CPLEX极限

Question

在目标函数和1500个条件下，我们有一个包含100 K变量的问题。CPLEX支持这样的数字吗？如果是的话，CPLEX的限制和性能基准是什么？

致以敬意，

雅什

Answer 1

，.

引用这条线中CPLEX开发人员的答复，日期为2010年：

CPLEX can handle 30 million variables. 
The more interesting question will be: 
does your machine have enough memory for that. 
CPLEX needs to store lower, upper bounds and objective function coefficients
as double precision values for each variable. 
This results in a storage requirement of at least 30000000 * (8 + 8 + 8) bytes
which are roughly 680 MB.
And then you have variable names, constraints etc.

然后

This is a little subtle to answer as this number may depend on the 
features of CPLEX you use (implicitly). However, CPLEX definitely supports up to 
262,500,000 integral variables (that is the 2,100,000,000
claimed by Roland divided by sizeof(double)) with all features -- 
provided that there is enough memory for that.
The space required for simply creating that many variables would be roughly 6 GB 
(one double precision number for lower bounds, upper bound and 
objective function coefficient).

性能基准

下面是汉斯·密特曼的官方网页，其中包含关于LP解决程序性能的基准测试，下面是混合整数线性规划基准 (问题描述是这里)。

您会注意到，这些集合中有一些问题实际上比您的问题要大。

然而，在MIP(整数变量的问题)中，您的里程数可能在性能上有所不同。只存在200个整数变量的问题，其中CPLEX在一个小时的计算中不能得到10%的间隙。一个问题的大小并不总是一个好的预测一个解决者的表现。