PuLP CBC多线程不适用于COIN_CMD

Question

I am using PuLP with Python to do some optimization and because my data is so large, I decided to try multithreading as my problem is quite large, ie choosing

However, in testing with a small subset of the main problem (10k instead of 1M people), I cannot get multithreading to actually use multiple threads.

I followed the instructions to build the solver from source using the ../configure --enable-cbc-parallel flag as described on Coin-OR website ; everything worked great and all the tests passed. I checked the CBC config log in build/Cbc/config.log and it has the message configure:30105: Cbc multithreading enabled in line 845, so it definitely is enabled to work.

System:

• Mac OS X 10.14.3
• i7-4870HQ quad-core
• Python 3.6.7 w/Anaconda
• problem occurs both in Jupyter and running in Python interpreter from the command line

Code, similar to from example here :

start = time.time()
solver = solvers.COIN_CMD(~/Cbc-2.9/build/Cbc/src/cbc',threads=8,msg=1,fracGap = 0.01)
prob.solve(solver)
print('time to solve:',time.time()-start,'seconds')

>> time to solve: 24.815305948257446 seconds

That time was about the same if I specified the multi-threaded solver or if I just used the default solver.

In the CBC message at runtime was the line:

threads was changed from 0 to 8

and also the lines:

Cbc0012I Integer solution of -25507 found by DiveCoefficient after 0 iterations and 0 nodes (18.04 seconds)
Cbc0030I Thread 0 used 0 times,  waiting to start 0.291008, 0 cpu time, 0 locks, 0 locked, 0 waiting for locks
Cbc0030I Thread 1 used 0 times,  waiting to start 0.24997687, 0 cpu time, 0 locks, 0 locked, 0 waiting for locks
Cbc0030I Thread 2 used 0 times,  waiting to start 0.21034408, 0 cpu time, 0 locks, 0 locked, 0 waiting for locks
Cbc0030I Thread 3 used 0 times,  waiting to start 0.17122722, 0 cpu time, 0 locks, 0 locked, 0 waiting for locks
Cbc0030I Thread 4 used 0 times,  waiting to start 0.13530493, 0 cpu time, 0 locks, 0 locked, 0 waiting for locks
Cbc0030I Thread 5 used 0 times,  waiting to start 0.098966837, 0 cpu time, 0 locks, 0 locked, 0 waiting for locks
Cbc0030I Thread 6 used 0 times,  waiting to start 0.062871933, 0 cpu time, 0 locks, 0 locked, 0 waiting for locks
Cbc0030I Thread 7 used 0 times,  waiting to start 0.028151035, 0 cpu time, 0 locks, 0 locked, 0 waiting for locks
Cbc0030I Main thread 0 waiting for threads,  1 locks, 0.00077700615 locked, 9.5367432e-07 waiting for locks
Cbc0001I Search completed - best objective -25507, took 0 iterations and 0 nodes (18.29 seconds)

which means that all the threads were created, but not used?

One solution that I've thought of but don't know how to solve: maybe my path to the solver is wrong, ie the COIN_CMD solver shouldn't be directed to .../cbc but to something else. I haven't found anything on that.

So what am I doing wrong? I couldn't find any other documentation on how to use the threads. Hopefully this is a stupid question with an easy solution. Thanks for your help.

Answer 1

Looks all the work was done during preprocessing. Parallel threads only kick in during the branch-and-bound phase, after preprocessing. Try a model or dataset where CBC has to do some real branching. Ie where the number of nodes is significant. For most larger MIP models, CBC will need to explore a large number of nodes. In that case parallel threads can make a difference. But in some cases it may also lead to worse performance (see link ).