The recently released Gurobi Optimizer 4.5 continues to outperform other optimization solvers on important industry benchmarks. Gurobi consistently solves optimization models faster than either CPLEX or XPRESS, whether using 1, 4, or 12 processing cores. In some benchmarks, Gurobi mean performance is more than 8 times that of the competition. In addition, when time limits are imposed on solution time, Gurobi often finds solutions where other solvers cannot. Faster solution times and greater reliability are important features in an optimization solver, leading to more useful results and increased user productivity. Professor Hans Mittelmann of Arizona State University publishes a set of standard benchmark results for a wide range of optimization solvers and optimization problem types. On eight different benchmarks, data is provided that allows one to compare the performance of the three leading commercial optimization solvers on linear and mixed-integer programming problems. When the full spectrum of benchmarks is considered, a clear picture emerges: Gurobi Optimizer 4.5 consistently outperforms CPLEX 18.104.22.168 and XPRESS 7.2. Details on these benchmarks can be found on Professor Mittelmann’s website, Benchmarks for Optimization Software.
From Prof. Mittelmann: “This benchmark is not giving a representative impression of the relative performance of the codes”. A ‘-‘ indicates that no data is available.
|Benchmark||Competitor Solve Times Compared to Gurobi|
The table below provides a different view of how Gurobi performs on the mixed-integer-programming tests. It shows the number of cases in each benchmark where a solver fails to solve the model within the specified time limit (the time limit varies depending on the test suite). The lower the value, the more solutions were found within the time limit. For example, Gurobi solved all models in the MIPLIB 2010 test set when using 12 cores, while XPRESS failed on 7 (of 87) instances. Overall Gurobi Optimizer 4.5 fails to find a solution within the given time limits much less frequently than either CPLEX or XPRESS. A ‘-‘ indicates that no data is available. * Several of the CPLEX and XPRESS failures were due to crashes or out-of-memory conditions.
|Benchmark||# Tests||Number of Failed Tests|
A ‘-‘ indicates that no data is available.
|Benchmark||Competitor Solve Times
Compared to Gurobi
|LP Dual Simplex||1.36x||–||1.16x||–|
|LP Barrier with Crossover||–||1.50x||–||1.16x|
|LP Barrier without Crossover||–||2.04x||–||0.76x|
Gurobi Optimization provides optimization solvers that are used in a wide range of industries. For more information on Gurobi Optimizer 4.5, its performance, and how it can help you solve your optimization problems, contact email@example.com.
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