RE: [Help-glpk] memory usage seems very high

[Meketon, Marc]

A couple of strange things:

 

First, when I run your model on my Windows box, it doesn’t run completely.  In particular, it generates a few of your constraints (c1 to cc) and then nicely stops.  The output looks like:

Reading model section from big.mod...

7103 lines were read

Generating z...

Generating c0...

Generating c1...

Generating c2...

Generating c3...

Generating c4...

Generating c5...

Generating c6...

Generating c7...

Generating c8...

Generating c9...

Generating ca...

Generating cb...

Generating cc...

 

 

So it does not get to the optimization piece.  I wonder if that’s a window’s limitation because you have very long lines.

 

Second, your model (from your output below) is quite small.  It is fairly dense (30% non-zeros) but even if it was 100% dense I would expect it would take 10MB, not 2GB.  At full density, my guess the memory formula would be something like:  82*5256*12*2 = 10MB: 82=number of rows, 5256=number of columns, 12 = size of double plus size of an int, 2=doubled the requirements to hold the A matrix to also hold the LU basis and other things.  And, with the simplex algorithm, the LU factorization tends to be only a bit more dense than the matrix itself, so I would have really expected memory usage to be around 3 or 4MB.

 

-Marc

 

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From: address@hidden [mailto:address@hidden On Behalf Of Nicholas Farrell
Sent: Friday, June 12, 2009 8:15 PM
To: help-glpk
Subject: [Help-glpk] memory usage seems very high

 

Hi all.

We have been looking at using glpsol for optimising a set of variables against a moderately large number of target constraints. It all works well, except for the amount of memory being used. Can anyone offer an insight on what part is using the additional memory?

For example, when I run the mod file at http://pickup.nieir.com.au/big.mod.gz I get the following, showing ~2Gb was needed. We would actually like to solve significantly larger problems than this, but the amount of memory being used may prevent us.

Thanks in advance for any advice/insights.

Nick Farrell.

Model has been successfully generated
glp_simplex: original LP has 93 rows, 5256 columns, 84143 non-zeros
glp_simplex: presolved LP has 82 rows, 5256 columns, 77163 non-zeros
Scaling...
 A: min|aij| =  1.000e+00  max|aij| =  1.600e+02  ratio =  1.600e+02
GM: min|aij| =  4.952e-01  max|aij| =  2.019e+00  ratio =  4.077e+00
EQ: min|aij| =  2.471e-01  max|aij| =  1.000e+00  ratio =  4.048e+00
Crashing...
Size of triangular part = 82
      0: obj =   0.000000000e+00  infeas =  5.657e+00 (0)
*    50: obj =   1.410800000e+00  infeas =  0.000e+00 (0)
*    80: obj =  -7.209526707e-32  infeas =  2.776e-17 (0)
OPTIMAL SOLUTION FOUND
Time used:   0.1 secs
Memory used: 2008.7 Mb (2106232859 bytes)

 

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