Hello Mingyue, Typically when I see that many coefficients, it suggests that you need to reformulate your problem.
One example. Suppose that X1, X2, X3, …, X20 are non-negative integers, and you have equations like X1 <= b1, X1 + X2 <= b2, X1 + X2 + X3 <= b3, …, X1 + X2 + X3 + … + X20 <= b20. That has 20*(20+1)/2 = 210 coefficients A reformulation would be to introduce variables Y1, Y2, Y3, …, Y20, then you could write Y1 = X1, Y2 = Y1 + X2, Y3 = Y2 + X3, … , Y20 = Y19 + X20, and have the Y’s have upper bounds: Y1 <= b1, Y2 <= b2. That’s 59 coefficients. -Marc From: Help-glpk <[email protected]> On Behalf Of Andrew Makhorin Sent: Tuesday, April 19, 2022 7:20 AM To: [email protected] Subject: [Fwd: Discussion on GLPK] -------- Forwarded Message -------- Date: Tue, 19 Apr 2022 10:00:54 +0800 Subject: Discussion on GLPK To: [email protected]<mailto:[email protected]> From: jimingyue <[email protected]<mailto:jimingyue%20%[email protected]%3e>> Dear developer, Hope you are well! Recently, I use GLPK to solve a LP problem in my graduation project. My coefficient matrix is very large so that there is a bug “glp_load_matrix: ne=1889848940; too many constraint coefficients”. I google this hint and find GLPK requires the size of coefficient matrix is less than 500000000. So I have two questions as follows, 1. Why the size is required less than 500000000? 2. If I cannot limit the size within 500000000, is there some way to solve my LP problem using GLPK? If the answer is yes, do I need to modify any code? ? If the answer is no, could you give me some advices to solve my problem? Looking forward to your reply! Really appreciate your help! Best regards, Mingyue Ji ________________________________ 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. For more information on how we use your personal data please see our Privacy Notice<https://www.oliverwyman.com/policies/privacy-notice.html>.
