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We first solve them directly using the sirnplex method and the barrier method of CPLEX
6.0 on the RSl6ûûû in order to compare the solution of the direct method with that of our
decomposition algorithm. We mesure the solution time on the RSf6000 as elapsed time, which
includes the mode1 genention time by GAMS and the solver time by CPLEX, in order to give an
idea of how long the whole process talces. Note that HEPG2 cannot be solved by the barrier
method. due to insufficient memory. and FP is also too large to be solved. due to the memory
limit. for both the simplex method and the barrier method.
C
Table 5.2 The test statistics of direct methods on RS/6000 (Time is rneasured in seconds).
f roblems
TEP
NAEP
HEPG L
HEPG2
FP
I Simplex Method Banier Method
I
Sol. Time Iter. No. 0bj.Vdues Sol. Time Iter. No. Obj.Values
I
0.46
226
102.52 1 2837
435
873
NIA
L
33245
55387
N/A
4154.840
-30 16.200
-144008.473
-30307.573
NIA
3 154.840
-30 16.200
We dso solved the original problems in one PC by transfemng al1 data, using WSET, in
order to compare the solution time with that of parailel decomposition in the sarne environment.
Since the mificial variables are added in the linking consuiiints in this method, the iteration
numbers could be different from those in Table 5.2. In Table 5.3, "Simp. Iter." or "Bar. Itef
shows the number of itentions using the simplex method or the barrier method of CPLEX and
I
0.45
lOJ.45
958
N/A
NIA
12
37
33
N/A
- 144008.374
N/A
NIA NIA