Memory consumption growth with many large MILP's in JuMP

nlaws · November 16, 2021, 11:21pm

Per discussion in Memory leaks · Issue #131 · jump-dev/Xpress.jl · GitHub I ran the following to check if postsolve would release more memory

using REoptLite, JuMP
import Xpress

for i in range(1,stop=1000)
    m = direct_model(Xpress.Optimizer(OUTPUTLOG = 0))
    r = run_reopt(m, "outage.json")
    finalize(backend(m))
    Xpress.postsolve(backend(m).inner)
    GC.gc()
end

The above code was run using Xpress 8.0 and 8.12 with the following result:

.

It appears that Xpress 8.12 solves the problems faster but with larger memory consumption.