Benchmark Set-up

A benchmark set-up reveals some insight into its level of accuracy. Here’s how we set up ours.

All problems are run on an Ubuntu 18.04 cluster of 3 networked machines with 64GB of RAM and Intel Xeon Gold 6130 CPUs @ 2.10GHz, yielding 32 physical cores per machine.

All jobs, including MPI jobs, are scheduled so that all 96 cores are saturated at all times.

Solver timeout is enforced by invoking octeract-engine -t, which sends a hard kill signal from the Linux shell. All-time reported in the benchmarks is real-time as measured by the engine using std::chrono with microsecond resolution rounded up to the second decimal.

All problems are run using default options as described in the engine’s documentation.

Third-party Solvers
The sub-problems generated throughout the DGO procedure for this benchmark are solved using open-source solvers (such as CLP and IPOPT). Because commercial solvers tend to scale better for large problems than their open-source counterparts, performance for large problems can improve significantly if a commercial LP and/or NLP solver is available.

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