# Largest number of variables that SCS.jl can handle
**URL:** https://discourse.julialang.org/t/largest-number-of-variables-that-scs-jl-can-handle/100929
**Category:** Optimization (Mathematical)
**Tags:** question, package, jump
**Created:** [June 28, 2023, 11:54am UTC](https://discourse.julialang.org/t/largest-number-of-variables-that-scs-jl-can-handle/100929 "2023-06-28T11:54:34Z")
**Posts on this page:** 12
**Page:** 1
### Author:  [@WellWellww](https://discourse.julialang.org/u/WellWellww)
#### Post date: [June 28, 2023, 11:54am UTC](https://discourse.julialang.org/t/largest-number-of-variables-that-scs-jl-can-handle/100929/1 "2023-06-28T11:54:34Z")
I was using JuMP.jl and SCS.jl to code and solve an optimization problem. The problem involved 234,932 optimization variables and 251,088 constraints. However, I encountered the following error:
```julia
[113945] signal (11.1): Segmentation fault
ldl_prepare at /workspace/srcdir/scs/linsys/cpu/direct/private.c:34 [inlined]
scs_init_lin_sys_work at /workspace/srcdir/scs/linsys/cpu/direct/private.c:237
init_work at /workspace/srcdir/scs/src/scs.c:890 [inlined]
scs_init at /workspace/srcdir/scs/src/scs.c:1227
scs_init at /public1/home/user/.julia/packages/SCS/owpZW/src/linear_solvers/direct.jl:25 [inlined]
_unsafe_scs_solve at /public1/home/user/.julia/packages/SCS/owpZW/src/c_wrapper.jl:390
#scs_solve#13 at /public1/home/user/.julia/packages/SCS/owpZW/src/c_wrapper.jl:349
scs_solve at /public1/home/user/.julia/packages/SCS/owpZW/src/c_wrapper.jl:278
unknown function (ip: 0x2ab7e4d97b4f)
_jl_invoke at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/gf.c:2758 [inlined]
ijl_apply_generic at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/gf.c:2940
optimize! at /public1/home/user/.julia/packages/SCS/owpZW/src/MOI_wrapper/MOI_wrapper.jl:366
unknown function (ip: 0x2ab7e4d9355b)
_jl_invoke at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/gf.c:2758 [inlined]
ijl_apply_generic at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/gf.c:2940
optimize! at /public1/home/user/.julia/packages/SCS/owpZW/src/MOI_wrapper/MOI_wrapper.jl:440
optimize! at /public1/home/user/.julia/packages/MathOptInterface/BlCD1/src/Utilities/cachingoptimizer.jl:316
unknown function (ip: 0x2ab7e4d7a062)
unknown function (ip: 0x2ab7e4d62309)
unknown function (ip: 0x2ab7e4d622aa)
optimize! at /public1/home/user/.julia/packages/MathOptInterface/BlCD1/src/Bridges/bridge_optimizer.jl:376 [inlined]
optimize! at /public1/home/user/.julia/packages/MathOptInterface/BlCD1/src/MathOptInterface.jl:85 [inlined]
optimize! at /public1/home/user/.julia/packages/MathOptInterface/BlCD1/src/Utilities/cachingoptimizer.jl:316
unknown function (ip: 0x2ab7e4d62272)
_jl_invoke at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/gf.c:2758 [inlined]
ijl_apply_generic at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/gf.c:2940
#optimize!#113 at /public1/home/user/.julia/packages/JuMP/ptoff/src/optimizer_interface.jl:440
optimize! at /public1/home/user/.julia/packages/JuMP/ptoff/src/optimizer_interface.jl:410
jfptr_optimizeNOT._2915 at /public1/home/user/.julia/compiled/v1.9/JuMP/DmXqY_u22Yc.so (unknown line)
_jl_invoke at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/gf.c:2758 [inlined]
ijl_apply_generic at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/gf.c:2940
jl_apply at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/julia.h:1879 [inlined]
do_call at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/interpreter.c:126
eval_value at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/interpreter.c:226
eval_stmt_value at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/interpreter.c:177 [inlined]
eval_body at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/interpreter.c:624
jl_interpret_toplevel_thunk at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/interpreter.c:762
jl_toplevel_eval_flex at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/toplevel.c:912
jl_toplevel_eval_flex at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/toplevel.c:856
ijl_toplevel_eval_in at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/toplevel.c:971
eval at ./boot.jl:370 [inlined]
include_string at ./loading.jl:1864
_jl_invoke at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/gf.c:2758 [inlined]
ijl_apply_generic at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/gf.c:2940
_include at ./loading.jl:1924
include at ./client.jl:478
unknown function (ip: 0x2ab7e4cd8272)
_jl_invoke at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/gf.c:2758 [inlined]
