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Re: [Help-glpk] build and solve large scale linear programming model by
Re: [Help-glpk] build and solve large scale linear programming model by GLPK
Sat, 19 Dec 2015 17:11:13 -0600 (CST)
Alpine 1.00 (DEB 882 2007-12-20)
On Thu, 17 Dec 2015, usa usa wrote:
I need to build and solve large scale linear programming model by GLPK
(4.57) from C# (4.0) VS2013 oin win 7 with 8GB memory.
The model size can be as large as 1 million decision variables and 1
Are there some limits on this kind of model scale in GLPK ?
If yes, what are they ? Is it possible to work around them ?
The memory required to hold a problem is determined mostly
by number of nonzeros in the constraint matrix.
Solving it involves factoring basis matrices.
If you are unlucky, that could be a trillion entries.
If you are lucky, the basis factors might only have as
many entries as the basis as much room as the basis.
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