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Solver licenses are extremely expensive (~100k in production), so switching solvers isn't very common. Going to C++ helps a bit with I/O before it gets to the s
by throwaway7645 9y ago
Solver licenses are extremely expensive (~100k in production), so switching solvers isn't very common. Going to C++ helps a bit with I/O before it gets to the solver if you really need it, but a lot of people do just fine with things like AIMMS which is a proprietary high level modeling language similar in performance to Python. Maybe Julia + JUMP is nice if you want to remove I/O performance barriers, but don't want C++ pain & more flexibility, but I don't see JUMP being talked about much in the industry currently. If you don't mind me asking, what is your experience in this area and what domain are you working in?
- tavert 9y agoStefan is one of the co-creators of the Julia language, not really an operations research person. He must have misread the results in the JuMP paper where Pyomo outperforms CVX and Yalmip on several problem classes.
- StefanKarpinski 9y agoYou're right, I was looking at the lqcp results and misread the other results. Still, the main takeaway is that of the open source options for expressing OR problems, JuMP is the only one in the same class as the commercial tools. If you've got a problem where problem construction isn't hard, cool; often that's not the case.