This paper introduces the design and implementation of PyOptInterface, a modeling language for mathematical optimization embedded in Python programming language. PyOptInterface uses lightweight and compact data structure to bridge high-level entities in optimization models like variables and constraints to internal indices of optimizers efficiently. It supports a variety of optimization solvers and a range of common problem classes. We provide benchmarks to exhibit the competitive performance of PyOptInterface compared with other state-of-the-art modeling languages.
@article{arxiv.2405.10130,
title = {PyOptInterface: Design and implementation of an efficient modeling language for mathematical optimization},
author = {Yue Yang and Chenhui Lin and Luo Xu and Wenchuan Wu},
journal= {arXiv preprint arXiv:2405.10130},
year = {2024}
}