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Linear Programming in Python with CVXOPT
- mlubin 11y agoIf you're interested in model generation time, have a look at JuMP (https://github.com/JuliaOpt/JuMP.jl https://github.com/JuliaOpt/JuMP.jl). More discussions on the speed of modeling languages at http://arxiv.org/abs/1312.1431 http://arxiv.org/abs/1312.1431 and http://arxiv.org/abs/1508.01982 http://arxiv.org/abs/1508.01982
- santaclaus 11y agoInteresting -- any idea how the performance compares to Ipopt or Gurobi?