You’d have to provide a reproducible example. What J?
It’s probably something to do with a maximum number of elements in a tuple or splatting. JuMP’s user-defined operators are not designed for a very large number of input variables.
One obvious thing that struck me: you don’t need to pass J^2 variables to the function. Do something like:
function example_one_go(
J::Int,
S::Int,
A::Matrix,
Guess_y::Vector{Float64},
z::Vector{Float64},
C::Matrix,
Guess::Matrix,
)
denom_i, v, last = zeros(S), zeros(S), nothing
function update_cache(i, j, x)
if (i, j, x) != last
denom_i .= A * collect(x)
for s in 1:S
v[s] = A[s, j] / denom_i[s]^2
end
last = (i, j, x)
end
return
end
function f(x_i, x_j, x...)
i, j = round(Int, x_i), round(Int, x_j)
update_cache(i, j, x)
return sum(A[s, j] / denom_i[s] for s in 1:S) / S
end
function ∇f(g, x_i, x_j, x...)
i, j = round(Int, x_i), round(Int, x_j)
update_cache(i, j, x)
fill!(g, 0.0)
for q in 1:J
g[2+q] = -sum(A[s, q] * v[s] for s in 1:S) / S
end
return
end
model = Model(PATHSolver.Optimizer)
@operator(model, op_f, 2 + J, f, ∇f)
@variable(model, x[i = 1:J, j = 1:J] >= 0, start = Guess[i, j])
@variable(model, y[i = 1:J] >= 0, start = Guess_y[i])
fix(y[1], 1.0; force = true)
@constraints(model, begin
[i in 1:J, j in 1:J],
-y[i] * op_f(i, j, x[i:J:end]...) + y[j] * C[i, j] / z[j] ⟂ x[i, j]
# 0.0 ⟂ y[1] # Added by default
[i in 2:J], -sum(x[j, i] * C[i, j] for j in 1:J) + z[i] ⟂ y[i]
end)
optimize!(model)
@assert is_solved_and_feasible(model)
X, Y = value.(x), value.(y)
return X, Y, Y ./ z .* C .* X
end
1 Like
Yes, this is totally right. Thanks so much!
1 Like
It will still struggle with large J but you should be able to scale much better than before.
1 Like
With J = 100, it goes from 1600seconds to 60seconds, the improvement is huge!!
However, something weird is still happening. The performance worsens very nonlinearly as J increases. For example, with J = 110 it takes 70s, which is great, with J=120 it takes 520s, with J = 125 it explodes…
J = 110
73.061723 seconds (345.94 M allocations: 14.264 GiB, 2.40% gc time, 8.68%
J = 120
519.714881 seconds (1.93 G allocations: 74.770 GiB, 1.29% gc time, 0.11% compilation time)
with J = 125 it has taken most than two hours.
I understand that the complexity of the problem increases quadratically in J, however, this very nonlinear behavior cannot be an issue of the increase in J only.
However, I do not see any particular Performance Issues on my Task Manager.
Edit: with J = 125, I got:
SLOW_PROGRESS
Raw status: A stationary point was found
10669.760478 seconds (10.48 G allocations: 401.437 GiB, 0.38% gc time, 0.06% compilation time: <1% of which was recompilation)
Is the issue that JuMP is taking a long time to setup the problem or compute iterations? Or that PATH requires a large number of iterations to converge?
Optimization problems do not have linear complexity. Increasing J may result in arbitrarily increased computation times.
The time it takes to compute iterations grows a lot when moving from J = 121 to J = 122.
See the outputs:
J = 121
Major Iterations. . . . 69
Minor Iterations. . . . 74480
Restarts. . . . . . . . 1
Crash Iterations. . . . 3
Gradient Steps. . . . . 3
Function Evaluations. . 132
Gradient Evaluations. . 74
Basis Time. . . . . . . 84.246000
Total Time. . . . . . . 299.281000
Residual. . . . . . . . 4.800432e-07
Postsolved residual: 4.8004e-07
LOCALLY_SOLVED
Raw status: The problem was solved
J = 122
Major Iterations. . . . 91
Minor Iterations. . . . 144747
Restarts. . . . . . . . 1
Crash Iterations. . . . 1
Gradient Steps. . . . . 6
Function Evaluations. . 242
Gradient Evaluations. . 94
Basis Time. . . . . . . 2673.072000
Total Time. . . . . . . 3056.640000
Residual. . . . . . . . 1.643969e-07
Postsolved residual: 1.6440e-07
LOCALLY_SOLVED
Raw status: The problem was solved
I don’t know exactly what Basis Time measures, but I don’t think it’s Julia callback time. I assume it includes the time spent factorizing the basis matrix. You could try: GitHub - chkwon/PATHSolver.jl: provides a Julia wrapper for the PATH Solver for solving mixed complementarity problems
I am trying to write the code calling GAMS to see if there are any performance gains, but somehow it does not allow me to put lower bounds of my variables.
