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Ask HN: Do you use an optimization solver? Which one? Do you like it?

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Re: Ask HN: Do you use an optimization solver? Which one? Do you like it?

#22

For MIP and LP I have used CPLEX, Gurobi and to a lesser extent Cbc. I used those three using JuMP (Julia package for mathematical programming) and Gurobi via pulp and pyomo. Of all three, I think Gurobi has a very accessible documentation, note that I am not saying better or more complete which in that case it would go to CPLEX, and the integration with Python straight out of the box is very useful. Cbc is a lifesav…

I used Gurobi for logistics routing problems years ago and loved it. Especially loved that I could get a fully functional trial that was limited by total variables to develop my problem and use the license version for the production problems

Re: Ask HN: Do you use an optimization solver? Which one? Do you like it?

#25
We have complex non-linear stuff that maps really well to the meta heuristic approach that OptQuest uses (https://www.opttek.com/products/optquest/). It’s not free and has only a Java API but the time it saves us is worth it. I hear Python bindings are coming this spring.

Re: Ask HN: Do you use an optimization solver? Which one? Do you like it?

#26
I used to use Matlab's fminsearch a lot. In retrospect I barely understood how it worked and I should have taken much more time to understand it rather than just throwing it at stuff. But I ended up getting some good results with it (some antenna design stuff).

Re: Ask HN: Do you use an optimization solver? Which one? Do you like it?

#27
After several years of exploring, my current gotos are:

* Minion for IP for scheduling + edge crossing minimization.

* cvxpy (wrapping ECOS, OSQP, and SCS by default) for convex optimization for making nice geometry.

* Z3 and STP for SAT/SMT for program analysis.

All are FLOSS, which is my main criterion in many situations.

Beyond that, I like minion for its focus on only providing efficiently implementable primitives, cvxpy for the awesome lectures and documentation the folks behind it have produced, and z3 + stp for their use in tools I like, such as klee.

Re: Ask HN: Do you use an optimization solver? Which one? Do you like it?

#28
I used to have to solve a ton of LPs or MILPs and rather quickly.

After trying different stuff, and under different platforms (e.g. Matlab + CPLEX, Python + GLPK, etc), I settled first on Python or-tools with COIN-LP (about 100x faster than GLPK). Later we got access to FICO Xpress solver which in turn gave us some other gains.

I really liked this benchmarking website: http://plato.asu.edu/bench.html

It seems like they got into some trouble, so I don't know if they are still tracking the main commercial solvers.

Re: Ask HN: Do you use an optimization solver? Which one? Do you like it?

#29
I've been using CBC via python-mip (https://github.com/coin-or/python-mip). It's great because it's got a super clean interface (milp variables/expressions/constraints), the code is quite accessible, and it's low overhead which makes it good for solving many very small problems.

Community sentiment seems to be beginning to shift toward favouring the HiGHS solver (https://github.com/ERGO-Code/HiGHS) over CBC. Something I'm keeping a close eye on.

nextmv seems to pitch itself as a generic solving ("decision automation") platform or something (unclear). But it seems that the only fleshed out product offering is for vehicle routing, based on the docs. Are there plans to offer, for instance, a solver binary that can be used to solve generic problems?

Also all the github repos under https://github.com/nextmv-io are private, so links from docs are 404.

Re: Ask HN: Do you use an optimization solver? Which one? Do you like it?

#30
I loved the JuMP package in Julia for being able to write models once, then swap in different solvers.

Most open-source solvers don't handle parallelization well, and they lack the latest research on techniques like branch-cutting and heuristics that can speed things up significantly.

In my experience, Gurobi is still leader for linear and MiP solving. But, it's really expensive and the licensing terms seem anachronistic.

SimpleRose.com was a startup working on a new solver, too - I'm curious if anybody has tried it yet?

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