I am using the Python ortools to solve large LPs where the number of variables and constraints are in the hundred thousands ($10^5$). Surprisingly, it takes longer to initialize variables and declare constraints than to solve the actual LP:

Phase Average Time (secs)
Variable Initialization 56.28
Constraint Initialization 203.73
LP Solve 116.34

Is there a way to lower the time to initialize variables and constraints by batching them? For my experiments, I solve many of these LPs, so any reduction in runtime would be appreciated.



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