Decision Optimization

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Very Large LP Problem

  • 1.  Very Large LP Problem

    Posted Wed December 29, 2021 12:35 AM
    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



  • 2.  RE: Very Large LP Problem

    Posted Wed December 29, 2021 05:54 AM
    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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