ijl_apply_generic at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/gf.c:2940
jl_apply at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/julia.h:1879 [inlined]
do_call at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/interpreter.c:126
eval_value at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/interpreter.c:226
eval_stmt_value at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/interpreter.c:177 [inlined]
eval_body at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/interpreter.c:624
jl_interpret_toplevel_thunk at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/interpreter.c:762
jl_toplevel_eval_flex at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/toplevel.c:912
jl_toplevel_eval_flex at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/toplevel.c:856
ijl_toplevel_eval_in at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/toplevel.c:971
eval at ./boot.jl:370 [inlined]
include_string at ./loading.jl:1864
_jl_invoke at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/gf.c:2758 [inlined]
ijl_apply_generic at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/gf.c:2940
_include at ./loading.jl:1924
include at ./Base.jl:457
jfptr_include_43521.clone_1 at /public1/home/user/julia/julia-1.9.0/lib/julia/sys.so (unknown line)
_jl_invoke at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/gf.c:2758 [inlined]
ijl_apply_generic at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/gf.c:2940
exec_options at ./client.jl:307
_start at ./client.jl:522
jfptr__start_37386.clone_1 at /public1/home/user/julia/julia-1.9.0/lib/julia/sys.so (unknown line)
_jl_invoke at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/gf.c:2758 [inlined]
ijl_apply_generic at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/gf.c:2940
jl_apply at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/julia.h:1879 [inlined]
true_main at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/jlapi.c:573
jl_repl_entrypoint at /cache/build/default-amdci4-0/julialang/julia-release-1-dot-9/src/jlapi.c:717
main at julia (unknown line)
__libc_start_main at /lib64/libc.so.6 (unknown line)
unknown function (ip: 0x401098)
Allocations: 122536122659 (Pool: 122441856243; Big: 94266416); GC: 93
```
I want to note that I had enough memory available and my system has a total memory of 2T with 64 cores, and the code only costs around 1T. Interestingly, when I worked on smaller-scale optimization problems constructed using the same principle, the program returned the correct results. Hence, I am curious if anyone has any insights into why this error is occurring. For instance, does this error occur because the scale of the problem is too large?
Other information:
```julia
julia> versioninfo()
Julia Version 1.9.0
Commit 8e630552924 (2023-05-07 11:25 UTC)
Platform Info:
OS: Linux (x86_64-linux-gnu)
CPU: 32 × Intel(R) Xeon(R) Silver 4208 CPU @ 2.10GHz
WORD_SIZE: 64
LIBM: libopenlibm
LLVM: libLLVM-14.0.6 (ORCJIT, cascadelake)
Threads: 1 on 32 virtual cores
Environment:
LD_LIBRARY_PATH = /public1/soft/intel/2015/impi/5.0.3.049/intel64/lib:/public1/soft/intel/2015/composer_xe_2015.6.233/debugger/libipt/intel64/lib:/public1/soft/intel/2015/composer_xe_2015.6.233/tbb/lib/intel64/gcc4.4:/public1/soft/intel/2015/composer_xe_2015.6.233/mkl/lib/intel64:/public1/soft/intel/2015/composer_xe_2015.6.233/ipp/tools/intel64/perfsys:/public1/soft/intel/2015/composer_xe_2015.6.233/ipp/lib/intel64:/public1/soft/intel/2015/composer_xe_2015.6.233/ipp/../compiler/lib/intel64:/public1/soft/intel/2015/composer_xe_2015.6.233/mpirt/lib/intel64:/public1/soft/intel/2015/composer_xe_2015.6.233/compiler/lib/intel64
LD_LIBRARY_PATH_modshare = /public1/soft/intel/2015/composer_xe_2015.6.233/tbb/lib/intel64/gcc4.4:1:/public1/soft/intel/2015/composer_xe_2015.6.233/ipp/tools/intel64/perfsys:1:/public1/soft/intel/2015/composer_xe_2015.6.233/ipp/../compiler/lib/intel64:1:/public1/soft/intel/2015/composer_xe_2015.6.233/compiler/lib/intel64:1:/public1/soft/intel/2015/composer_xe_2015.6.233/debugger/libipt/intel64/lib:1:/public1/soft/intel/2015/composer_xe_2015.6.233/mkl/lib/intel64:1:/public1/soft/intel/2015/composer_xe_2015.6.233/mpirt/lib/intel64:1:/public1/soft/intel/2015/impi/5.0.3.049/intel64/lib:1:/public1/soft/intel/2015/composer_xe_2015.6.233/ipp/lib/intel64:1
```
---
### Author:  [@tbeason](https://discourse.julialang.org/u/tbeason)
#### Post date: [June 28, 2023, 5:25pm UTC](https://discourse.julialang.org/t/largest-number-of-variables-that-scs-jl-can-handle/100929/2 "2023-06-28T17:25:02Z")
That sure looks like an out of memory error to me. How confident are you really that it only requires 1TB of RAM?
