In:
INFORMS Journal on Computing, Institute for Operations Research and the Management Sciences (INFORMS), Vol. 21, No. 3 ( 2009-08), p. 349-362
Abstract:
We describe a framework for modeling optimization problems for solution on a grid computer. The framework is easy to adapt to multiple grid engines and can seamlessly integrate evolving mechanisms from particular computing platforms. It facilitates the widely used master-worker model of computing and is shown to be flexible and powerful enough for a large variety of optimization applications. In particular, we summarize a number of new features of the GAMS modeling system that provide a lightweight, portable, and powerful framework for optimization on a grid. We provide downloadable examples of its use for embarrasingly parallel financial applications, decomposition of complementarity problems, and for solving very difficult mixed-integer programs to optimality. Computational results are provided for a number of different grid engines, including multicore machines, a pool of machines controlled by the Condor resource manager, and the grid engine from Sun Microsystems.
Type of Medium:
Online Resource
ISSN:
1091-9856
,
1526-5528
DOI:
10.1287/ijoc.1090.0340
Language:
English
Publisher:
Institute for Operations Research and the Management Sciences (INFORMS)
Publication Date:
2009
detail.hit.zdb_id:
2070411-2
detail.hit.zdb_id:
2004082-9
SSG:
3,2
