Paraxpress: A Massively Parallelized MIP Solver Designed To Run On The Largest Supercomputers @ INFORMS Annual 2016

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The Ubiquity Generator (UG) is a framework for the external parallelization of MIP solvers. It was used to develop ParaSCIP, a distributed memory, massively parallel version of the open source solver SCIP, that runs on up to 80,000 cores in parallel. In this talk, we introduce ParaXpress, for which one of the fastest commercial MIP solvers, the FICO Xpress-Optimizer, has been parallelized by UG. Combining the internal shared-memory parallelization of Xpress and the external parallelization of UG, we aim at a new order of magnitude for supercomputer core-usage in MIP solving.