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Performance

gurobi performance

https://support.gurobi.com/hc/en-us/articles/360013420111-How-do-I-improve-the-time-to-build-my-model

  • try using Model.addVars() to create a sparse tupledict of variables, then use the select(), sum(), and prod() methods to iterate over only the matching variables

  • it is more efficient to build a linear or quadratic expression by modifying an existing expression rather than repeatedly creating new expressions

  • the Model.addLConstr() method is a slightly faster alternative to the more general Model.addConstr(). It can be up to 50% faster, particularly for very sparse constraints

  • the Python Matrix API can be significantly faster than the traditional Model.addConstr() process

Gurobi python matrix:

  • https://cdn.gurobi.com/wp-content/uploads/gurobipy_matrixfriendly_webinar-slides.pdf

  • python matrix api: https://support.gurobi.com/hc/en-us/sections/360009927292-Python-Matrix-API