If I put the lower bounds x[i=1:J,j=1:J]>=0 and y[i=1:J]>=0, and use this function, in the MWE above
function example_gams(
J::Int,
S::Int,
A::Matrix,
Guess_y::Vector{Float64},
z::Vector{Float64},
C::Matrix,
Guess::Matrix,
)
model = Model(GAMS.Optimizer)
set_optimizer_attribute(model, GAMS.ModelType(), "MCP")
# Define variables
@variable(model, x[i=1:J, j=1:J]>=0, start = Guess[i, j])
@variable(model, y[i=1:J]>=0, start = Guess_y[i])
JuMP.fix(y[1], 1.0; force=true)
@constraint(
model,[i in 1:J, j in 1:J],complements(
-y[i]*(
(1/S)*sum(
A[s,j] / ( sum( A[s,q]*x[i,q] for q=1:J ) )
for s in 1:S)
) + y[j]*C[i,j]/z[j], x[i,j])
)
@constraint(
model,[i in 2:J],
-sum(x[j, i] * C[i, j] for j in 1:J) +
z[i] ⟂ y[i]
)
optimize!(model)
@assert is_solved_and_feasible(model)
X, Y = value.(x), value.(y)
return X, Y, Y ./ z .* C .* X
end
I get:
--- Job moi.gms Start 01/25/25 18:33:13 48.5.0 5f05ac2f WEX-WEI x86 64bit/MS Windows
--- Applying:
C:\GAMS\48\gmsprmNT.txt
--- GAMS Parameters defined
Input C:\Users\XXX\AppData\Local\Temp\gams_jl_9saPJq\moi.gms
ScrDir C:\Users\XXX\AppData\Local\Temp\gams_jl_9saPJq\225a\
SysDir C:\GAMS\48\
CurDir C:\Users\XXX\AppData\Local\Temp\gams_jl_9saPJq\
LimRow 0
LimCol 0
SolPrint 0
SavePoint 1
SolveLink 5
Licensee: GAMS Demo, for EULA and demo limitations see G241001/0001CB-GEN
https://www.gams.com/latest/docs/UG%5FLicense.html DC0000
C:\GAMS\48\gamslice.txt
Demo license for demonstration and instructional purposes only
Processor information: 1 socket(s), 16 core(s), and 22 thread(s) available
GAMS 48.5.0 Copyright (C) 1987-2024 GAMS Development. All rights reserved
--- Starting compilation
--- moi.gms(27819) 8 Mb
--- Starting execution: elapsed 0:00:00.099
--- moi.gms(27753) 9 Mb
--- Generating MCP model m
--- moi.gms(27785) 11 Mb 101 Errors
--- 309 rows 310 columns 1,680 non-zeroes
--- 1 fixed-and-unmatched column(s) will be treated as constant
--- 230,420 nl-code 1,100 nl-non-zeroes
--- Range statistics (absolute non-zero finite values)
--- RHS [min, max] : [ 1.027E-01, 2.781E-01] - Zero values observed as well
--- Bound [min, max] : [ 1.000E+00, 1.000E+00] - Zero values observed as well
--- Matrix [min, max] : [ 9.011E-03, 1.217E+01]
--- moi.gms(27785) 9 Mb
*** SOLVE aborted
--- moi.gms(27785) 9 Mb 101 Errors
*** Status: Execution error(s)
--- Job moi.gms Stop 01/25/25 18:33:13 elapsed 0:00:00.139
ERROR: GAMS compilation failed:
GAMS 48.5.0 5f05ac2f Dec 20, 2024 WEX-WEI x86 64bit/MS Windows - 01/25/25 18:33:13 Page 1
G e n e r a l A l g e b r a i c M o d e l i n g S y s t e m
C o m p i l a t i o n
1 *
2 * GAMS Model generated by GAMS.jl
3 *
4
COMPILATION TIME = 0.079 SECONDS 8 MB 48.5.0 5f05ac2f WEX-WEI
GAMS 48.5.0 5f05ac2f Dec 20, 2024 WEX-WEI x86 64bit/MS Windows - 01/25/25 18:33:13 Page 2
G e n e r a l A l g e b r a i c M o d e l i n g S y s t e m
Model Analysis SOLVE m Using MCP From line 27785
**** Unmatched variable not free or fixed
x1
**** Unmatched variable not free or fixed
x2
**** Unmatched variable not free or fixed
x3
**** Unmatched variable not free or fixed
x4
