number of parallel threads invoked by CPLEX parallel optimizer not working

[CBongiova]

Dear all,

I have included callbacks in my JuMP function, which in return turns off parallel processing in CPLEX.
Having a look online, I found I can invoke the CplexSolver and set CPX_PARAM_THREADS=4. This parameter specifies how CPLEX should bind threads to cores on platforms where CPLEX supports binding threads to cores ( see https://www.ibm.com/support/knowledgecenter/en/SSSA5P_12.6.3/ilog.odms.cplex.help/CPLEX/Parameters/topics/Threads.html)

Nevertheless, when I then run my runfile I get the following message:

"Please submit a bug report with steps to reproduce this fault, and any error messages that follow (in their entirety). Thanks.
Exception: EXCEPTION_ACCESS_VIOLATION at 0x64f645ea -- jl_gc_pool_alloc at /home/Administrator/buildbot/slave/package_win6_2-x64/build/src/home/Administrator/buildbot/slave/package_win6_2-x64/build/src\gc.c:832
while loading C:\Users\bongiova\Desktop\Scripts_Julia\EDARP\run.jl, in expression starting on line 13"

where my expression starting on line 13 is just the following:

model.solveEDARP("C:/Users/bongiova/Desktop/Scripts_Julia/EDARP/mor2-16.txt",solver=CplexSolver(CPX_PARAM_CUTSFACTOR=1,CPX_PARAM_THREADS=4),valid=true)

(where solveEDARP(path; relax=false, solver=CplexSolver(), valid::Bool = true) is my function containing the optimization model in JuMP)

Does anyone have an idea about what is going on? Is this a Julia bug?

[joehuchette]

Yes, it appears that julia and CPLEX's multithreading are not interacting properly. What version of Julia/JuMP/CPLEX are you using?

[CBongiova]

Hi joehuchette,
Thanks for your answer! I am using julia 0.5.0 (the latest release) with cplex version 12.6.2.0. My JuMP version is 0.14.1
Do you think there might be a way to fix this issue and use CPLEX's multithreading in julia?

[joehuchette]

Could you post a minimal reduction of your code that completely reproduces the problem?

[mlubin]

http://www.ibm.com/support/knowledgecenter/SSSA5P_12.6.2/ilog.odms.cplex.help/CPLEX/UsrMan/topics/progr_adv/callbacks_adv/05_thread_safety.html

It is then the responsibility of the user to implement that control callback in such a way that the callback is thread-safe.

I wouldn't expect this to work at all in Julia, would need some deep technical work to understand and correctly fix the issue. You could try using Gurobi which doesn't require its callbacks to be thread safe.

Anyway we ought to display a warning in CPLEX.jl if you use threads and callbacks until this is resolved.

[CBongiova]

Thanks, multithreading seems to be working fine in Gurobi.

[mlubin]

Closed in favor of jump-dev/CPLEX.jl#98