Memory and processor requirement for large scale linear programming
2 visualizzazioni (ultimi 30 giorni)
Mostra commenti meno recenti
I would like to ask a question on dimensionality. I am solving a linear programming problem on hourly resolution for a year (8760 steps) containing tens of thousands of variables and tens of thousands of constraint equations. What kind of computer do I need to run such a problem on your solver, like linprog? i think the issue is mainly processing and memory, so better if something can be said on both. Specially from experience if possible.
Sincerely
Ashenafi
0 Commenti
Risposte (1)
Matt J
il 17 Ago 2014
Memory limits aren't necessarily a big problem if your constraint matrices A and Aeq are sparse. The number of iterations needed to converge to a solution is unclear of course. As the dimension of the problem increases, the effort needed for convergence also tends to increase.
1 Commento
John D'Errico
il 17 Ago 2014
Making the matrices sparse if they are is a big factor.
I'd suggest that a good idea is to try several considerably SMALLER problems of the same ilk. See how the solution time and memory required scale up as you increase the problem size, as an important factor is the sparsity of your specific problem type.
Vedere anche
Categorie
Scopri di più su Linear Programming and Mixed-Integer Linear Programming in Help Center e File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!