The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP . The focus of this article is on the role of the SCIP Optimization Suite in supporting research. SCIP ’s main design principles are discussed, followed by a presentation of the latest performance improvements and developments in version 8.0, which serve both as examples of SCIP ’s application as a research tool and as a platform for further developments. Furthermore, this article gives an overview of interfaces to other programming and modeling languages, new features that expand the possibilities for user interaction with the framework, and the latest developments in several extensions built upon SCIP .

Lattice problems are a class of optimization problems that are notably hard. There are no classical or quantum algorithms known to solve these problems efficiently. Their hardness has made lattices a major cryptographic primitive for post-quantum cryptography. Several different approaches have been used for lattice problems with different computational profiles; some suffer from super-exponential time, and others require exponential space. This motivated us to develop a novel lattice problem solver, CMAP-LAP, based on the clever coordination of different algorithms that run massively in parallel. With our flexible framework, heterogeneous modules run asynchronously in parallel on a large-scale distributed system while exchanging information, which drastically boosts the overall performance. We also implement full checkpoint-and-restart functionality, which is vital to high-dimensional lattice problems. CMAP-LAP facilitates the implementation of large-scale parallel strategies for lattice problems since all the functions are designed to be customizable and abstract. Through numerical experiments with up to 103,680 cores, we evaluated the performance and stability of our system and demonstrated its high capability for future massive-scale experiments.

Lattice-based cryptography has received attention as a next-generation encryption technique, because it is believed to be secure against attacks by classical and quantum computers. Its essential security depends on the hardness of solving the shortest vector problem (SVP). In the cryptography, to determine security levels, it is becoming significantly more important to estimate the hardness of the SVP by high-performance computing. In this study, we develop the world’s first distributed and asynchronous parallel SVP solver, the MAssively Parallel solver for SVP (MAP-SVP). It can parallelize algorithms for solving the SVP by applying the Ubiquity Generator framework, which is a generic framework for branch-and-bound algorithms. The MAP-SVP is suitable for massive-scale parallelization, owing to its small memory footprint, low communication overhead, and rapid checkpoint and restart mechanisms. We demonstrate its performance and scalability of the MAP-SVP by using up to 100,032 cores to solve instances of the Darmstadt SVP Challenge.

Recently, parallel computing environments have become significantly popular. In order to obtain the benefit of using parallel computing environments, we have to deploy our programs for these effectively. This paper focuses on a parallelization of SCIP (Solving Constraint Integer Programs), which is a mixed-integer linear programming solver and constraint integer programming framework available in source code. There is a parallel extension of SCIP named ParaSCIP, which parallelizes SCIP on massively parallel distributed memory computing environments. This paper describes FiberSCIP, which is yet another parallel extension of SCIP to utilize multi-threaded parallel computation on shared memory computing environments, and has the following contributions: First, we present the basic concept of having two parallel extensions, and the relationship between them and the parallelization framework provided by UG (Ubiquity Generator), including an implementation of deterministic parallelization. Second, we discuss the difficulties in achieving a good performance that utilizes all resources on an actual computing environment, and the difficulties of performance evaluation of the parallel solvers. Third, we present a way to evaluate the performance of new algorithms and parameter settings of the parallel extensions. Finally, we demonstrate the current performance of FiberSCIP for solving mixed-integer linear programs (MIPs) and mixed-integer nonlinear programs (MINLPs) in parallel. The online appendix is available at https://doi.org/10.1287/ijoc.2017.0762 .

Portfolio parallelization is an approach that runs several solver instances in parallel and terminates when one of them succeeds in solving the problem. Despite its simplicity, portfolio parallelization has been shown to perform well for modern mixed-integer programming (MIP) and boolean satisfiability problem (SAT) solvers. Domain propagation has also been shown to be a simple technique in modern MIP and SAT solvers that effectively finds additional domain reductions after the domain of a variable has been reduced. In this paper we introduce distributed domain propagation, a technique that shares bound tightenings across solvers to trigger further domain propagations. We investigate its impact in modern MIP solvers that employ portfolio parallelization. Computational experiments were conducted for two implementations of this parallelization approach. While both share global variable bounds and solutions, they communicate differently. In one implementation the communication is performed only at designated points in the solving process and in the other it is performed completely asynchronously. Computational experiments show a positive performance impact of communicating global variable bounds and provide valuable insights in communication strategies for parallel solvers.

This paper describes how we solved 12 previously unsolved mixed-integer programming (MIP) instances from the MIPLIB benchmark sets. To achieve these results we used an enhanced version of ParaSCIP, setting a new record for the largest scale MIP computation: up to 80,000 cores in parallel on the Titan supercomputer. In this paper we describe the basic parallelization mechanism of ParaSCIP, improvements of the dynamic load balancing and novel techniques to exploit the power of parallelization for MIP solving. We give a detailed overview of computing times and statistics for solving open MIPLIB instances.

ParaLEX, developed recently by the authors, is a parallel extension for the CPLEX mixed integer optimizer which is known as one of the fastest commercial solvers for the mixed integer programming problems. In our previous work, we showed that ParaLEX could efficiently perform 30 solver parallelizations. On the other hand, the simple load balancing mechanism of ParaLEX did not obviously have scalability. In this paper, we propose a load balancing mechanism for a new version of ParaLEX. Preliminary computational results show that the load balancing mechanism is quite efficient in solving a lot of classes of problem instances.