How good is Gurobi for solving large linear systems of equations?

Answered

Victor Hugo Nascimento

• July 21, 2023 06:00

I 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?

1

• 

  David Torres Sanchez

  Gurobi Staff

  • July 24, 2023 11:36
  • Edited

  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, 
  David

  0

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