Distributed Optimization with The Gurobi Instant Cloud

Kostja Siefen

© 2015 Gurobi Optimization2

Gurobi: Leader in Optimization on the Cloud

} Core Components◦ Gurobi Optimizer◦ Gurobi Compute Server

} First with enterprise-grade optimization on the cloud◦ Over 5 years of experience with optimization on the cloud

} Moving to the cloud requires no changes in your code◦ Full Gurobi API, with all Gurobi supported languages & platforms

} Introducing the next step in the Gurobi Cloud◦ Gurobi Instant Cloud◦ More flexible pricing

© 2015 Gurobi Optimization3

Why use the Cloud for Optimization?

} Pay just for what you use◦ Short-term projects◦ Occasional use◦ Meet a peak in demand

} You do not need◦ software or hardware to purchase or configure◦ a system administrator

} Get many fast computers quickly◦ Especially valuable for distributed optimization

} Increased robustness◦ Get computers in multiple locations◦ World-class management of computer center

© 2015 Gurobi Optimization4

The Cloud isn’t for Everyone

} Before you get started it’s important to understand if the Cloud is right for you

} Client computers need a permanent internet connection} In some cases, data transmission may be a bottleneck

} You may not be ready to trust others to manage your computers

} It may be cheaper to own than to rent◦ Long-term applications that run (nearly) 24/7

} Most customers continue to use traditional licenses

© 2015 Gurobi Optimization5

Gurobi Instant Cloud

} Gurobi Instant Cloud makes it fast and easy to use the cloud for optimization.

} No need to be an expert in cloud computing!} Simply install Gurobi Optimizer on your client computers} Easy control interface◦ Visit the Instant Cloud website: https://cloud.gurobi.com◦ Access directly via REST API

} Launch a fast cloud machine to quickly solve your model

} Run from Windows, Mac, or Linux clients } Communication between your client and your cloud server encrypted

with 256-bit AES} Gurobi does not have the ability to access your models or your data

© 2015 Gurobi Optimization6

Distributed Optimization on the Instant Cloud

} Distributed Optimization is a great fit for the Instant Cloud

} Quickly get access to a cluster of machines in the Cloud

☁️ + = 😀

© 2015 Gurobi Optimization7

Demonstration:Gurobi Instant Cloud

© 2015 Gurobi Optimization8

Gurobi Instant Cloud API

} Simple HTTPS API◦ List your licenses◦ List your running machines◦ Launch a set of machines◦ Kill a set of machine

} API calls authenticated by signing with secret key} Embed access id and secret key in your client programs◦ Revoke secret key if necessary

© 2015 Gurobi Optimization9

Gurobi Instant Cloud API

} Open source API clients available on GitHub:◦ Python - https://github.com/Gurobi/instantcloud-python◦ C - https://github.com/Gurobi/instantcloud-c◦ C# - https://github.com/Gurobi/instantcloud-dotnet◦ Java - https://github.com/Gurobi/instantcloud-python

} Use them to start and stop cloud machines from the command-line.} Or as a library for controlling cloud machines from your own

programs} You can modify these reference implementations for your own needs

and/or integrate them into your own software.

© 2015 Gurobi Optimization10

Instant Cloud Pricing

} Cloud pricing has two components:◦ Machine Price: what you pay for the machine◦ License Price: what you pay for Gurobi software

} Allows you to choose the best machine for your needs

} Different licenses for light and heavy/advanced users◦ You only pay for the features you use

} Frequent cloud users automatically receive savings

© 2015 Gurobi Optimization11

Gurobi Instant Cloud LicensesLight License Full License

Multiple Jobs ✖ ✔

Job Queuing ✖ ✔

Load Balancing ✖ ✔

Distributed Optimization ✖ ✔

} Light License◦ Equivalent to Single-Use license◦ Perfect if you are solving a single model at a time

} Full License◦ Equivalent to Compute Server license with Distributed Optimization add on◦ Perfect for solving multiple models from multiple users◦ Perfect for Distributed Optimization

© 2015 Gurobi Optimization12

Automatic License Savings

Light License Full LicenseHourly Price $10/hr $20/hr

Monthly Price Cap $1500 $3000

} Price cap lets you run a machine 24 hrs/day for ~750hrs in a month

© 2015 Gurobi Optimization13

Distributed Workers

} When you perform distributed optimization you need:◦ A manager machine with a Full license◦ A cluster of distributed workers

} No license charge for distributed workers

} Add as many as you need to your cluster

} Pay only the cost of running the worker machines

© 2015 Gurobi Optimization14

Gurobi Instant Cloud Machines

Machine vCPU RAM (GB) Price East-1 ($/hr)

c4.large 2 3.75 0.11c4.2xlarge 8 15 0.46c4.4xlarge 16 30 0.88c4.8xlarge 36 60 1.86r3.8xlarge 32 244 2.80

} Includes Amazon’s latest compute optimized c4 machines

} Includes a machine with 244 GB of RAM for your largest models} Machine prices vary by region (prices shown are for US-East-1)

© 2015 Gurobi Optimization15

References

} Visit http://cloud.gurobi.com for more details on the Instant Cloud

} Commercial clients, ask your account representative for a free trial

} Get started using the Instant Cloud today