RE: [Fwd: Discussion on GLPK]

[Meketon, Marc]

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 <help-glpk-bounces+marc.meketon=oliverwyman.com@gnu.org> On Behalf Of Andrew Makhorin
Sent: Tuesday, April 19, 2022 7:20 AM
To: help-glpk@gnu.org
Subject: [Fwd: Discussion on GLPK]

 

-------- Forwarded Message --------

 

Date: Tue, 19 Apr 2022 10:00:54 +0800

Subject: Discussion on GLPK

To: help-glpk@gnu.org

From: jimingyue <20s103192@stu.hit.edu.cn>

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

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