Using GAMS/CPLEX from Python PYOMO
问题 I noticed that Pyomo 5.3 offers a GAMS solver plugin. https://github.com/Pyomo/pyomo/blob/master/pyomo/solvers/plugins/solvers/GAMS.py This is very exciting, as we have a GAMS/CPLEX license where we can use CPLEX as solver, but only via GAMS. With the new Pyomo-Gams interface, it should from my understanding be possible to formulate a problem in Pyomo, and have it translated to GAMS and solved by CPLEX. However, when I test this with the shell integration, it is very slow (40s for 30 solves