---
### Author:  [@odow](https://discourse.julialang.org/u/odow)
#### Post date: [June 29, 2023, 12:50am UTC](https://discourse.julialang.org/t/largest-number-of-variables-that-scs-jl-can-handle/100929/3 "2023-06-29T00:50:16Z")
Hi there @WellWellww, welcome to the forum.
How dense is your matrix? It seems like SCS is failing when it tries to factor your matrix.
You should try the indirect linear solver: [GitHub - jump-dev/SCS.jl: Julia Wrapper for SCS (https://github.com/cvxgrp/scs)](https://github.com/jump-dev/SCS.jl/tree/master#linear-solvers)
```julia
using JuMP, SCS
model = Model(SCS.Optimizer)
set_attribute(model, "linear_solver", SCS.IndirectSolver)
```
---
### Author:  [@WellWellww](https://discourse.julialang.org/u/WellWellww)
#### Post date: [July 4, 2023, 3:05pm UTC](https://discourse.julialang.org/t/largest-number-of-variables-that-scs-jl-can-handle/100929/4 "2023-07-04T15:05:51Z")
Thank you so much for your warm welcome and helpful suggestions @odow . The matrix should be sparse. I did as you suggested, and the `SCS.IndirectSolver` has been running for more than three days, longer than the time `SCS.DirectSolver` broke down, but still has not got a result. When I get the result, I will give the feedback here. Thanks again!
---
### Author:  [@odow](https://discourse.julialang.org/u/odow)
#### Post date: [July 4, 2023, 3:11pm UTC](https://discourse.julialang.org/t/largest-number-of-variables-that-scs-jl-can-handle/100929/5 "2023-07-04T15:11:11Z")
How sparse? Do you have the output of the SCS log? How many nonzeros?
---
### Author:  [@WellWellww](https://discourse.julialang.org/u/WellWellww)
#### Post date: [July 4, 2023, 4:08pm UTC](https://discourse.julialang.org/t/largest-number-of-variables-that-scs-jl-can-handle/100929/6 "2023-07-04T16:08:58Z")
@odow Do you mean the log created by `set_optimizer_attributes(model, "write_data_filename" => "scs_prob.dat")` by “SCS log”? And I’m new to optimization and Julia and not sure how to find the number of nonzeros… 🥲
---
### Author:  [@odow](https://discourse.julialang.org/u/odow)
#### Post date: [July 4, 2023, 4:31pm UTC](https://discourse.julialang.org/t/largest-number-of-variables-that-scs-jl-can-handle/100929/7 "2023-07-04T16:31:06Z")
What is the content that is printed to the screen?