**** Unmatched variable not free or fixed
x5
**** Unmatched variable not free or fixed
x6
**** Unmatched variable not free or fixed
x7
**** Unmatched variable not free or fixed
x8
**** Unmatched variable not free or fixed
x9
**** Unmatched variable not free or fixed
x10
**** Unmatched variable not free or fixed
x11
**** Unmatched variable not free or fixed
x12
**** Unmatched variable not free or fixed
x13
**** Unmatched variable not free or fixed
x14
**** Unmatched variable not free or fixed
x15
**** Unmatched variable not free or fixed
x16
**** Unmatched variable not free or fixed
x17
**** Unmatched variable not free or fixed
x18
**** Unmatched variable not free or fixed
x19
**** Unmatched variable not free or fixed
x20
**** Unmatched variable not free or fixed
x21
**** Unmatched variable not free or fixed
x22
**** Unmatched variable not free or fixed
x23
**** Unmatched variable not free or fixed
x24
**** Unmatched variable not free or fixed
x25
**** Unmatched variable not free or fixed
x26
**** Unmatched variable not free or fixed
x27
**** Unmatched variable not free or fixed
x28
**** Unmatched variable not free or fixed
x29
**** Unmatched variable not free or fixed
x30
**** Unmatched variable not free or fixed
x31
**** Unmatched variable not free or fixed
x32
**** Unmatched variable not free or fixed
x33
**** Unmatched variable not free or fixed
x34
**** Unmatched variable not free or fixed
x35
**** Unmatched variable not free or fixed
x36
**** Unmatched variable not free or fixed
x37
**** Unmatched variable not free or fixed
x38
**** Unmatched variable not free or fixed
x39
**** Unmatched variable not free or fixed
x40
**** Unmatched variable not free or fixed
x41
**** Unmatched variable not free or fixed
x42
**** Unmatched variable not free or fixed
x43
**** Unmatched variable not free or fixed
x44
**** Unmatched variable not free or fixed
x45
**** Unmatched variable not free or fixed
x46
**** Unmatched variable not free or fixed
x47
**** Unmatched variable not free or fixed
x48
**** Unmatched variable not free or fixed
x49
**** Unmatched variable not free or fixed
x50
**** Unmatched variable not free or fixed
x51
**** Unmatched variable not free or fixed
x52
**** Unmatched variable not free or fixed
x53
**** Unmatched variable not free or fixed
x54
**** Unmatched variable not free or fixed
x55
**** Unmatched variable not free or fixed
x56
**** Unmatched variable not free or fixed
x57
**** Unmatched variable not free or fixed
x58
**** Unmatched variable not free or fixed
x59
**** Unmatched variable not free or fixed
x60
**** Unmatched variable not free or fixed
x61
**** Unmatched variable not free or fixed
x62
**** Unmatched variable not free or fixed
x63
**** Unmatched variable not free or fixed
x64
**** Unmatched variable not free or fixed
x65
**** Unmatched variable not free or fixed
x66
**** Unmatched variable not free or fixed
x67
**** Unmatched variable not free or fixed
x68
**** Unmatched variable not free or fixed
x69
**** Unmatched variable not free or fixed
x70
**** Unmatched variable not free or fixed
x71
