I agree it seems that Julia is not being aggressive on freeing memory.
Maybe its because julia only know about Xpress’ pointer and not about what it points to? (I am as far as you can think of a julia memory management expert)
I would add oscar’s list:
- Callling GC sometimes.
- Working-out a solution to manually finalize Xpress (We would have to dig into Xpress’ createprob issue, FICO might be of help here)
- Run mosel with julia’s
run, I believe it will run smoothly. (just eliminate many tests and possibilities you raised)