CPLEX Python API性能开销？

Question

更新

这个问题已经在OR交换中进行了彻底的讨论和更新,我在其中交叉了它.

原始问题

当我从命令行运行CPLEX 12.5.0.0时:

cplex -f my_instance.lp

最佳整数解在19056.99滴答中找到.

但是通过Python API,在同一个实例上:

import cplex
problem = cplex.Cplex("my_instance.lp")
problem.solve()

现在所需的时间为97407.10蜱(慢5倍以上).

在这两种情况下,模式都是并行的,确定性的,最多2个线程.想知道这个糟糕的性能是由于一些Python线程开销,我试过:

problem = cplex.Cplex("my_instance.lp")
problem.parameters.threads.set(1)
problem.solve()

需要46513.04个刻度(即,使用一个核心比使用两个核心快两倍!).

作为CPLEX和LP的新手,我发现这些结果非常令人困惑.有没有办法提高Python API性能,还是应该切换到更成熟的API(即Java或C++)？

附件

以下是2线程分辨率的完整细节,首先是(常见)前言:

Tried aggregator 3 times.
MIP Presolve eliminated 2648 rows and 612 columns.
MIP Presolve modified 62 coefficients.
Aggregator did 13 substitutions.
Reduced MIP has 4229 rows, 1078 columns, and 13150 nonzeros.
Reduced MIP has 1071 binaries, 0 generals, 0 SOSs, and 0 indicators.
Presolve time = 0.06 sec. (18.79 ticks)
Probing fixed 24 vars, tightened 0 bounds.
Probing time = 0.08 sec. (18.12 ticks)
Tried aggregator 1 time.
MIP Presolve eliminated 87 rows and 26 columns.
MIP Presolve modified 153 coefficients.
Reduced MIP has 4142 rows, 1052 columns, and 12916 nonzeros.
Reduced MIP has 1045 binaries, 7 generals, 0 SOSs, and 0 indicators.
Presolve time = 0.05 sec. (11.67 ticks)
Probing time = 0.01 sec. (1.06 ticks)
Clique table members: 4199.
MIP emphasis: balance optimality and feasibility.
MIP search method: dynamic search.
Parallel mode: deterministic, using up to 2 threads.
Root relaxation solution time = 0.20 sec. (91.45 ticks)

命令行的结果:

GUB cover cuts applied:  1
Clique cuts applied:  3
Cover cuts applied:  2
Implied bound cuts applied:  38
Zero-half cuts applied:  7
Gomory fractional cuts applied:  2

Root node processing (before b&c):
  Real time             =    5.27 sec. (2345.14 ticks)
Parallel b&c, 2 threads:
  Real time             =   35.15 sec. (16626.69 ticks)
  Sync time (average)   =    0.00 sec.
  Wait time (average)   =    0.00 sec.
                          ------------
Total (root+branch&cut) =   40.41 sec. (18971.82 ticks)

Python API的结果:

Clique cuts applied:  33
Cover cuts applied:  1
Implied bound cuts applied:  4
Zero-half cuts applied:  10
Gomory fractional cuts applied:  4

Root node processing (before b&c):
  Real time             =    6.42 sec. (2345.36 ticks)
Parallel b&c, 2 threads:
  Real time             =  222.28 sec. (95061.73 ticks)
  Sync time (average)   =    0.01 sec.
  Wait time (average)   =    0.00 sec.
                          ------------
Total (root+branch&cut) =  228.70 sec. (97407.10 ticks)

Answer 1

在这两种情况下，您可以尝试禁用预求解器和剪切。然后重新运行实验来测试Python API本身是否会限制性能。如果禁用剪切后性能匹配，则查看 Python 剪切参数调整和默认值。

在我看来，C++ 在性能方面是首选，但它会严重增加开发时间。只是我的意见。