Limitation of variables and constraints?

What is the Maximum no. of variables and constraints that can be enforced in the large scale optimization using optimization toolbox-LINPROG?

Answer 1

[Titus Edelhofer]

Hi Samir,

there is no fixed limit. It depends on the amount of available memory ...

Titus

PS: what size of problem do you have in mind?

[Samir]

hey Titus,

aeq(11297 x 21402)

a(20065 x 21402)

[Walter Roberson]

11297 x 21402 is 1.8 gigabytes of memory. If you have a 32 bit system, you are almost certain to run out of memory doing that.

20065 x 21402 is over 3 gigabytes of memory. There is no realistic hope of handling it on a 32 bit version of MATLAB.

[Titus Edelhofer]

Hi Samir,

two comments: as Walter said, on 32 bit it will not work, on 64 bit it should be no problem, provided you have enough memory. Second, any chance your a or aeq is sparse? Then you might again have a chance ...

Titus