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Which optimization solver to choose?

Hi,

My company has asked me to pick a optimization solver for my project which involves solving a large MIP problem. I have narrowed the search down to two vendors: IBM ILOG CPLEX vs FICO XPRESS.

CPLEX has been the industry's gold standard for years but XPRESS put up a good argument that some of the big companies have abandoned CPLEX for XPRESS for a better solver performance and more flexible modeling environment. Could someone share with me their experience on this subject? Thanks.

Replies to This Discussion

Permalink Reply by Yi-Chun Tsai on February 19, 2010 at 7:54am

Hi, Greg:
How about the modeling language itself? How does OPL compare to the other languages like AMPL or GAMS in terms of the learning curve?

Permalink Reply by Greg Glockner on February 19, 2010 at 8:00am

AMPL and GAMS have been around much longer than OPL; I believe there is a larger user base for AMPL and GAMS. It would be unprofessional for me to say anything more in a public forum like this.

Permalink Reply by Vibhu Sharma on February 13, 2011 at 10:35pm

Lindo or lingo. We use it with our ProPlan software effectively.

Permalink Reply by Larry on February 14, 2011 at 7:02am

When choosing an optimization solver you might want to look at benchmark results. Hans Mittelmann has a benchmark reference for proprietary and open source solvers. He has all sorts of benchmarks including serial and parallel computing, linear, mixed integer, and nonlinear. This is probably one of the best unbiased benchmarks available.

http://plato.asu.edu/bench.html

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