**** Unmatched variable not free or fixed
x72
**** Unmatched variable not free or fixed
x73
**** Unmatched variable not free or fixed
x74
**** Unmatched variable not free or fixed
x75
**** Unmatched variable not free or fixed
x76
**** Unmatched variable not free or fixed
x77
**** Unmatched variable not free or fixed
x78
**** Unmatched variable not free or fixed
x79
**** Unmatched variable not free or fixed
x80
**** Unmatched variable not free or fixed
x81
**** Unmatched variable not free or fixed
x82
**** Unmatched variable not free or fixed
x83
**** Unmatched variable not free or fixed
x84
**** Unmatched variable not free or fixed
x85
**** Unmatched variable not free or fixed
x86
**** Unmatched variable not free or fixed
x87
**** Unmatched variable not free or fixed
x88
**** Unmatched variable not free or fixed
x89
**** Unmatched variable not free or fixed
x90
**** Unmatched variable not free or fixed
x91
**** Unmatched variable not free or fixed
x92
**** Unmatched variable not free or fixed
x93
**** Unmatched variable not free or fixed
x94
**** Unmatched variable not free or fixed
x95
**** Unmatched variable not free or fixed
x96
**** Unmatched variable not free or fixed
x97
**** Unmatched variable not free or fixed
x98
**** Unmatched variable not free or fixed
x99
**** Unmatched variable not free or fixed
x100
**** Counts do not match
Single equations in unmatched =E= blocks 200
Unmatched single free variables 100
**** Unmatched free variables = 100
x111
x113
x115
x117
x119
x121
x123
x125
x127
x129
x131
x133
x135
x137
x139
x141
x143
x145
x147
x149
x151
x153
x155
x157
x159
x161
x163
x165
x167
x169
x171
x173
x175
x177
x179
x181
x183
x185
x187
x189
x191
x193
x195
x197
x199
x201
x203
x205
x207
x209
x211
x213
x215
x217
x219
x221
x223
x225
x227
x229
x231
x233
x235
x237
x239
x241
x243
x245
x247
x249
x251
x253
x255
x257
x259
x261
x263
x265
x267
x269
x271
x273
x275
x277
x279
x281
x283
x285
x287
x289
x291
x293
x295
x297
x299
x301
x303
x305
x307
x309
**** Number of unmatched =E= rows : 200
eq1
eq2
eq3
eq4
eq5
eq6
eq7
eq8
eq9
eq10
eq11
eq12
eq13
eq14
eq15
eq16
eq17
eq18
eq19
eq20
eq21
eq22
eq23
eq24
eq25
eq26
eq27
eq28
eq29
eq30
eq31
eq32
eq33
eq34
eq35
eq36
eq37
eq38
eq39
eq40
eq41
eq42
eq43
eq44
eq45
eq46
eq47
eq48
eq49
eq50
eq51
eq52
eq53
eq54
eq55
eq56
eq57
eq58
eq59
eq60
eq61
eq62
eq63
eq64
eq65
eq66
eq67
eq68
eq69
eq70
eq71
eq72
eq73
eq74
eq75
eq76
eq77
eq78
eq79
eq80
eq81
eq82
eq83
eq84
eq85
eq86
eq87
eq88
eq89
eq90
eq91
eq92
eq93
eq94
eq95
eq96
eq97
eq98
eq99
eq100
eq101
eq102
eq103
eq104
eq105
eq106
eq107
eq108
eq109
eq110
eq111
eq112
eq113
eq114
eq115
eq116
eq117
eq118
eq119
eq120
eq121
eq122
eq123
eq124
eq125
eq126
eq127
eq128
eq129
eq130
eq131
eq132
eq133
eq134
eq135
eq136
eq137
eq138
eq139
eq140
eq141
eq142
eq143
eq144
eq145
eq146
eq147
eq148
eq149
eq150
eq151
eq152
eq153
eq154
eq155
eq156
eq157
eq158
eq159
eq160
eq161
eq162
eq163
eq164
eq165
eq166
eq167
eq168
eq169
eq170
eq171
eq172
eq173
eq174
eq175
eq176
eq177
eq178
eq179
eq180
eq181
eq182
eq183
eq184
eq185
eq186
eq187
