MOIPaperBenchmarks is a repository containing scripts and data related to the paper: MathOptInterface: a data structure for mathematical optimization problems.
First, install Julia 1.5, Python 3.8, and pipenv.
Once installed, you can initialize the environments as follows:
$ julia --project=. -e "import Pkg; Pkg.instantiate()"
$ julia --project=. precompile.jl
$ pipenv install
Run the bridging experiment as follows:
$ pipenv run python pmedian.py
$ julia --project=. -Jmoibenchmark pmedian.jl
Note that you must run the Python version first, since it makes a temporary file with the CVXPY results that is used by the Julia script to build the Latex table.
Running this benchmark requires a large amount of RAM. In practice, we found that even machines with 16 GB of RAM ended up swapping to the detriment of performance. To avoid this issue, we used a machine with 250 GB of RAM.