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Numerical Bounds Check is slow #207
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To clarify, what type of constraints is this iterating over? |
All supported ones in direct mode. Nothing esoteric |
I think we decided that this was because it queries the constraint matrix: Lines 1662 to 1708 in 1d192e2
One option would be to use a cache instead of direct_model , so something like model = Model(HiGHS.Optimizer; add_bridges = false) .
I don't think there's an easy way to speed this up in HiGHS.jl. |
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Recently I noticed that the numerical checks in PowerSimulations.jl since it takes a long time to run with HiGHS w.r.t to Gurobi or Xpress.
This is the loop we use is something like this
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