Operations Research topics: SAS/OR,
SAS Optimization, and SAS Simulation Studio

benchmarking SAS-OR 9.1.3 with other LP/MIP solvers

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benchmarking SAS-OR 9.1.3 with other LP/MIP solvers

Hi,

I was reading the white paper with the latest in SAS-OR. I understood that the software has been improved considerably with regards to performance, scalability, front end, etc. Has there been any benchmarking studies performed lately with the existing LP/MIP/NLP solvers like CPLEX/ MINOS, etc? If yes, can I request a copy of the same. If not, could you provide a comparison.

Thanks.
Very Respectfully,
Jay
SAS Employee
Posts: 48

Re: benchmarking SAS-OR 9.1.3 with other LP/MIP solvers

We cannot directly compare against other solvers since we do not have a license. From public domain benchmarks, after adjusting approximately for different hardware, we seem to be very competitive with the best of breed. In some cases, we are worse; in other cases we are better.
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Re: benchmarking SAS-OR 9.1.3 with other LP/MIP solvers

it's definitely not as fast as CPLEX (keep in mind that CPLEX is in its 11th or 12th interation, SAS/OR is on it's first)

approx 270,000 decision points takes about 45 minutes to solve (LP) <--- majority of the time is processing the data tables, actual CPU time is probably less than a minute.

MIPs are obviously going to take forever to solve, however you can tweak that by setting your gap to 0.001 or 0.01 (depending on the situation of course)

try it, it's actually much more user friendly and flexible than CPLEX or any of those Minos/OPL type...
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