PyOptInterface: Design and implementation of an efficient modeling language for mathematical optimization

Fuente: arXiv
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Main Authors: Yang, Yue, Lin, Chenhui, Xu, Luo, Wu, Wenchuan
Format: Preprint
Published: 2024
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author Yang, Yue
Lin, Chenhui
Xu, Luo
Wu, Wenchuan
author_facet Yang, Yue
Lin, Chenhui
Xu, Luo
Wu, Wenchuan
contents This paper introduces the design and implementation of PyOptInterface, a modeling language for mathematical optimization embedded in Python programming language. PyOptInterface uses lightweight and compact data structure to bridge high-level entities in optimization models like variables and constraints to internal indices of optimizers efficiently. It supports a variety of optimization solvers and a range of common problem classes. We provide benchmarks to exhibit the competitive performance of PyOptInterface compared with other state-of-the-art modeling languages.
format Preprint
id arxiv_https___arxiv_org_abs_2405_10130
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle PyOptInterface: Design and implementation of an efficient modeling language for mathematical optimization
Yang, Yue
Lin, Chenhui
Xu, Luo
Wu, Wenchuan
Mathematical Software
This paper introduces the design and implementation of PyOptInterface, a modeling language for mathematical optimization embedded in Python programming language. PyOptInterface uses lightweight and compact data structure to bridge high-level entities in optimization models like variables and constraints to internal indices of optimizers efficiently. It supports a variety of optimization solvers and a range of common problem classes. We provide benchmarks to exhibit the competitive performance of PyOptInterface compared with other state-of-the-art modeling languages.
title PyOptInterface: Design and implementation of an efficient modeling language for mathematical optimization
topic Mathematical Software
url https://arxiv.org/abs/2405.10130