I used to have to solve a ton of LPs or MILPs and rather quickly.
After trying different stuff, and under different platforms (e.g. Matlab + CPLEX, Python + GLPK, etc), I settled first on Python or-tools with COIN-LP (about 100x faster than GLPK). Later we got access to FICO Xpress solver which in turn gave us some other gains.
After trying different stuff, and under different platforms (e.g. Matlab + CPLEX, Python + GLPK, etc), I settled first on Python or-tools with COIN-LP (about 100x faster than GLPK). Later we got access to FICO Xpress solver which in turn gave us some other gains.
I really liked this benchmarking website: http://plato.asu.edu/bench.html
It seems like they got into some trouble, so I don't know if they are still tracking the main commercial solvers.