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Results tagged with solver
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user 134
For questions related to software designed to solve very general classes of optimization problems to guaranteed optimality.
3
votes
Accepted
Multithreading vs DPCC SYCL Programming for OR computational implementations
There at least 4 to 5 companies building and selling software for solution of (mixed) linear optimization problems. All these companies has many very clever employees that have put many man years into …
- 3,216
9
votes
Model conversion as fast as gurobipy and solved by open source solvers
If you do a lot of looping in Python to build your model, then model building is going to be slow. We have illustrated this for Pyomo (and the same undoubtedly holds for Pulp) in a notebook that imple …
- 3,216
7
votes
Are there any parallel methods for solving multiple general nonlinear convex optimization pr...
Almost all convex optimization problems can be formulated as a conic optimization problem using only the cone types we can handle in practice. See the Mosek modeling cookbook for details. This often l …
- 3,216
12
votes
Will there be Rust APIs for state-of-the-art solvers?
The upcoming 10.1 version of Mosek includes a fully documented Rust API. It is currently in beta mode.
At our GitHub page you find more info about Rust and Mosek.
- 3,216
2
votes
How can we prove the solvability time of a linear program?
I have not seen anyone proving something like that.
- 3,216
13
votes
Accepted
Why does some solvers can only solve conic optimization problems?
The fundamental algorithm employed by Mosek and SeDuMi is a primal-dual interior-point algorithm based on the work of Nesterov and Todd (NT). See for instance
my paper and the references therein. This …
- 3,216
3
votes
Accepted
Which combinations of python modeling libraries and solvers support logarithmic objective fu...
Assuming the model is convex, then you can easily state your problem on conic form using the exponential cone. The Mosek modeling cookbook discusses that topic.
Mosek has 2 different Python interfaces …
- 3,216
9
votes
Accepted
YALMIP-like modeling environment in Python
Given you are a MATLAB+Yalmip user you may prefer Cvxpy. Cvxpy is particularly useful if you do nonlinear models. Mosek also includes 2 Python interfaces where the so called Fusion interface may be th …
- 3,216
28
votes
What instances can be solved today by modern solvers (pure LP)?
However, here is an example where glop (a simplex solver sponsored by Google) did not finish in 40 days.
Although this problem is not huge. …
- 3,216
6
votes
Simple OLS problem can only be solved in SCS. Is the dual infeasible?
One way to get a better conditioned problem is to minimize the norm of
A @ x - b
instead of
cp.sum_squares(A @ x - b)
There is no benefit of the squaring unless your solver only can solve QPs. …
- 3,216