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[Help-glpk] out-of-memory workarounds
From: |
Barry Rountree |
Subject: |
[Help-glpk] out-of-memory workarounds |
Date: |
Wed, 23 May 2007 11:31:27 -0400 |
User-agent: |
KMail/1.9.1 |
Hello,
I'm starting to run into problem sizes that result in out-of-memory errors.
The matrix is quite sparse, and the presolver does an excellent job of
reducing the problem size (when it doesn't run out of memory first). For
example:
lpx_simplex: original LP has 775626 rows, 3861761 columns, 302081 non-zeros
lpx_simplex: presolved LP has 18378 rows, 75520 columns, 302080 non-zeros
At some point, though, things get a bit out of hand.
lpx_simplex: original LP has 1319436 rows, 6581761 columns, 163841 non-zeros
umalloc: size = 8024; no memory available
First, is there a good rule-of-thumb to estimate memory usage given rows,
columns and non-zeros?
Second, is there a particular set of options I should be using/avoiding in
order to minimize memory?
Finally, would a realistic solution be to modify the presolver to use less
memory (presumably at the expense of taking much, much longer to run)?
I've also tried using the interior-point method, and while it does handle
larger matricies, it's running out of memory too.
Thanks much,
Barry Rountree
- [Help-glpk] out-of-memory workarounds,
Barry Rountree <=