# Best practice to solve optimization problem repeatedly in a function with MathOptInterface
**URL:** https://discourse.julialang.org/t/best-practice-to-solve-optimization-problem-repeatedly-in-a-function-with-mathoptinterface/23592
**Category:** Optimization (Mathematical)
**Tags:** optimization
**Created:** [April 27, 2019, 7:27am UTC](https://discourse.julialang.org/t/best-practice-to-solve-optimization-problem-repeatedly-in-a-function-with-mathoptinterface/23592 "2019-04-27T07:27:32Z")
**Posts on this page:** 7
**Page:** 1
### Author:  [@Yuya-Furusawa](https://discourse.julialang.org/u/Yuya-Furusawa)
#### Post date: [April 27, 2019, 7:27am UTC](https://discourse.julialang.org/t/best-practice-to-solve-optimization-problem-repeatedly-in-a-function-with-mathoptinterface/23592/1 "2019-04-27T07:27:32Z")
I want to create the function to solve multiple optimization problems with MathOptInterface, such as
```julia
using MathOptInterface
const MOI = MathOptInterface
function opt(optimizer::MOI.AbstractOptimizer)
...
for i in 1:n
...
x = MOI.add_variables(optimizer, ...)
MOI.set(optimizer, ...) # scalar affine objective function
MOI.add_constraints(optimizer, ...) # scalar affine constraint
MOI.optimize!(optimizer)
...
end
...
end
```
I think I have to initialize Optimizer instance in every for loops, but there is no method to do it.
Currently, my code is
```julia
using MathOptInterface
const MOI = MathOptInterface
using GLPK
function opt(mathod::Symbol)
...
for i in 1:n
...
optimizer = GLPK.Optimizer(method=method) # Only use GLPK optimizer
x = MOI.add_variables(optimizer, ...)
MOI.set(optimizer, ...) # scalar affine objective function
MOI.add_constraints(optimizer, ...) # scalar affine constraint
MOI.optimize!(optimizer)
...
end
...
end
```
However, I don’t want to do hard coding, want to allow the various kinds of solver, such as `Clp.Optimizer` and `CDDLib.Optimizer`.
What is the best practice to do this?
---
### Author:  [@blegat](https://discourse.julialang.org/u/blegat)
#### Post date: [April 27, 2019, 7:47am UTC](https://discourse.julialang.org/t/best-practice-to-solve-optimization-problem-repeatedly-in-a-function-with-mathoptinterface/23592/2 "2019-04-27T07:47:30Z")
The current recommendation is to ask the user to provide a JuMP.OptimizerFactory with `with_optimizer`.
Then you get a new instance with `factory()`.
You could also take an `AbstractOptimizer at argument and call `MOI.empty!` at the start of the function.
You can find a related discussion here : [https://github.com/JuliaOpt/MathOptInterface.jl/pull/387](https://github.com/JuliaOpt/MathOptInterface.jl/pull/387)
---
### Author:  [@Yuya-Furusawa](https://discourse.julialang.org/u/Yuya-Furusawa)
#### Post date: [April 27, 2019, 2:10pm UTC](https://discourse.julialang.org/t/best-practice-to-solve-optimization-problem-repeatedly-in-a-function-with-mathoptinterface/23592/3 "2019-04-27T14:10:49Z")
Thank you!
But why do you recommend `JuMP.OptimizerFactory` rather than `MOI.empty!` ? Is there any difference in speed or something?
---
### Author:  [@blegat](https://discourse.julialang.org/u/blegat)
#### Post date: [April 27, 2019, 2:21pm UTC](https://discourse.julialang.org/t/best-practice-to-solve-optimization-problem-repeatedly-in-a-function-with-mathoptinterface/23592/4 "2019-04-27T14:21:01Z")
No difference in speed but `MOI.empty!` don’t work if you want to use several instances of the same solver simultaneously.
---
### Author:  [@Yuya-Furusawa](https://discourse.julialang.org/u/Yuya-Furusawa)
#### Post date: [April 27, 2019, 3:22pm UTC](https://discourse.julialang.org/t/best-practice-to-solve-optimization-problem-repeatedly-in-a-function-with-mathoptinterface/23592/5 "2019-04-27T15:22:04Z")
I got the point! I appreciate your kind response!
---
### Author:  [@odow](https://discourse.julialang.org/u/odow)
#### Post date: [April 28, 2019, 7:59am UTC](https://discourse.julialang.org/t/best-practice-to-solve-optimization-problem-repeatedly-in-a-function-with-mathoptinterface/23592/6 "2019-04-28T07:59:22Z")
You don’t have to use `JuMP.OptimizerFactory`. You could just go
```julia
using MathOptInterface
const MOI = MathOptInterface
using GLPK
function opt(factory::Function)
...
for i in 1:n
...
optimizer = factory()
x = MOI.add_variables(optimizer, ...)
MOI.set(optimizer, ...) # scalar affine objective function
MOI.add_constraints(optimizer, ...) # scalar affine constraint
MOI.optimize!(optimizer)
...
end
...
end
# Then you can call it with
opt(() -> GLPK.Optimizer())
```
---
### Author:  [@blegat](https://discourse.julialang.org/u/blegat)
#### Post date: [April 28, 2019, 12:35pm UTC](https://discourse.julialang.org/t/best-practice-to-solve-optimization-problem-repeatedly-in-a-function-with-mathoptinterface/23592/7 "2019-04-28T12:35:05Z")
@odow that would work but if it is part of a package, I would recommend using `with_optimizer` to provide a more consistent interface with the rest of the ecosystem