I am looking for a library in python capable of solving very large LPs (say 50,000 variables). I am currently using MATLAB linprog but I want to switch to python.
Thanks.
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http://stackoverflow.com/a/10705799/3166303 – leeor Oct 01 '15 at 18:51
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Commercial (might be free for academic usage)
Solver:
API:
- Gurobipy (shipped with Gurobi)
Open-source
Solver:
API:
- pulp -> calls GLPK, CLP/CBC, Gurobi, CPLEX / exports LP/MPS
Remark:
I would not call 50k vars a LARGE problem. At least the commercial products should handle these with ease!
sascha
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Thank you sascha! Generally, how large should an LP be to be considered large? Could you name an application that needs, say 50 million, variables? Thanks again, I am in the learning phase :D – mnmp Oct 04 '15 at 00:33
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Sadly i can't give you an example, but i'm sure a lot of people are having models like this. This [SO-Question](http://stackoverflow.com/questions/32865178/limits-of-cplex) features a comment on CPLEX' limits in 2010, where 30 Millions variables are mentioned as upper bound. I think it is safe to assume, that this number got bigger since, especially because the estimated memory requirement is not that big! But as always: Size of a problem != Hardness of a problem. – sascha Oct 04 '15 at 14:13