3 ms·
I used to have to solve a ton of LPs or MILPs and rather quickly. After trying different stuff, and under different platforms (e.g. Matlab + CPLEX, Python + GL
by huevosabio 5y ago
I used to have to solve a ton of LPs or MILPs and rather quickly.
After trying different stuff, and under different platforms (e.g. Matlab + CPLEX, Python + GLPK, etc), I settled first on Python or-tools with COIN-LP (about 100x faster than GLPK). Later we got access to FICO Xpress solver which in turn gave us some other gains.
I really liked this benchmarking website: http://plato.asu.edu/bench.html http://plato.asu.edu/bench.html
It seems like they got into some trouble, so I don't know if they are still tracking the main commercial solvers.