Re:Optimization solvers: missing link for fully open-source ...
by SparseRunner on Sunday May 01, 2022 @03:23AM
(#31222914)
For interior point the key is writing a multicore matrix decomposition code that exploits sparsity and the range of problem structure that is encountered. For MIP it's having techniques to exploit the many different problem features that occur and ensuring that they are used intelligently.
What are concrete technical challenges HiGHS needs to solve to bridge the gap with Gurobi?
(my academic background is in numerical analysis/scientific computing but I didn't specialize in writing optimizers)