Originally posted by: SystemAdmin

Hi,

I am using Cplex V12.2 to solve linear programming coding with C++. Given a problem(Let's call it original problem,usally has ten constaints), I need to solve a series of linear programmings. Each iteration generates a cut for next iteration. As the iteration goes, the number of constraints increases.

My problem is, the more is the number of variables, the less is the number of cuts that can be added to the original problem. For example, when there are 2000 variables, IloCplex can not create an instance with more than 50 additional constraints; when the number of variables is 2500, IloCplex can not create an instance with more than 30 additional constraints.

In bief, I have a error in this line of my code, "IloCplex cplex(env)", when the number of additional cuts are 50(respectively 30).

I don't know how to deal with it. Is there anyone who can help me? Thank you!

Best regards,
Chen
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

If you execute "IloCplex cplex(env)" in each iteration, you are creating a new problem each time. Do you then release the memory used by the previous problem (by invoking the end() method on it)?

Paul

Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

It is probably not only cplex.end() that you need to call but also model.end() etc.
Could you provide an outline of your code here so that we may spot issues?
In general, there is no limit on the number of cuts as long as enough memory is available.
#CPLEXOptimizers
#DecisionOptimization