Update: Gurobi vs. CPLEX
First benchmark results for the new (and still unreleased) solver of Gurobi (the new company of Gu, Rothberg, and Bixby) have been published yesterday by Hans Mittelmann and compared to CPLEX 11.2. The results look pretty decent and it looks like the gurobi code is very much comparable to the one of CPLEX in terms of performance.
From the Intechne Blog >>Less is more<<:
- Gurobi solves MIPs faster on single-processor machines: It beats or equals CPLEX’s performance 55% of the time. (A third solver – MOSEK – is also compared. It wins or ties for first 5% of the time.)
- Gurobi parallelizes robustly: Having used it in a number of projects over the years, I can attest that CPLEX’s parallel branch and bound is a very solid piece of code. In this one-on-one comparison on a 4-processor machine, Gurobi wins or ties CPLEX 58% of the time.
- Aggregate solution times are less on Gurobi: Considering only problems on which at least one integer solution was found, on a single-CPU system Gurobi runs through the test-set in 25% less time than CPLEX, as measured using the geometric mean of times. On 4-CPU systems, the improvement is still considerable – 15%.
- Gurobi is good at finding integer feasible solutions: CPLEX fails to identify a single integer feasible solution on 2 instances in either mode. Gurobi fails on one instance in single-threaded mode. It finds at least one integer solution on all test-set problems when using four processors.
- CPLEX takes better advantage of parallelization: CPLEX’s speed-up in going from one to four processors is 40%, whereas Gurobi only manages 30%.
Also check out the post on Michael Trick’s Blog.
UPDATE 05/20/2009: The standalone version of Gurobi is available now. (see also here)