overhead introduced by using a fancy high-level python interface

on top of a low-level C interface. The application considered is

<a href="http://en.wikipedia.org/wiki/Linear_programming">Linear

-programming</a>~~, which~~ is a tool used to solve linear optimization

+programming</a>. It is a tool used to solve linear optimization

problems. It can for example be used to find the nonnegative values

x, y and z that gives the maximum value of

There exists general purpose solvers for these kind of problems that

are very fast and can literally handle millions of variables. To use

them however the problem has to be transformed into some specific

-~~standard ~~matrix form, and the coefficients of all the matrices

+matrix form, and the coefficients of all the matrices

has to be passed to the solver using some API. This transformation is

a tedious and error prone step that forces you to work with matrix

indexes instead of readable variable names. Also it makes maintaining