[Symphony] Rsymphony and package 'bigmatrix'

[Marko Limbek]

Hello everyone

I am turning to the list with my newest issue :)
I have been working on some ILP problem and I have reached the limit of
'matrix' function and within it 'dim' function, that allows me dimensions
up to 10.000 x 10.000 or 15.000 x 15.000, but my current problem is 90.000
x 90.000 at least with my current constraints construction. And I might
encounter problem of dimension 10^6 x 10^6. Than retreat and admit defeat?
So I have been thinking about using package 'bigmatrix', but the problem
is, that function 'Rsymphony_solve_LP' accepts 'matrix' in the place of
'mat' attribute and not 'filebacked.big.matrix'. Because it takes ncol(mat)
and ncol(row) and object of type 'big.matrix' is list and it is quite
complicated to reach actual dimensions:

Easy access to dimensions:

> A <- cbind(diag(1000), diag(1000), diag(1000), diag(1000))
> ncol(A)
[1] 4000

Complicated access to dimensions:

fbm <- filebacked.big.matrix(5000,5000,
init=0,  backingpath="path",  backingfile="bm.txt", descriptorfile="descr.txt")
A1 <- cbind(fbm, fbm, fbm, fbm)
> ncol(A1[1][[1]][,])
[1] 5000

Plus that Rsymphony_solve_LP uses a internal function 'make_csc_matrix',
which I can't find.
So I think that is quite complicated and I am looking for a way to use
'bigmatrix'. And also I have to make bigmatrix work and give me matrices of
dimensions 10^5 x 10^5 and that I also haven't managed yet.


Before I have also tried to use only 'big.matrix' but it cannot even make a
matrix of 20.000 x 20.000

> BM <-big.matrix(20000,20000, init=0, type="integer")
Error in big.matrix(20000, 20000, init = 0, type = "integer") :
  Error: memory could not be allocated for instance of type big.matrix

So, would it perhaps be possible for me to get a small piece of advice by
anyone, whether I should continue solving that large problem in R?


Thank you a lot,


Marko

PS: By the way, is it also possible that I ask someone about my constraints
construction, because maybe it would be possible to reduce it?
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