ParaLEX

ParaLEX: A parallel extension for the CPLEX mixed integer optimizer. The ILOG CPLEX Mixed Integer Optimizer is a state-of-the-art solver for mixed integer programming. In this paper, we introduce ParaLEX which realizes a master-worker parallelization specialized for the solver on a PC cluster using MPI. To fully utilize the power of the solver, the implementation exploits almost all functionality available in it. Computational experiments are performed for MIPLIB instances on a PC cluster composed of fifteen 3.4GHz pentiumD 950 (with 2G bytes RAM) PCs (running a maximum of 30 CPLEX Mixed Integer Optimizers). The results show that ParaLEX is highly effective in accelerating the solver for hard problem instances.