i want solve optimisation problem using pulp library in python. optimisation problem has >10000 variables , lot of constraints. takes long time pulp solve such big problems. there way can implement multi threading , gain speed ?
any other solution/library such big optimisation problems?
linear programming has not been amenable paralelisation, best bet make problem faster either use different solver or reformulate problem.
you can feel speed @ other solvers can solve problem generating mps file (using writemps()
method on propblem variable) , submitting neos.
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