Re: [Help-glpk] Problem size limit?

[Andrew Makhorin]

> Does anyone know of a theoretical size limit for a non-integer GLPK
> problem?

Theoretically the problem size is limited by 100,000,000 rows and
columns and 500,000,000 non-zero constraint coefficients; this is
because glpk is a 32-bit application in the sense that it uses 32-bit
integers to access array elements. On the other hand, glpk conforms
to ILP32, LLP64 and LP64 programming models, i.e. it allows using
64-bit pointers as well, so the cumulative amount of core memory used
may exceed 4Gb. All this, however, does not mean that glpk is able to
solve such huge instances for a reasonable time. For pure lp instances
the current practical limit is about one million columns and several
millions of non-zero constraint coefficients.

>   At some level, large problems may not be solvable to optimality
> in a 'reasonable' amount of time (given available hardware).  Very,
> very large problems may not be solveable to optimality, perhaps ever. 
> What is GLPK's limits in terms of the number of constraints that can
> be described, etc.  Is there a way to feed an array of data (in the
> appropriate format) directly into GLPK instead of generating a huge
> .MOD file that must be parsed, etc.

You can feed glpk with a data file in mps or cplex lp format, or use
the glpk api to construct the instance directly in the memory.

>   Anyone care to mention how large of a problem that they have
> solved with GLPK in terms of decision variables, constraints, etc.