How to run Microsoft Solver Foundation in parallel tasks

Question

I would like to run Microsoft Solver Foundation in parallel tasks. I tried with the solution below and it throws an exception "ArgumentException: exePath must be specified when not running inside a stand alone exe.". It runs fine one after another but I need to run multiple tasks in parallel to speed up the process.

This is my solver method

public List<Decision> SolveDecisions(RaceWager raceWager)
        {
            _logger.Info("Start to solve decisions");
            EnsureInputIsNotNull(raceWager);

            var solver = SolverContext.GetContext(); // Exception throw here

            solver.ClearModel();

            var model = solver.CreateModel();
            _logger.Info("Generate decisions");
            var decisions = GenerateDecisions(Domain.RealNonnegative, "x", raceWager.RunWagers, raceWager.BankRoll);
            model.AddDecisions(decisions.ToArray());

            var decisionNames = decisions.Select(decision => decision.Name).ToList();

            var sumDecisionsExpression = string.Join(" + ", decisionNames);
            model.AddConstraint("budget", $"({sumDecisionsExpression}) <= {raceWager.BankRoll}");

            var expectedProfitFormula = GenerateExpectedProfitSolverExpression(decisionNames, raceWager);
            model.AddGoal("ExpectedProfit", GoalKind.Maximize, expectedProfitFormula);
            _logger.Info("Solve decisions");
            solver.Solve(
                new Directive
                {
                    TimeLimit = int.TryParse(ConfigurationManager.AppSettings["SolverTimeLimit"], out var timeLimit)
                        ? timeLimit
                        : DefaultTimeLimit,
                    WaitLimit = int.TryParse(ConfigurationManager.AppSettings["SolverWaitLimit"], out var waitLimit)
                        ? waitLimit
                        : DefaultWaitTimeLimit
                });
            _logger.Info("End solve decisions");
            return model.Decisions.ToList();
        }

When I try to wrap it in multiple tasks to run in parallel.

var optimizeTasks = new List<Task>();
                for (var i = 0; i < 2; i++)
                {
                    optimizeTasks.Add(Task.Run(() =>
                    {
                        _optimizeService.SolveDecisions(new RaceWager
                        {
                            BetTypeId = BetTypes.WIN,
                            BankRoll = 50000,
                            UserDefinedOverround = 1,
                            TotalPool = 23529.0,
                            RunWagers = new List<RunWager>
                            {
                                new RunWager {ModelPercentage = 0.119796574f, MarketOdds = 11.5815125f, HorsePool = 1693},
                                new RunWager {ModelPercentage = 0.08600821f, MarketOdds = 12.5931282f, HorsePool = 1557},
                                new RunWager {ModelPercentage = 0.210860476f, MarketOdds = 3.56759453f, HorsePool = 5496},
                                new RunWager {ModelPercentage = 0.07284866f, MarketOdds = 8.792601f, HorsePool = 2230},
                                new RunWager {ModelPercentage = 0.08509313f, MarketOdds = 8.622472f, HorsePool = 2274},
                                new RunWager {ModelPercentage = 0.0636601746f, MarketOdds = 9.83325f, HorsePool = 1994},
                                new RunWager {ModelPercentage = 0.06863576f, MarketOdds = 31.4727135f, HorsePool = 623},
                                new RunWager {ModelPercentage = 0.0714284852f, MarketOdds = 11.4529791f, HorsePool = 1712},
                                new RunWager {ModelPercentage = 0.0970818f, MarketOdds = 7.305328f, HorsePool = 2684},
                                new RunWager {ModelPercentage = 0.0276215617f, MarketOdds = 25.2024422f, HorsePool = 778},
                                new RunWager {ModelPercentage = 0.0531845465f, MarketOdds = 14.7646837f, HorsePool = 1328},
                                new RunWager {ModelPercentage = 0.0437806025f, MarketOdds = 16.903017f, HorsePool = 1160},
                                new RunWager {ModelPercentage = 0.06345806025f, MarketOdds = 15.234017f, HorsePool = 1260, PGIScratching = true}
                            }
                        });
                    }));
                }
await Task.WhenAll(optimizeTasks);

At this line of code will throw an exception

var solver = SolverContext.GetContext();

Exception: 'Microsoft Solver Foundation plugin solver configuration exception.'

Message: 'exePath must be specified when not running inside a stand alone exe'

StackTrace:
   at System.Configuration.ConfigurationManager.OpenExeConfigurationImpl(ConfigurationFileMap fileMap, Boolean isMachine, ConfigurationUserLevel userLevel, String exePath, Boolean preLoad)
   at Microsoft.SolverFoundation.Services.PluginSolverCollection.<GetPluginSolverSection>d__7.MoveNext()
   at Microsoft.SolverFoundation.Services.PluginSolverCollection.Initialize()
   at Microsoft.SolverFoundation.Services.PluginSolverCollection.CreatePluginSolverCollection()

Please let me know if you need extra information. Thanks in advance

Answer 1

Okay, I'm able to resolve my problem. I still don't know what is the root cause but I can fix it by creating a field in the constructor instead of in the task.

Remove this.

var solver = SolverContext.GetContext();

Use this instead

private readonly ILogger _logger;
private readonly SolverContext _solver;

public OptimizeService(ILogger logger)
{
     _logger = logger;
     _solver = SolverContext.GetContext();
}