4 ms·
Mathematica, correct. But fun fact: Mathematica has no MPS exporter. So I had to write my own, which is somehow the perf bottleneck in my whole setup now. Even
by sterlind 4y ago
Mathematica, correct. But fun fact: Mathematica has no MPS exporter. So I had to write my own, which is somehow the perf bottleneck in my whole setup now. Even after wrestling with it for several days. Apparently string operations are not its forté.
- 7thaccount 4y agoI had to look that up as I couldn't believe they don't have that feature... especially since Import[] supports .MPS. I know they have plugin support for solvers like Mosek and I think GUROBI which I assume creates a .MPS and sends to the solver. Maybe it just does it all in memory. They really need to add that lol.
- sterlind 4y agoit's so bizarre! why would they only do it halfway? and import is the least useful direction for them to implement.. how often are you building models outside of Mathematica to solve inside? I can't use the Gurobi support, sadly, since my Gurobi instance is on another box (where I don't have MMA), and I needed to benchmark against HiGHS, CBC etc.
- 7thaccount 4y agoIt's a good point that most people won't be using Mathematica for solving LP and MIP models as it just uses CBC as the backend anyway. I mean you could of course, but I think most folks would just use an API to call CBC more directly outside of Mathematica. I bet they could add this feature easily enough though.