Execution time of linprog compared to Cplex on C++?

Hello there,

Would any one know by any chance how fast/low linprog on MATLAB compared to Cplex on C++?

I would like to know that so determine if it is worthwhile my MATLAB code to c++.

Kind regrads, and I look forward to hearing from you.

Answer 1

[Gagan Agarwal]

Hi Ahmad Abuaish,

I understand that you would like to compare MATLAB's 'linprog' function with C++'s ‘Cplex’ in terms of solving linear programming problems.

MATLAB's 'linprog' function utilizes the interior-point algorithm to solve linear programming problems and is considered efficient for moderate-sized problems.

On the other hand, ‘Cplex’ is an optimized solver that is known for its performance and scalability, particularly when dealing with complex problems.

Hence, in general, for complex linear programming problems it might be advantageous to implement code in C++ using ‘Cplex’. However, for smaller problems, when ease of use and prototyping capabilities are important, MATLAB's 'linprog' is a better option.

For additional information on 'linprog' please refer to the following documentation:

https://www.mathworks.com/help/optim/ug/linprog.html

I hope this helps!