eq188
eq189
eq190
eq191
eq192
eq193
eq194
eq195
eq196
eq197
eq198
eq199
eq200
GAMS 48.5.0 5f05ac2f Dec 20, 2024 WEX-WEI x86 64bit/MS Windows - 01/25/25 18:33:13 Page 3
G e n e r a l A l g e b r a i c M o d e l i n g S y s t e m
Range Statistics SOLVE m Using MCP From line 27785
RANGE STATISTICS (ABSOLUTE NON-ZERO FINITE VALUES)
RHS [min, max] : [ 1.027E-01, 2.781E-01] - Zero values observed as well
Bound [min, max] : [ 1.000E+00, 1.000E+00] - Zero values observed as well
Matrix [min, max] : [ 9.011E-03, 1.217E+01]
GAMS 48.5.0 5f05ac2f Dec 20, 2024 WEX-WEI x86 64bit/MS Windows - 01/25/25 18:33:13 Page 4
G e n e r a l A l g e b r a i c M o d e l i n g S y s t e m
Model Statistics SOLVE m Using MCP From line 27785
MODEL STATISTICS
BLOCKS OF EQUATIONS 309 SINGLE EQUATIONS 309
BLOCKS OF VARIABLES 310 SINGLE VARIABLES 310
NON ZERO ELEMENTS 1,680 NON LINEAR N-Z 1,100
CODE LENGTH 230,420 CONSTANT POOL 1,027
GENERATION TIME = 0.046 SECONDS 9 MB 48.5.0 5f05ac2f WEX-WEI
**** SOLVE from line 27785 ABORTED, EXECERROR = 101
EXECUTION TIME = 0.046 SECONDS 9 MB 48.5.0 5f05ac2f WEX-WEI
USER: GAMS Demo, for EULA and demo limitations see G241001/0001CB-GEN
https://www.gams.com/latest/docs/UG%5FLicense.html DC0000
**** FILE SUMMARY
Input C:\Users\XXX\AppData\Local\Temp\gams_jl_9saPJq\moi.gms
Output C:\Users\XXX\AppData\Local\Temp\gams_jl_9saPJq\moi.lst
**** USER ERROR(S) ENCOUNTERED
If I were to remove the lower bounds, I get negative x’s.
Replied in issue Trouble setting up MCP · Issue #28 · GAMS-dev/gams.jl · GitHub
Can you help me understand this error? I get this with J=401.
Optimizing
Path 5.0.03 (Fri Jun 26 10:05:33 2020)
Written by Todd Munson, Steven Dirkse, Youngdae Kim, and Michael Ferris
Preprocessed size : 161201
Crash Log
major func diff size residual step prox (label)
0 0 4.3367e+01 0.0e+00 ()
1 6 7760 13168 3.5554e+01 1.7e-01 4.3e-01 ()
2 15 8493 14989 3.5162e+01 1.2e-02 3.6e-01 ()
pn_search terminated: no progress.
Major Iteration Log
major minor func grad residual step type prox inorm (label)
0 0 28 3 3.5162e+01 I 3.2e-01 1.1e+01 ()
Minor Iteration Log
minor t z w v art ckpts enter leave
500 -1.6551e-04 13720 147480 0 0 9 w[152063] z[131430]
1000 -1.5535e-03 13304 147896 0 0 19 w[67170] z[52975]
Minor Iteration Log
minor t z w v art ckpts enter leave
500 -1.4606e+00 499 160701 0 0 9 z[76907] w[52841]
1000 -1.3016e+00 999 160201 0 0 19 z[76901] w[135936]
1500 -1.2033e+00 1495 159705 0 0 29 z[52852] w[127020]
2000 -1.0935e+00 1989 159211 0 0 39 z[91813] w[14374]
2500 -9.8852e-01 2461 158739 0 0 49 z[118258] w[62939]
3000 -8.9133e-01 2931 158269 0 0 58 z[109854] w[46464]
3500 -7.9419e-01 3384 157816 0 0 68 z[31238] z[130255]
4000 -7.0301e-01 3823 157377 0 0 78 z[116245] w[141118]
4500 -6.3134e-01 4197 157003 0 0 88 z[86606] w[101035]
5000 -5.7737e-01 4425 156775 0 0 98 z[15622] w[89809]
5500 -5.3505e-01 4655 156545 0 0 107 w[141048] w[10329]
6000 -5.0512e-01 4833 156367 0 0 117 w[102558] w[95414]
6500 -4.7452e-01 5047 156153 0 0 127 z[132271] w[53280]
7000 -4.4930e-01 5229 155971 0 0 137 z[15638] w[101417]
