I have a model that I have developed using MathProg, that I am using regularly. Some problem datasets result in very large models. The problem itself is solving very quickly, but I am finding the model translation (reading the .mod file, data files, and setting up the problem) to be very slow.
I came across this on the wikipedia entry: "
The take-home message is that nested set iterations should be avoided where possible, as these greatly expand the dimensionality and size of the model space to be processed.", and it discusses a case on the OSeMOSYS energy model where the execution time was reduced from 15 hours to 9 minutes by a reformulation.
Unfortunately, I'm not sure what they mean here, and I am looking for an example. I have tried searching the OSeMOSYS site for more information, as well as searching for publications by Jonas Horsch, who did the reformulation, but have had no luck yet.
Does anybody have examples illustrating how to avoid nested-set iterations in MathProg?
Thanks in advance,