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.


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.