7500 -4.3000e-01 5445 155755 0 0 147 z[18038] w[19618]
8000 -4.1383e-01 5598 155602 0 0 156 z[102232] z[102548]
8500 -4.0043e-01 5767 155433 0 0 166 z[26803] w[78486]
9000 -3.8907e-01 5929 155271 0 0 176 z[161076] w[90149]
9500 -3.7844e-01 6103 155097 0 0 186 z[14322] w[66510]
10000 -3.6861e-01 6245 154955 0 0 196 w[53222] w[36071]
Major Iteration Log
major minor func grad residual step type prox inorm (label)
1 10000 29 4 3.2613e+01 1.0e+00 IM 1.3e-01 1.6e+00 ()
Minor Iteration Log
minor t z w v art ckpts enter leave
500 1.0033e-07 6744 154456 0 0 9 z[17100] w[85305]
1000 2.2054e-07 7244 153956 0 0 19 z[ 5131] w[82063]
Major Iteration Log
major minor func grad residual step type prox inorm (label)
2 1000 30 5 3.2613e+01 1.0e+00 IO 5.1e-02 1.6e+00 ()
Minor Iteration Log
minor t z w v art ckpts enter leave
500 2.6203e-07 7743 153457 0 0 9 z[64045] w[35983]
1000 6.0940e-06 8241 152959 0 0 19 z[ 7531] w[68055]
Major Iteration Log
major minor func grad residual step type prox inorm (label)
3 1000 31 6 3.2613e+01 1.0e+00 IO 2.0e-02 1.6e+00 ()
Minor Iteration Log
minor t z w v art ckpts enter leave
500 5.6697e-07 8740 152460 0 0 9 z[50438] w[70870]
1000 1.1703e-06 9240 151960 0 0 19 z[47182] w[45578]
Major Iteration Log
major minor func grad residual step type prox inorm (label)
4 1000 32 7 3.2613e+01 1.0e+00 IO 8.2e-03 1.6e+00 ()
Minor Iteration Log
minor t z w v art ckpts enter leave
500 1.1210e-07 103233 57967 0 0 9 w[147935] z[147933]
1000 2.5095e-07 102733 58467 0 0 19 w[110652] z[110649]
Major Iteration Log
major minor func grad residual step type prox inorm (label)
5 1000 33 8 3.2613e+01 1.0e+00 IO 3.3e-03 1.6e+00 ()
Minor Iteration Log
minor t z w v art ckpts enter leave
500 -3.1006e-01 459 160741 0 0 9 z[123108] w[160987]
1000 -5.8364e-02 887 160313 0 0 19 z[ 3602] w[17213]
1500 -4.4257e-02 1377 159823 0 0 29 z[95831] w[51708]
2000 -3.7159e-02 1871 159329 0 0 39 z[ 5207] w[99846]
2500 -3.2178e-02 2353 158847 0 0 49 z[95806] w[55704]
3000 -2.8736e-02 2747 158453 0 0 58 z[111415] w[55662]
3500 -2.6041e-02 3211 157989 0 0 68 w[ 7189] w[51581]
4000 -2.3850e-02 3577 157623 0 0 78 z[78511] w[50123]
4500 -2.2071e-02 3923 157277 0 0 88 z[55287] w[51304]
5000 -2.1406e-02 4221 156979 0 0 98 z[15126] w[ 5474]
5500 -2.1116e-02 4493 156707 0 0 107 z[42858] w[161075]
6000 -2.0911e-02 4576 156624 0 0 117 w[136277] z[139085]
6500 -2.0717e-02 4735 156465 0 0 127 z[64123] w[68901]
7000 -2.0544e-02 4897 156303 0 0 137 w[84576] w[26442]
7500 -2.0391e-02 5019 156181 0 0 147 z[47643] w[26012]
8000 -2.0257e-02 5143 156057 0 0 156 z[33179] w[ 2393]
8500 -2.0123e-02 5192 156008 0 0 166 w[48500] z[ 5163]
9000 -2.0008e-02 5171 156029 0 0 176 z[48923] w[100248]
9500 -1.9895e-02 5161 156039 0 0 186 z[86194] w[11629]
10000 -1.9788e-02 5101 156099 0 0 196 z[11207] w[35217]
Major Iteration Log
major minor func grad residual step type prox inorm (label)
6 10000 48 9 3.1869e+01 4.3e-08 IG 1.3e-03 1.6e+00 ()
ERROR: LoadError: UndefVarError: `SIGINT` not defined in `Main`
Suggestion: check for spelling errors or missing imports.
