The toolkit glpk supports methods for mixed integer linear programming (MILP). These methods solve Capital Budgeting Problems (CBP). Unfortunately, glpk does not support any multithreading and there is no feature to distribute problems via network connections.
Today, this is a pitiable sight, because modern computer systems are coupled by networks and support multi threading. We create a distributed system with Apache thrift and the C-API of glpk. Now, it is possible to use as many cores in a network as you want. With a focus on the MILP methods we implement a load balancing and speed up the solving process in a multiplicative way. Sometimes we have super-linear speedup with a small set of hardware. With a splitting of problems, parallel computing and distributing the actual best solution to all running processes we solve CBP much faster than a sequential processing can do.
- capital budgeting problem
- distributed system
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