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arXiv · 2405.10130

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

Yue Yang·Chenhui Lin·Luo Xu·Wenchuan Wu
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Abstract

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.

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Yue Yang, Chenhui Lin, Luo Xu, Wenchuan Wu. 2024-05-16. PyOptInterface: Design and implementation of an efficient modeling language for mathematical optimization. https://arxiv.org/abs/2405.10130

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