PyOptInterface: Design and implementation of an efficient modeling language for mathematical optimization

TL;DR

PyOptInterface is a Python-based modeling language for mathematical optimization that offers efficient data structures, broad solver support, and competitive performance, facilitating easier and faster optimization modeling.

Contribution

The paper presents PyOptInterface, a novel, efficient, and versatile modeling language embedded in Python, with optimized data structures and broad solver compatibility.

Findings

PyOptInterface demonstrates competitive performance in benchmarks.

It supports a wide range of optimization problem classes.

The design simplifies the modeling process in Python environments.

Abstract

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.