How good is Gurobi for solving large linear systems of equations?
AnsweredI need to solve a somewhat large linear system of equations (hundreds of thousands variables) in C++ and instead of having to learn a new library was thinking of testing it in Gurobi.
Are there benchmarks for the following formulation?
min 0
s.t Ax = b
Also, if I choose to go through with this approach, and I fill A and b using the addConstr() methods, will Gurobi create a sparse matrix representation internally like the C interface, right?

Hi Victor,
We do not have a benchmark specific to problems without an objective function but I would suggest you go ahead and give it a try, hopefully it will be fast.
Also, if I choose to go through with this approach, and I fill A and b using the addConstr() methods, will Gurobi create a sparse matrix representation internally like the C interface, right?
Yes, using GRBModel::addConstr() we will create the model for the C interface efficiently.
Cheers,
David0
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