Re: [Help-glpk] Model Too Large

[Mark Gritter]

> I would suggest either to generate the model using glpk api routines
> directly or write a program to generate the model, say, in cplex format.
> The latter way seems to me easier and more attractive.

Thank you.  This reduced the memory usage considerably and the solver
was able to start.

lpx_read_cpxlp: 2730 rows, 117390 columns, 212813510 non-zeros

After running for a while I get a numerical instability message.

   800:   objval =   0.000000000e+00   infeas =   8.592439282e-03 (0)
   805:   objval =   0.000000000e+00   infeas =   8.522774850e-03 (0)
   810:   objval =   0.000000000e+00   infeas =   8.467081435e-03 (0)
   815:   objval =   0.000000000e+00   infeas =   8.038690407e-03 (0)
spx_simplex: numerical instability (primal simplex, phase I)
   820:   objval =   0.000000000e+00   infeas =   1.000000000e+00 (0)
   825:   objval =   0.000000000e+00   infeas =   9.698752944e-01 (0)

> From searching the mailing list archives it seems like there are a
couple things I can try:

1. Adjust the options I give to glpsol.  (Try --nopresol, --noscale or
a different basis?)

2. Reduce the size of the objective coefficients--- they are all 1's,
while the constraint matrix has coefficients ranging between 10^-4 and
10^-10 (with a -1 in each row due to the problem formulation.)

Are these approaches correct?

Is it also worthwhile to just let the solver run and hope for the
best?  (Obviously each run will take quite some time, even once I get
my new hardware set up.)

Thanks,
Mark Gritter
address@hidden