Large-scale 0–1 linear programming on distributed workstations

We present a methodology which uses a collection of workstations connected by an Ethernet network as a parallel processor for solving large-scale linear programming problems. On the largest problems we tested, linear and super-linear speedups have been achieved. Using the “branch-and-cut” approach of Hoffman, Padberg and Rinaldi, eight workstations connected in parallel solve problems from the test set documented in the Crowder, Johnson and Padberg 1983Operations Research article. Very inexpensive, networked workstations are now solving in minutes problems which were once considered not solvable in economically feasible times. In this peer-to-peer (as opposed to master-worker) implementation, interprocess communication was accomplished by using shared files and resource locks. Effective communication between processes was accomplished with a minimum of overhead (never more than 8% of total processing time). The implementation procedures and computational results will be presented.

[1]  H. M. Wagner,et al.  Preventive Maintenance Scheduling by Mathematical Programming , 1964 .

[2]  Alan P. Sprague,et al.  Performance of parallel branch-and-bound algorithms , 1985, IEEE Transactions on Computers.

[3]  Laurence A. Wolsey,et al.  Integer and Combinatorial Optimization , 1988, Wiley interscience series in discrete mathematics and optimization.

[4]  Michael M. Kostreva,et al.  Solving 0-1 Integer Programming Problems Arising from Large Scale Planning Models , 1985, Oper. Res..

[5]  G. Dantzig Note on solving linear programs in integers , 1959 .

[6]  Egon Balas,et al.  Intersection Cuts - A New Type of Cutting Planes for Integer Programming , 1971, Oper. Res..

[7]  M. Padberg Essays in integer programming , 1971 .

[8]  J. P. Secrétan,et al.  Der Saccus endolymphaticus bei Entzündungsprozessen , 1944 .

[9]  Roy E. Marsten,et al.  The Design of the XMP Linear Programming Library , 1981, TOMS.

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

[11]  C. A. Trauth,et al.  Integer Linear Programming: A Study in Computational Efficiency , 1969 .

[12]  Benjamin W. Wah,et al.  How Good are Parallel and Ordered Depth-First Searches? , 1986, ICPP.

[13]  Benjamin W. Wah,et al.  Coping with Anomalies in Parallel Branch-and-Bound Algorithms , 1986, IEEE Transactions on Computers.

[14]  Marco Ajmone Marsan,et al.  Performance models of multiprocessor systems , 1987, MIT Press series in computer systems.

[15]  M. Grötschel,et al.  New aspects of polyhedral theory , 1982 .

[16]  Laurence A. Wolsey,et al.  Integer and Combinatorial Optimization , 1988 .

[17]  Benjamin W. Wah,et al.  MANIP-a parallel computer system for implementing branch and bound algorithms , 1981, ISCA '81.

[18]  Benjamin W. Wah,et al.  The status of manip - a multicomputer architecture for solving, combinatorial extremum-search problems , 1984, ISCA '84.

[19]  R. D. Young Hypercylindrically Deduced Cuts in Zero-One Integer Programs , 1971, Oper. Res..

[20]  Joseph Mohan,et al.  Experience with Two Parallel Programs Solving the Traveling Salesman Problem , 1983, ICPP.

[21]  Sartaj Sahni,et al.  Anomalies in Parallel Branch-and-Bound Algorithms , 1984 .

[22]  Wing H. Huen,et al.  Distributed Enumeration on Between Computers , 1980, IEEE Transactions on Computers.

[23]  Jang-Ping Sheu,et al.  Design and implementation of a distributed file system , 1991, Softw. Pract. Exp..

[24]  M. Padberg Covering, Packing and Knapsack Problems , 1979 .

[25]  Masaharu Imai,et al.  A Parallel Searching Scheme for Multiprocessor Systems and Its Application to Combinatorial Problems , 1979, IJCAI.

[26]  H.W.J.M. Trienekens Parallel branch and bound on an MIMD system , 1986 .

[27]  Robert B. Schnabel,et al.  Parallel Computing in Optimization , 1985 .

[28]  Nancy P. Kronenberg,et al.  The vaxcluster concept; an overview of a distributed system , 1987 .

[29]  M. Padberg,et al.  Addendum: Optimization of a 532-city symmetric traveling salesman problem by branch and cut , 1990 .

[30]  丸山 徹 Convex Analysisの二,三の進展について , 1977 .

[31]  Lee Leahy New Availability Features of Local Area VAXcluster Systems , 1991, Digit. Tech. J..

[32]  Jan Karel Lenstra,et al.  An introduction to parallelism in combinatorial optimization , 1986, Discret. Appl. Math..

[33]  M. D. Chang,et al.  A parallel algorithm for generalized networks , 1988 .

[34]  Giovanni Rinaldi,et al.  A Branch-and-Cut Algorithm for the Resolution of Large-Scale Symmetric Traveling Salesman Problems , 1991, SIAM Rev..

[35]  Joseph Mohan,et al.  A study in parallel computation : the traveling salesman problem , 1982 .

[36]  David J. DeWitt,et al.  The Crystal Multicomputer: Design and Implementation Experience , 1987, IEEE Transactions on Software Engineering.

[37]  Benjamin W. Wah,et al.  MANIP—A Multicomputer Architecture for Solving Combinatonal Extremum-Search Problems , 1984, IEEE Transactions on Computers.

[38]  Ellis L. Johnson,et al.  Solving Large-Scale Zero-One Linear Programming Problems , 1983, Oper. Res..

[39]  Benjamin W. Wah,et al.  Multiprocessing of Combinatorial Search Problems , 1985, Computer.

[40]  Udi Manber,et al.  DIB—a distributed implementation of backtracking , 1987, TOPL.

[41]  Edward F. Gehringer Parallel processing , 1987 .

[42]  Fred W. Glover,et al.  Convexity Cuts and Cut Search , 1973, Oper. Res..

[43]  Michael J. Quinn,et al.  An upper bound for the speedup of parallel best-bound branch-and-bound algorithms , 1986, BIT Comput. Sci. Sect..

[44]  Alexander H. G. Rinnooy Kan,et al.  A simulation tool for the performance evaluation of parallel branch and bound algorithms , 1988, Math. Program..

[45]  Daniel P. Siewiorek,et al.  Parallel processing: the Cm* experience , 1986 .

[46]  J. Stoer,et al.  Convexity and Optimization in Finite Dimensions I , 1970 .

[47]  Vipin Kumar,et al.  General Branch and Bound, and its Relation to A and AO , 1984, Artif. Intell..