I wrote a program to solve a linear program in Julia using GLPKMathProgInterface and JuMP. The Julia code is being called by python program which runs multiple instances of the Juila code through multiple command line calls. While I'm extremely happy with the performance of the actual solver the initialization is extremely slow. I was wondering if there were approaches to speed this up.
For example if I just save the following to a file
@time using DataFrames, CSV, GLPKMathProgInterface, JuMP, ArgParse
and run it
mylabtop:~ me$ julia test.jl
12.270137 seconds (6.54 M allocations: 364.537 MiB, 3.05% gc time)
This seems extremely slow, is there some good way to speed up using modules like a precompile step I could do once?