It looks something like
```julia
------------------------------------------------------------------
SCS v3.2.3 - Splitting Conic Solver
(c) Brendan O'Donoghue, Stanford University, 2012
------------------------------------------------------------------
problem: variables n: 3, constraints m: 5
cones: z: primal zero / dual free vars: 2
s: psd vars: 3, ssize: 1
settings: eps_abs: 1.0e-04, eps_rel: 1.0e-04, eps_infeas: 1.0e-07
alpha: 1.50, scale: 1.00e-01, adaptive_scale: 1
max_iters: 100000, normalize: 1, rho_x: 1.00e-06
acceleration_lookback: 10, acceleration_interval: 10
lin-sys: sparse-direct-amd-qdldl
nnz(A): 5, nnz(P): 0
------------------------------------------------------------------
iter | pri res | dua res | gap | obj | scale | time (s)
------------------------------------------------------------------
0| 1.65e+01 1.60e-01 5.09e+01 -2.91e+01 1.00e-01 8.07e-05
50| 1.74e-08 2.70e-10 4.88e-08 -4.00e+00 1.00e-01 1.45e-04
------------------------------------------------------------------
status: solved
timings: total: 1.46e-04s = setup: 5.31e-05s + solve: 9.33e-05s
lin-sys: 1.06e-05s, cones: 4.86e-05s, accel: 2.50e-06s
------------------------------------------------------------------
objective = -4.000000
------------------------------------------------------------------
```
---
### Author:  [@WellWellww](https://discourse.julialang.org/u/WellWellww)
#### Post date: [July 4, 2023, 4:42pm UTC](https://discourse.julialang.org/t/largest-number-of-variables-that-scs-jl-can-handle/100929/8 "2023-07-04T16:42:18Z")
Thank you for your reply. The SCS is still running… It has been running for more than three days and has not finished. When it finishes or fails, I will give the feedback here.
However, I do have the results for a smaller-scale version of the same problem
```julia
------------------------------------------------------------------
SCS v3.2.3 - Splitting Conic Solver
(c) Brendan O'Donoghue, Stanford University, 2012
------------------------------------------------------------------
problem: variables n: 18846055, constraints m: 56379024
cones: z: primal zero / dual free vars: 37612021
l: linear vars: 2
s: psd vars: 18767001, ssize: 1
settings: eps_abs: 1.0e-04, eps_rel: 1.0e-04, eps_infeas: 1.0e-07
alpha: 1.50, scale: 1.00e-01, adaptive_scale: 1
max_iters: 100000, normalize: 1, rho_x: 1.00e-06
acceleration_lookback: 10, acceleration_interval: 10
lin-sys: sparse-direct-amd-qdldl
nnz(A): 58322374, nnz(P): 0
------------------------------------------------------------------
iter | pri res | dua res | gap | obj | scale | time (s)
------------------------------------------------------------------
0| 1.00e+00 1.00e+01 3.79e+01 1.89e+01 1.00e-01 3.75e+02
250| 4.79e-05 1.45e-04 3.20e-06 -2.69e-01 1.24e+01 4.49e+04
------------------------------------------------------------------
status: solved
timings: total: 4.49e+04s = setup: 1.72e+02s + solve: 4.48e+04s
lin-sys: 8.53e+02s, cones: 4.35e+04s, accel: 5.90e+01s
------------------------------------------------------------------
```
---
### Author:  [@johnh](https://discourse.julialang.org/u/johnh)
#### Post date: [July 5, 2023, 7:10am UTC](https://discourse.julialang.org/t/largest-number-of-variables-that-scs-jl-can-handle/100929/9 "2023-07-05T07:10:38Z")
Stupid reply from me - have you run ‘top’ or better ‘htop’ on the server which is running the long-running code? Is it behaving as you would expect - ie lots of CPU utilisation?
---
### Author:  [@WellWellww](https://discourse.julialang.org/u/WellWellww)
#### Post date: [July 5, 2023, 7:37am UTC](https://discourse.julialang.org/t/largest-number-of-variables-that-scs-jl-can-handle/100929/10 "2023-07-05T07:37:27Z")
When `SCS.IndirectSolver` runs and during the presolver procedure, for most of the time only one core is fully occupied but occasionally `htop` shows like this
The total number of CPUs is 64.
---
### Author:  [@odow](https://discourse.julialang.org/u/odow)
#### Post date: [July 5, 2023, 2:39pm UTC](https://discourse.julialang.org/t/largest-number-of-variables-that-scs-jl-can-handle/100929/11 "2023-07-05T14:39:02Z")
> problem: variables n: 18846055, constraints m: 56379024
> cones: z: primal zero / dual free vars: 37612021
> l: linear vars: 2
> s: psd vars: 18767001, ssize: 1
>
> nnz(A): 58322374
This is a _very_ large PSD problem. As you can see, this one solves in 4e4 seconds, so I assume it’s about the limit of what you can solve in a reasonable amount of time.
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?
---
### Author:  [@WellWellww](https://discourse.julialang.org/u/WellWellww)
#### Post date: [July 8, 2023, 2:50pm UTC](https://discourse.julialang.org/t/largest-number-of-variables-that-scs-jl-can-handle/100929/12 "2023-07-08T14:50:10Z")
There could be some redundancy. We are trying to simplify the problem