Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.

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number of decision variables/constraints

  • 1.  number of decision variables/constraints

    Posted Sat September 12, 2009 08:41 AM

    Originally posted by: SystemAdmin


    [factorial said:]

    Since I have about ten million binary variables and eight million constraints, I'm wondering if there's a limitation on number of variables/constraints in CPLEX. I've seen "out of memory" message when I have a very big formulation (not the above mentioned one), but it might be just because of the memory issue.
    Thanks!
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: number of decision variables/constraints

    Posted Mon October 05, 2009 11:23 PM

    Originally posted by: SystemAdmin


    [achterberg said:]

    Currently, there is a limit of 2.1 billon variables and 2.1 billion constraints (which is 2^31, the maximum index you can get with a 32 bit integer). The number of non-zeros in the constraint matrix in CPLEX 12 is limited by 2^63. Thus, you will typically first reach your memory limitations before hitting our hard coded limits.

    We are always looking for challenging models. It would be nice if you could send your model to me (not via email, due to the size). If you are willing to contribute your model, please contact me at achterberg [at] de [dot] ibm [dot] com. It would also be great if you would consider contributing your model for the next MIPLIB, see miplib.zib.de. If you want to do this, please contact Thorsten Koch at koch [at] zib [dot] de.

    #CPLEXOptimizers
    #DecisionOptimization


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