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 ________________________________ From: [email protected] [mailto:[email protected]] 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) ---------------------------------------------------------------------------- This e-mail and any attachments may be confidential or legally privileged. If you received this message in error or are not the intended recipient, you should destroy the e-mail message and any attachments or copies, and you are prohibited from retaining, distributing, disclosing or using any information contained herein. Please inform us of the erroneous delivery by return e-mail. Thank you for your cooperation. ----------------------------------------------------------------------------
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