Hi everyone,

I have a very large MIP. When I try to construct it, CPLEX runs out of memory. Does employing the user cut pool help?(https://www.ibm.com/support/knowledgecenter/SSSA5P_12.9.0/ilog.odms.cplex.help/refcallablelibrary/mipapi/addusercuts.html

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https://www.ibm.com/support/knowledgecenter/SSSA5P_12.9.0/ilog.odms.cplex.help/refcallablelibrary/mipapi/addusercuts.html)

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Amin D
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#DecisionOptimization

If I understand correctly then you run out of memory while trying to construct the model? Not while trying to solve it?
If you run out of memory during construction then a cut pool will not help. If you run out of memory while solving then there are many things that you could try. Could you clarify where exactly you run out of memory? Maybe even provide a backtrace?

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Daniel Junglas
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Thanks for the reply Daniel! 
Yes, I run out of the memory while I try to construct the problem. It is an MIP with 20 million constraints, and at least the same number of variables. Is it hopeless in terms of memory?

------------------------------
Amin D
------------------------------

Original Message:
Sent: Tue June 09, 2020 04:54 AM
From: Daniel Junglas
Subject: Memory issue

If I understand correctly then you run out of memory while trying to construct the model? Not while trying to solve it?
If you run out of memory during construction then a cut pool will not help. If you run out of memory while solving then there are many things that you could try. Could you clarify where exactly you run out of memory? Maybe even provide a backtrace?

------------------------------
Daniel Junglas
------------------------------

Whether it is hopeless or not depends on how many RAM your computer has. And probably also on how exactly you construct it. Do you take sufficient advantage of the sparsity of the matrix? How many non-zero entries is your matrix going to have? How exactly do you construct the problem? What programming language to you use?

------------------------------
Daniel Junglas
------------------------------

Original Message:
Sent: Tue June 09, 2020 02:42 PM
From: Amin D
Subject: Memory issue

Thanks for the reply Daniel! 
Yes, I run out of the memory while I try to construct the problem. It is an MIP with 20 million constraints, and at least the same number of variables. Is it hopeless in terms of memory?

------------------------------
Amin D
------------------------------


Original Message:
Sent: Tue June 09, 2020 04:54 AM
From: Daniel Junglas
Subject: Memory issue

If I understand correctly then you run out of memory while trying to construct the model? Not while trying to solve it?
If you run out of memory during construction then a cut pool will not help. If you run out of memory while solving then there are many things that you could try. Could you clarify where exactly you run out of memory? Maybe even provide a backtrace?

------------------------------
Daniel Junglas

Thanks again, Daniel!

The code is in Python. It is a sparse constraint matrix, and we only enter the nonzero coefficients. However, the variables have names (not sure if this is important issue).

------------------------------
Amin D
------------------------------

Original Message:
Sent: Wed June 10, 2020 12:42 AM
From: Daniel Junglas
Subject: Memory issue

Whether it is hopeless or not depends on how many RAM your computer has. And probably also on how exactly you construct it. Do you take sufficient advantage of the sparsity of the matrix? How many non-zero entries is your matrix going to have? How exactly do you construct the problem? What programming language to you use?

------------------------------
Daniel Junglas
------------------------------


Original Message:
Sent: Tue June 09, 2020 02:42 PM
From: Amin D
Subject: Memory issue

Thanks for the reply Daniel! 
Yes, I run out of the memory while I try to construct the problem. It is an MIP with 20 million constraints, and at least the same number of variables. Is it hopeless in terms of memory?

------------------------------
Amin D


Original Message:
Sent: Tue June 09, 2020 04:54 AM
From: Daniel Junglas
Subject: Memory issue

If I understand correctly then you run out of memory while trying to construct the model? Not while trying to solve it?
If you run out of memory during construction then a cut pool will not help. If you run out of memory while solving then there are many things that you could try. Could you clarify where exactly you run out of memory? Maybe even provide a backtrace?

------------------------------
Daniel Junglas