FATCOP: A Fault Tolerant Condor-PVM Mixed Integer Programming Solver

We describe FATCOP, a new parallel mixed integer program solver written in PVM. The implementation uses the Condor resource management system to provide a virtual machine composed of otherwise idle computers. The solver diers from previous parallel branch-and-bound codes by implementing a general purpose parallel mixed integer programming algorithm in an opportunistic multiple processor environment, as opposed to a conventional dedicated environment. It shows how to make eectiv e use of resources as they become available while ensuring the program tolerates resource retreat. The solver performs well on test problems arising from real applications, and is particularly useful for solving long-running hard mixed integer programming problems.

[1]  G. Ribiere,et al.  Experiments in mixed-integer linear programming , 1971, Math. Program..

[2]  John J. H. Forrest,et al.  Practical Solution of Large Mixed Integer Programming Problems with Umpire , 1974 .

[3]  J. L. Nazareth.  Computer solution of linear programs , 1987 .

[4]  David Kendrick,et al.  GAMS, a user's guide , 1988, SGNM.

[5]  Miron Livny,et al.  Condor-a hunter of idle workstations , 1988, [1988] Proceedings. The 8th International Conference on Distributed.

[6]  G. Nemhauser,et al.  Branch-and-bound and parallel computation: A historical note , 1988 .

[7]  Teodor Gabriel Crainic,et al.  PARALLEL BRANCH-AND-BOUND ALGORITHMS: SURVEY AND SYNTHESIS , 1993 .

[8]  Jonathan Eckstein,et al.  Parallel Branch-and-Bound Algorithms for General Mixed Integer Programming on the CM-5 , 1994, SIAM J. Optim..

[9]  William Gropp,et al.  Skjellum using mpi: portable parallel programming with the message-passing interface , 1994 .

[10]  Vijay P. Kumar,et al.  Analyzing Scalability of Parallel Algorithms and Architectures , 1994, J. Parallel Distributed Comput..

[11]  Martin W. P. Savelsbergh,et al.  MINTO, a mixed INTeger optimizer , 1994, Oper. Res. Lett..

[12]  Bernard Gendron,et al.  Parallel Branch-and-Branch Algorithms: Survey and Synthesis , 1994, Oper. Res..

[13]  Miron Livny,et al.  Providing resource management services to parallel applications , 1994 .

[14]  Martin W. P. Savelsbergh,et al.  Preprocessing and Probing Techniques for Mixed Integer Programming Problems , 1994, INFORMS J. Comput..

[15]  Jack Dongarra,et al.  PVM: Parallel virtual machine: a users' guide and tutorial for networked parallel computing , 1995 .

[16]  William J. Cook,et al.  Parallel Mixed Integer Programming , 1995 .

[17]  Miron Livny,et al.  A worldwide flock of Condors: Load sharing among workstation clusters , 1996, Future Gener. Comput. Syst..

[18]  Varghese S. Jacob,et al.  Genetic Algorithms for Product Design , 1996 .

[19]  Mordecai Avriel,et al.  Mathematical Programming for Industrial Engineers , 1997 .

[20]  Martin W. P. Savelsbergh,et al.  Lifted Cover Inequalities for 0-1 Integer Programs: Computation , 1998, INFORMS J. Comput..

[21]  Laurence A. Wolsey,et al.  Cutting planes for integer programs with general integer variables , 1998, Math. Program..

[22]  Mary K. Vernon,et al.  Optimized regional caching for on-demand data delivery , 1998, Electronic Imaging.

[23]  Martin W. P. Savelsbergh,et al.  Lifted Cover Inequalities for 0-1 Integer Programs: Complexity , 1999, INFORMS J. Comput..

[24]  Martin W. P. Savelsbergh,et al.  A Computational Study of Search Strategies for Mixed Integer Programming , 1999, INFORMS J. Comput..

[25]  Robert R. Meyer,et al.  Models and Solution for On-Demand Data Delivery Problems , 2000 .

[26]  Jeff T. Linderoth,et al.  An enabling framework for master-worker applications on the Computational Grid , 2000, Proceedings the Ninth International Symposium on High-Performance Distributed Computing.

[27]  Leyuan Shi,et al.  An Optimization Framework for Product Design , 2001, Manag. Sci..

[28]  Qun Chen,et al.  FATCOP 2.0: Advanced Features in an Opportunistic Mixed Integer Programming Solver , 2001, Ann. Oper. Res..

[29]  Stephen J. Wright.  Solving optimization problems on computational grids. , 2001 .

[30]  Jeff T. Linderoth,et al.  Solving large quadratic assignment problems on computational grids , 2002, Math. Program..