I am wondering how much could I gain by implementing my OPL model with Concert or Callable library.
I am dealing with a problem where I am solving a succession of fairly simple MILP problems (hundreds to low tens of thousands rows and collumns). The MILP problems are well formulated so they get solved very quickly, the problem is that I have quite a few hundred of these problems to solve, so saving even 0.1 second per problem would be interesting for me.
I imagine that the price that I am paying for all the nice features in OPL is some computation overhead that is necessary to convert the model and send it to CPLEX in the right format. I would like to know if you have any idea what this overhead is : lets say I am solving my OPL model from the command line and it takes me a second to get the optimal solution. Is there a ball park figure how much could I save with Concert or callable library? 10%? 50%?
Obviously I know that the only way to really know is to implement my model in both frameworks but that would take me a couple of weeks. As I have other life interests for my weekends than developping in C, I would like to give it some thought first...
I would be gratefull for any pointers..