Dear all
Kindly if you have experience with CPLEX solver with C, Is it better to model the optimization problem using C or C++ than Matlab, from execution time point of view?
In fact I have modeled my problem in Matlab, but it takes a very long time to generate the rows (I have around 500K rows), while it takes around 5 seconds to solve the problem!
Thanks in advance.
Thanks for your answer,
You are right the solving time is the same when using Matlab or OPL in CPLEX studio.
But the function cplex.addrows() consumes a lot of time in Matlab, this time is consumed during the model building not in the preprocessing.
My question is basically would it consumes the same in C or C++.
Thanks again.
In my experience, calling CPLEX routines in MATLAB produces some serious overhead. If you are adding rows one by one, this could be a big issue.
My advice is either to pass the rows (inequalities) in large blocks (preferably all at once) or, if you are running some sort decomposition/delayed generation scheme, use a different language (I switched to JULIA, which has marvelous optimization packages).
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