Don Knuth's MIP, 64 years later

In 1960, the famed computer scientist Don Knuth wrote a technical paper in which he considered an integer programming model for minimizing memory access latency of an IBM 650. I’ve included a screenshot of the 51 variable, 43 constraint problem at the end of this post.

Prof Knuth describes the problem and his attempts to solve it in an unpublished note on his website. Knuth used a technique of Ralph Gomory published the same year, which he somehow became aware of despite the absence of email, the web, arxiv, or large language models. I asked ChatGPT to render an image of Gomory and Knuth pensively sitting atop a mainframe. It refused for privacy reasons. Here is the best it could do:

Knuth ran Gomory’s algorithm on an IBM 650 with less than 10K of memory, but was unable to find an optimal solution. Thirty-five years later (when I was an undergrad), Dimitris Alevras successfully found the optimum value of 22996 using CPLEX on a SPARCstation 5. I am proud to say I have coded on such a machine! Alveras reported that “32,200 branch-and-bound nodes” were needed to solve the problem to optimality. No CPU time is reported in Knuth’s writeup, but we can safely assume the solution time was minutes or likely hours.

I grabbed the problem formulation from Knuth’s writeup and translated it into Python code (copilot was helpful for this purpose). An MPS file with the model can be found here.

I found that the open source solver SCIP was able to find an optimal solution in two tenths of a second, and that Gurobi was able to solve it in less than 0.1s.

This is another testament to the amazingly wonderful effectiveness of operations research!