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Re: [Help-glpk] Objective too large

From: Andrew Makhorin
Subject: Re: [Help-glpk] Objective too large
Date: Wed, 09 Apr 2014 00:00:29 +0400

On Tue, 2014-04-08 at 14:06 -0400, Edward Seaman wrote:
> To Whom It May Concern,
> I am generating an AMPL file with a very large objective. I have
> attached the file for your information/reference.
> What I have found from testing is that if I reduce the objective to
> below 7652 terms- the optimization will complete successfully;
> otherwise it fails.
> I am able to run this on (for example) the NEOS server without fail.
> I assume this is a memory issue, but I am not certain. Are there
> settings I can affect which would allow this optimization to complete?
> Thank you for your consideration in this matter.
> Regards,
> Ed Seaman
> Edward M. Seaman, Managing Member
> Seaman Brokerage Systems, LLC
> 5 Black Watch Trail
> Morristown, NJ  07960-3601
> 201.657.6704    973.292.0498    address@hidden

I found no problem on running your model with glpsol on my 32-bit

GLPSOL: GLPK LP/MIP Solver, v4.54
Parameter(s) specified in the command line:
 -m 10001_N377318.ampl --log log.txt -o sol.txt
Reading model section from 10001_N377318.ampl...
10001_N377318.ampl:36891: warning: unexpected end of file; missing end
statement inserted
36891 lines were read
Generating profit...
Generating cposq0...
[. . .]
Generating cqh306...
Model has been successfully generated
GLPK Simplex Optimizer, v4.54
12502 rows, 12194 columns, 44176 non-zeros
307 rows, 11887 columns, 23774 non-zeros
 A: min|aij| =  1.000e+00  max|aij| =  1.000e+00  ratio =  1.000e+00
Problem data seem to be well scaled
Constructing initial basis...
Size of triangular part is 307
*     0: obj =  -1.483084116e+09  infeas =  0.000e+00 (0)
*   289: obj =  -1.160736137e+08  infeas =  0.000e+00 (0)
Time used:   1.0 secs
Memory used: 522.5 Mb (547829451 bytes)
Display statement at line 24698
q0.val = 0
[. . .]
Display statement at line 36891
q306_304.val = 0
Model has been successfully processed
Writing basic solution to 'sol.txt'...

However, since your model is generated by a computer program, it would
be much better to use one the plain formats: mps, cplex lp, or glpk lp.
This could significantly reduce the memory needed to process the model.

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