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Allow using other LP/LCP solvers #301

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Lopsy opened this issue Feb 11, 2022 · 1 comment
Open

Allow using other LP/LCP solvers #301

Lopsy opened this issue Feb 11, 2022 · 1 comment
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@Lopsy
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Lopsy commented Feb 11, 2022

The internal LP solver is a bit slow, at least for me using pygambit.nash.lp_solve. In an experiment solving zero-sum extensive form games with ~100 infosets for each player, the internally linked solver takes ~18s, compared to lp_solve taking ~0.1s for the same LP constructed manually.

So, I'd like a feature in pygambit to use a different LP solver. (I see that by passing external=True I can use Gambit's external command line solver. Apologies if there's already a way to use this argument to call an LP solver of my choice.)

@tturocy
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tturocy commented Feb 13, 2022

Indeed this has been on the wish-list for many years, and I'd very much like to see it.

It will however take someone taking on implementing this to make it happen!

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