Originally posted by: RainLee

If I want to solve a linear programming with about one million decision varibles and ten million constrants,how much time it will cost approximately?
wish for your help, thank you very much.
#DecisionOptimization
#MathematicalProgramming-General

Originally posted by: SystemAdmin

Even though LP is much less variable than MIP, this is impossible to tell in advance. It very much depends on the model (and of course also on the hardware that you use to solve it).

For example, if the zero vector is an optimal solution to the LP, solving the model can go really fast, even for very big models.
Or if the model allows for lots of presolve reductions such that the presolved model is relatively small, the solve time could also be much less than what you would expect for a model of this size.

I think the only answer to your question is: you need to try.

Tobias
#DecisionOptimization
#MathematicalProgramming-General

Originally posted by: RainLee

thank you very much, I will have a try.
#DecisionOptimization
#MathematicalProgramming-General