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stncls | 9 months ago

If this is business critical for you, you may want to switch to a faster solver. Glop is very nice, but it would be reasonable to expect a commercial solver (Gurobi, XPress, COpt) to be 60x faster [1]. By the same measure, the best open source solvers (CLP, HiGHS) are 2-3x faster than Glop.

Actually, the commercial solvers are so fast that I would not be surprised if they solved the IP problem as fast as Glop solves the LP. (Yes, the theory says it is impossible, but in practice it happens.) The cost of a commercial solver is 10k to 50k per license.

[1] ... this 60x number has very high variance depending on the type of problem, but it is not taken out of nowhere, it comes from the Mittelmann LP benchmarks https://plato.asu.edu/ftp/lpopt.html There are also benchmarks for other types of problems, including IP, see the whole list here: https://plato.asu.edu/bench.html

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