title: PuLP very slow when adding many constraints
body: <p>I'm trying to use PuLP, but it is taking <em>50 seconds</em> to add 4000 constraints (with 67 variables). Solving the problem only takes a fraction of a second.</p>
  
  <p>We want to use PuLP to easily test several solvers on a large set of problems.</p>
  
  <p>Should it be taking PuLP this long? Using PyGLPK directly takes only a fraction of second including both setup and solving, so I hope not. What can I do to improve the efficiency of this step in PuLP?</p>
  
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  <p><strong>Update</strong></p>
  
  <p>My constraints matrix is very sparse, and I was able to reduce the setup time to 4 or 5 seconds for this particular problem by only including nonzero coefficients. I am still able to write my own .lp or .mps formatted file, solve the problem with a cbc or glpsol subprocess, and parse the solution much more efficiently than PuLP, simply because I can write the input file in a few ms when PuLP takes several seconds. I'm still not sure why this would be.</p>