Declaring large number of variables in JuMP

[Josa9321]

Hi people,

Is it expected for this code to utilize such a significant amount of memory, given the following Julia code that defines variables within a JuMP optimization model?

using JuMP, CPLEX
m = Model(CPLEX.Optimizer)
@variable(m, x[1:1000, 1:1000, 1:6, 1:60])

Is there anything that I could do to try to solve this version of the problem with this amount of variables?

[jd-foster]

So this has 6 * 60 * 1000^2 = 360,000,000 i.e. 3.6 x 10^8 variables (and this even without constraints!).

To quote Oscar:

@odow

As a general rule of thumb, I tend to think of problems with <10^4 variables as easy, 10^5 as getting a bit hard, 10^6 as hard, and 10^7 as very hard. 10^8 as nigh impossible.

Why is the problem so large? What are you modeling? Have you looked at ways to simplify the problem?

@Josa9321

Is there anything that I could do to try to solve this version of the problem with this amount of variables?

There is not much to say without a model formulation (and unlikely to be solvable without a commercial solver and a lot more RAM in your machine.)