total speed-up of about 180 and 1,000 times, respectively. However, these numbers have a very high variance and they considerably underestimate the progress made on the algorithmic side: many problem instances can nowadays be solved within seconds, which the old codes are not able to solve within any reasonable time.

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