tag:blogger.com,1999:blog-3971202189709462152.post4040572987275633047..comments2015-05-23T00:33:03.227+02:00Comments on PyPy Status Blog: Playing with Linear Programming on PyPyCarl Friedrich Bolzhttp://www.blogger.com/profile/00518922641059511014noreply@blogger.comBlogger8125tag:blogger.com,1999:blog-3971202189709462152.post-26194697187506397202011-08-05T10:37:23.128+02:002011-08-05T10:37:23.128+02:00Are you distinguishing between the time it takes t...Are you distinguishing between the time it takes to setup the optimization problem and the time it takes to actually solve it?<br /><br />GLPK is a simplex solver written in C, and CVXOPT is an interior point solver written in Python/C and is not particularly optimized for sparse problem. Nevertheless, you should check the you actually formulate a large sparse problem in CVXOPT, and not a dense one.Joachim Dahlhttp://www.blogger.com/profile/00138794769456034106noreply@blogger.comtag:blogger.com,1999:blog-3971202189709462152.post-41101523621157097552011-05-30T19:48:29.312+02:002011-05-30T19:48:29.312+02:00have you tried openopt[1]?
[1] openopt.orghave you tried openopt[1]?<br /><br />[1] openopt.orgFlavio Coelhohttp://www.blogger.com/profile/02885581033966597420noreply@blogger.comtag:blogger.com,1999:blog-3971202189709462152.post-90582137887901338572011-05-14T13:24:11.129+02:002011-05-14T13:24:11.129+02:00Thanx for noting, I've fixed the post (again)....Thanx for noting, I've fixed the post (again).Hakan Ardohttp://www.blogger.com/profile/15466911074154154640noreply@blogger.comtag:blogger.com,1999:blog-3971202189709462152.post-54563078340575667722011-05-12T19:53:03.940+02:002011-05-12T19:53:03.940+02:00Winston: It is indeed. What cvxopt spends 20 min o...Winston: It is indeed. What cvxopt spends 20 min on I don't know. One guess would be that it is passing the ~2 million coefficients involved to C one by one, possible with a bit of error checking for each of them. As for the 6 s used by pplp, it needs to convert the equations into the matrices glpk wants. That means shuffling the coefficients around a bit and some bookkeeping to keep track of which goes where.<br /><br />Anonymous: OK, how would the above example look in that case?Hakan Ardohttp://www.blogger.com/profile/15466911074154154640noreply@blogger.comtag:blogger.com,1999:blog-3971202189709462152.post-27454179122292677402011-05-12T17:48:48.755+02:002011-05-12T17:48:48.755+02:00you should try www.solverfoundation.com using iron...you should try www.solverfoundation.com using ironpython too.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-3971202189709462152.post-51113969861634142442011-05-12T15:28:00.172+02:002011-05-12T15:28:00.172+02:00That seems like a lot of overhead for the wrapper,...That seems like a lot of overhead for the wrapper, what is up with that? I mean, I'd expect the wrapper to reasonably quickly pass it off to the C library.Winston Ewerthttp://www.blogger.com/profile/09662140751753841349noreply@blogger.comtag:blogger.com,1999:blog-3971202189709462152.post-49701056306765597622011-05-12T08:29:43.755+02:002011-05-12T08:29:43.755+02:00Yes, there is a typo there, I'll update the po...Yes, there is a typo there, I'll update the post. Thanx for noting.Hakan Ardohttp://www.blogger.com/profile/15466911074154154640noreply@blogger.comtag:blogger.com,1999:blog-3971202189709462152.post-89425571146555687942011-05-12T00:27:58.793+02:002011-05-12T00:27:58.793+02:00for the first equation do you not perhaps mean f(x...for the first equation do you not perhaps mean f(x,y,z) = 10x+6y+4z instead of z = 10x+6y+4z ?The Cannon Familyhttp://www.blogger.com/profile/03343309653489638507noreply@blogger.com