Solving an optimization model using automatically generated formulations in a parallel and collaborative method

Abstract

A method, apparatus and computer program product for solving an optimization model by automatically creating alternative formulations, and solving those with parallel solution approaches communicating with each other. The method: automatically generates alternative formulations for a given optimization model; executes parallel communicating solution approaches in a parallel computing infrastructure in order to solve a given set of alternative model formulations; utilizes a mechanism to automatically detect the model structure and a mechanism to automatically detect the appropriate solution approach(es) for a given model structure, and to launch multiple parallel solution approaches at existing optimization solvers. The system and methods enable communication between parallel solution approaches in order to improve performance. The system communicates information between the parallel solution approaches during a solve process, in order to improve performance. The communicated information includes information on upper and lower bounds of running algorithms and information on decision variables values for feasible intermediate solutions.