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<div class="moz-cite-prefix">Ivo,</div>
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<div class="moz-cite-prefix">It may not be possible to do much, but
here are a few suggestions.</div>
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</div>
<div class="moz-cite-prefix">First make sure you have dense
factorization switched on. On a typical problem run for a short
while with -loglevel 3. You should see output like -<br>
</div>
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</div>
<div class="moz-cite-prefix">length of U 24097, length of L 23279
plus 92416 from 304 dense rows</div>
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</div>
<div class="moz-cite-prefix">If not then make sure you get Lapack
and Blas.</div>
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</div>
<div class="moz-cite-prefix">You can do better using openblas - add
--disable-blas to configure and add -DCLP_USE_OPENBLAS=1 to
CXXDEFS (If dense part very large might even be better to do
DCLP_USE_OPENBLAS=4 to use 4 cpus).</div>
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<p>If you can send me a smaller version which shows some of the same
characteristics, I can look at it and see if there are other
approaches. Do you need an exact solution?</p>
<p><br>
</p>
<p>John Forrest<br>
</p>
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<div class="moz-cite-prefix">On 02/12/2018 22:08, Ivo Stefanov
wrote:<br>
</div>
<blockquote type="cite"
cite="mid:1794192274.93238.1543788510833@nm1.abv.bg">
Hello,
<div>I am trying to use Clp to solve a linear problem, but it
seems to take too long (I have not actually received a solution
in several days).</div>
<div>The problem is not too big (~30 000 variables and about the
same number of constraints), but it has a fairly large dense
square block of about 10 000 x 10 000 variables.</div>
<div>Because of this block the thing takes huge amount of memory,
but that's manageable for now - the problem is that I don't seem
to be getting anywhere near a solution.</div>
<div><br>
</div>
<div>I have tried both the primal() and dual() algorithms with no
success.</div>
<div>
<div>I know it is hard to tell anything without the exact
problem being available, but since the .lp file is 700mb+ I do
not have it uploaded anywhere at the moment (and it takes
quite a lot time to load anyways).</div>
<div>What I have noticed so far while working with this problem
is that the performance of the dual algorithm gets worse with
the increase of the size of the dense block, however not
always in the same way. </div>
<div>Certain types of input data may increase the block in terms
of rows (number of constraints) and others - in terms of
columns (number of variables). The increase in columns seems
to be the more problematic part (for example, 10 000 x 500 is
fairly trivial, while 10 000 x 10 000 is impossible so far; on
the other hand, 50 000 x 500 is still solve-able in a very
reasonable timeframe - faster than, for example, 10 000 x
2500).</div>
</div>
<div><br>
</div>
<div>I am wondering which one of the 2 options is more likely to
be correct:</div>
<div>1. I am using the solver improperly and there is a way to
actually have this passing much faster.</div>
<div>2. I should focus on ways to reformulate the problem (maybe
find a way to break the dense block into something more sparse?)
rather than trying to fine-tune the settings of the solver.</div>
<div><br>
</div>
<div>Any tips on the solver usage for such a problem will be
greatly appreciated.</div>
<div><br>
</div>
<div>Thank you very much!</div>
<br>
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</blockquote>
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