I’d love to see how the DataFrame JuMP formulation compares to the GAMS solution in terms of performance Did anyone run that comparison?
I’m also curious, but that would require a GAMS license.
With all of the university-affiliated people on this board, I’m sure there is a GAMS license to be found. I just checked and do not have one, unfortunately.
I have access to a GAMS license and link to a couple commercial solvers.
If you give me code I can execute it.
The GAMS code is:
The main entry point is:
The JuMP code is