I have been running a python script for a large linear optimization problem, using scipy optimization package (https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.linprog.html).
Unfortunately, the package has proven to be very slow (>45minutes) for large scale problems (15,000 variables, 25,000 constraints). To circumvent the problem, I have used a hybdrid approach where I set up the problem in Python then call Matlab linprog to solve it. Matlab linprog has a preprocessing feature which reduces the problem dimension significantly. This has the advantage of making the solver much faster (<30 seconds).
Using such hybrid approach has been cumbersome though and I want to move to a full Python-based solution. Would you be able to suggest a good linear program library that runs with Python and present performance similar to Matlab linprog?