PyOptInterface: Design and implementation of an efficient modeling language for mathematical optimization
- Resource Type
- Working Paper
- Authors
- Yang, Yue; Lin, Chenhui; Xu, Luo; Wu, Wenchuan
- Source
- Subject
- Computer Science - Mathematical Software
- Language
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.
Comment: 10 pages