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)|
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.