Memory consumption growth with many large MILP's in JuMP

[nlaws]

Here is another related post (unanswered):

How to debug slow memory leak from threads?

I’m running a calculation about 10 million times with different parameter sets. The input data is 50MB and the output of all 10 million runs adds up to 1GB. When I use multiple threads with 8 cores, I get a nearly perfect 8x speed up. However, I also get a slow memory leak. In the 1 hour that it takes to run, the Julia process’s resident memory gradually grows to 11GB. After the calculation is done, GC.gc() only recovers about 100MB. varinfo shows the 50MB input data and the 1GB result dat…