The ILOG CPLEX Parallel Barrier Optimizer achieves significant speedups over its serial counterpart on a wide variety of classes of problems. (The serial Barrier Optimizer is introduced in Chapter 9, Solving LPs: Barrier Optimizer, and explored further in Chapter 11, Solving Problems with a Quadratic Objective (QP) and in Chapter 12, Solving Problems with Quadratic Constraints (QCP).) Consequently, the parallel barrier optimizer will be the best continuous choice on a parallel computer more frequently than on a single-processor. For that reason, you should be careful not to apply performance data or experience based on serial optimizers when you are choosing which optimizer to use on a parallel platform.
If you decide to use the parallel barrier optimizer on the subproblems of a MIP, see also other special considerations about nested parallelism in Nested Parallel Processing.
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