[2] top-level scope
@ .\timing.jl:581
in expression starting at \example_code.jl:1883
caused by: ReadOnlyMemoryError()
Stacktrace:
[1] c_api_Path_Solve
@ C:\Users\ \.julia\packages\PATHSolver\I2W8G\src\C_API.jl:567 [inlined]
[2] solve_mcp(F::PATHSolver.var"#F#10"{MathOptInterface.Nonlinear.Evaluator{MathOptInterface.Nonlinear.ReverseAD.NLPE
valuator}}, J::PATHSolver.var"#J#11"{Vector{Int64}, Vector{Int64}, Vector{Tuple{Int64, Int64}},
MathOptInterface.Nonlinear.Evaluator{MathOptInterface.Nonlinear.ReverseAD.NLPEvaluator}}, lb::Vector{Float64},
ub::Vector{Float64}, z::Vector{Float64}; nnz::Int64, variable_names::Vector{String}, constraint_names::Vector{String},
silent::Bool, generate_output::Int64, use_start::Bool, use_basics::Bool, jacobian_structure_constant::Bool,
jacobian_data_contiguous::Bool, jacobian_linear_elements::Vector{Int64},
kwargs::@Kwargs{cumulative_iteration_limit::Int64, convergence_tolerance::Float64, time_limit::Int64,
minor_iteration_limit::Int64, major_iteration_limit::Int64})
@ PATHSolver C:\Users\ \.julia\packages\PATHSolver\I2W8G\src\C_API.jl:811
[3] optimize!(model::MathOptInterface.Utilities.GenericOptimizer{Float64,
MathOptInterface.Utilities.ObjectiveContainer{Float64}, MathOptInterface.Utilities.VariablesContainer{Float64},
PATHSolver.OptimizerFunctionConstraints{Float64}})
@ PATHSolver C:\Users\ \.julia\packages\PATHSolver\I2W8G\src\MOI_wrapper.jl:398
[4] optimize!
@ C:\Users\ \.julia\packages\MathOptInterface\MQX8C\src\Bridges\bridge_optimizer.jl:367 [inlined]
[5] optimize!
@ C:\Users\ \.julia\packages\MathOptInterface\MQX8C\src\MathOptInterface.jl:122 [inlined]
[6] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInte
rface.Utilities.GenericOptimizer{Float64, MathOptInterface.Utilities.ObjectiveContainer{Float64},
MathOptInterface.Utilities.VariablesContainer{Float64}, PATHSolver.OptimizerFunctionConstraints{Float64}}},
MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}})
@ MathOptInterface.Utilities
C:\Users\ \.julia\packages\MathOptInterface\MQX8C\src\Utilities\cachingoptimizer.jl:321
[7] optimize!(model::Model; ignore_optimize_hook::Bool,
_differentiation_backend::MathOptInterface.Nonlinear.SparseReverseMode, kwargs::@Kwargs{})
@ JuMP C:\Users\ \.julia\packages\JuMP\CU7H5\src\optimizer_interface.jl:595
[8] optimize!
@ C:\Users\ \.julia\packages\JuMP\CU7H5\src\optimizer_interface.jl:546 [inlined]
[9] example_one_go( J::Int, S::Int, A::Matrix, Guess_y::Vector{Float64}, z::Vector{Float64}, C::Matrix, Guess::Matrix,)
@ Main Code\example_code.jl:1621
[10] example_one_go(
@ Code\example_code.jl:1565 [inlined]
[11] macro expansion
@ .\timing.jl:581 [inlined]
@ Main Code\example_code.jl:1736
[13] top-level scope
@ .\timing.jl:581
I am confused about the ReadOnlyMemoryError().
ReadOnlyMemoryError is thrown when you have run out of memory.
I don’t know where the SIGINT is coming from. It’s not anywhere in our code.