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by quanto 1511 days ago
In your expert opinion, what is Gurobi's edge? The foundational mathematical formulation for solvers has been known for decades. I have read that Gurobi has many heuristics that statistically work well against real world problems.

What are concrete technical challenges HiGHS needs to solve to bridge the gap with Gurobi?

(my academic background is in numerical analysis/scientific computing but I didn't specialize in writing optimizers)

1 comments

For interior point the key is writing a multicore matrix decomposition code that exploits sparsity and the range of problem structure that is encountered. For MIP it's having techniques to exploit the many different problem features that occur and ensuring that they are used intelligently.