Hi
I am using JuMP model calling CPLEX 12.6 solver for my problem. My problem is like that I am running a loop and at each iteration, I am solving a convex optimization problem by calling CPLEX in JuMP. At each iteration I am making new JuMP object.
However, after 80 iterations, I face error 1001:out of memory. It seems memory usage is increased at each iteration of my solution and I need to kind of close or clean the JuMP object at each iteration after solving and saving results. Can you help me how can I clean or close my model at each iteration using ways in JuMP like other programs as Model.end or Model.clean?
Thanks.