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metab0t avatar metab0t commented on May 25, 2024

Thank you for trying out this new package!
The computational complexity of LP is not proportional to the number of variables.
The result of HiGHS on my computer:

100 vars:       3.10 ms
1000 vars:      11.37 ms
10000 vars:     457.82 ms
20000 vars:     1790.67 ms
50000 vars:     11237.34 ms

The result of Gurobi on my computer:

100 vars:       0.93 ms
1000 vars:      3.99 ms
10000 vars:     220.75 ms
20000 vars:     863.75 ms
50000 vars:     5061.72 ms

The time of HiGHS is nearly 2x of the time of Gurobi and the ratio is consistent when the size of problem increases.

By the way, you can use generator directly without turning it into list. This is my test code:

import math
import time
import pyoptinterface as poi
from pyoptinterface import highs, gurobi


def run(n_vars: int):
    model = highs.Model()
    t1 = time.perf_counter()
    model.set_raw_parameter("log_to_console", False)
    model.set_raw_parameter("output_flag", False)

    x = model.add_variables(range(n_vars), lb=0.0, ub=1.0)
    model.add_linear_constraint(poi.quicksum(x), poi.Eq, 1.0)
    objective = poi.quicksum(i * x[i] for i in range(n_vars))
    model.set_objective(objective, poi.ObjectiveSense.Maximize)
    model.optimize()

    assert math.isclose(model.get_value(objective), n_vars - 1)
    t2 = time.perf_counter()
    print(f"{n_vars} vars:\t{(t2 - t1) * 1000:.2f} ms")


for n_vars_ in (100, 1_000, 10_000, 20_000, 50_000):
    run(n_vars_)

from pyoptinterface.

jurasofish avatar jurasofish commented on May 25, 2024

Ah yeah I think I was kind of mixing different solver settings when comparing with other libraries.
With presolve disabled it's much more like I was expecting, much more in line with other libraries - though still nonlinear as you pointed out is expected.

Thanks!

import math
import time
import pyoptinterface as poi
from pyoptinterface import highs


def run(n_vars: int):
    model = highs.Model()
    t1 = time.perf_counter()
    model.set_raw_parameter("log_to_console", False)
    model.set_raw_parameter("output_flag", False)
    model.set_raw_parameter("presolve", "off")

    x = model.add_variables(range(n_vars), lb=0.0, ub=1.0)
    model.add_linear_constraint(poi.quicksum(x), poi.Eq, 1.0)
    objective = poi.quicksum(i * x[i] for i in range(n_vars))
    model.set_objective(objective, poi.ObjectiveSense.Maximize)
    model.optimize()

    assert math.isclose(model.get_value(objective), n_vars - 1)
    t2 = time.perf_counter()
    print(f"{n_vars} vars:\t{(t2 - t1) * 1000:.2f} ms")


for n_vars_ in (10, 10, 100, 1_000, 10_000, 20_000, 50_000, 100_000):
    run(n_vars_)
10 vars:	1.41 ms  <-- warmup
10 vars:	0.09 ms
100 vars:	0.24 ms
1000 vars:	2.13 ms
10000 vars:	52.38 ms
20000 vars:	171.64 ms
50000 vars:	959.09 ms
100000 vars:	3662.42 ms

from pyoptinterface.

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