Memory using in a for loop

Specific Domains Optimization (Mathematical)
1

I find that if I create and solve models in a for loop, then the memory usage will increase dramatically. I would expect the memory allocated keeps constant.

Here is the test code:

using JuMP, SCIP #,Gurobi 

function test(iter)
for i = 1:iter
    m= Model()
    nvar = 1000
    @variable(m, 0<=x[1:nvar]<=1)
    @constraint(m, con[i in 1:(nvar-2)], x[i]+x[i+1]<=1)
    @objective(m, :Min, sum{(x[i]+x[i+2])^2, i in 1:(nvar-2)})
    m.solver=SCIPSolver("display/verblevel", 0)
    #m.solver=GurobiSolver(LogToConsole=0,OutputFlag=0)
    solve(m)
    m = 1
    gc()
end
end

test(1)
println(@time test(1))
println(@time test(10))

When I use SCIP I got

 1.076273 seconds (96.84 k allocations: 72.203 MB, 4.01% gc time) 
 11.053048 seconds (967.77 k allocations: 721.995 MB, 4.07% gc time)

When I use Gurobi I got

  0.076081 seconds (90.31 k allocations: 49.162 MB, 68.42% gc time)
  0.685412 seconds (884.67 k allocations: 490.791 MB, 65.15% gc time)

So, the memory allocated increases as the number of iterations, which is surprising given the same problem is solve at each iteration and gc() is called explicitly at the end of each iteration.

When I monitor with top command in linux and run with test(1000). I find the memory usage with Gurobi keeps at 10G but the memory usage with SCIP starts with 10G but keeps at 30G.

2

THe memory usage explicted says it’s “allocation” not peak memory usage.

3

Also, don’t call gc() manually.

4

Thanks very much for your clarification.

I modified the test a little bit and monitored the peak memory usage using /usr/bin/time -v julia test.jl

Here is the test code:
using JuMP, Gurobi, SCIP

function test(iter)
for i = 1:iter
m= Model()
nvar = 1000
@variable(m, 0<=x[1:nvar]<=1)
@constraint(m, con[i in 1:(nvar-2)], x[i]+x[i+1]<=1)
@objective(m, :Min, sum{(x[i]+x[i+2])^2, i in 1:(nvar-2)})
m.solver=SCIPSolver(“display/verblevel”, 0)
#m.solver=GurobiSolver(LogToConsole=0,OutputFlag=0)
solve(m)
end
end
test(10)

For SCIP, I got
test(1)
Maximum resident set size (kbytes): 234312
test(10)
Maximum resident set size (kbytes): 803168
test(100)
Maximum resident set size (kbytes): 6441800

For Gurobi, I got
test(1)
Maximum resident set size (kbytes): 174972
test(10)
Maximum resident set size (kbytes): 187388
test(100)
Maximum resident set size (kbytes): 263780

So for Gurobi, the result is as expected, but for SCIP the peak memory usage do increases dramatically. I will send this to SCIP community.