python - Performance issue with setting quadratic objective in CPLEX -


i solving large sparse quadratic problem. objective function has quadratic terms , coefficients of terms same , equal 1 , includes of variables.

i use objective.set_quadratic_coefficients function in python create objective function. small problems (10000 variables), objective function generated gets slower larger problems (100000 variables) , return main problem has 1000000 variables.

is there alternative objective.set_quadratic_coefficients speed creating problem?

after asking question in ibm forum, received , answer , works. fastest way create quadratic objective function use objective.set_quadratic() list contains coefficient values (they can vary , don't need equal 1.0)


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