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?
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?
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