[Cbc] bad_allocation error in large MILP

Aditya Gandhi agandhi at sapient.com
Mon Jun 10 06:07:44 EDT 2013


I am currently using CBC to solve a large MILP

The model has ~130K rows, 260K cols, 20K integers (all binary) and ~650K elements

When we try to solve the model using cbc.exe it crashes. Basic exception handling code added to the tool suggests that CBC crashes with a bad_allocation error suggesting memory issues. the exe gets to about 1.8 Gb when it crashes. We are running this on a box which has 16GB ram and at time of crash had about 50% of memory unused.

Any suggestions on what we should do to solve this.

FYI.. running it with dualSimplex option yields an integer feasible answer in ~ 1.5 hrs

Regards
Aditya


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