Dear Shamik,
It's difficult to know what is happening without the data. But regarding the problem size, maybe should you consider applying decomposition techniques?
Cheers,
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Renaud Dumeur
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Original Message:
Sent: Wed December 29, 2021 12:34 AM
From: Shamik Chaudhuri
Subject: Very Large LP Problem
Hi All,
I am solving a very large LP problem.
all continuous variables (lower and upper bound available)
~ 2Million
Constraints
~200 thousands
all linear
CPLEX is taking a huge time to get any solution. Actually till now i could not get one.
Any idea how to handle this?
Thanks,
Shamik
#DecisionOptimization