Wednesday, December 31, 2008

GAMS/Cplex out-of-memory issue

This model runs out of memory in the branch-and-bound.

Elapsed real time = 15952.23 sec. (tree size = 1929.62 MB, solutions = 5)
Nodefile size = 1802.18 MB (732.60 MB after compression)
2237100 2069567 2.0773 84 2.1636 2.0742 53354065 4.13%
2237200 2069665 2.0742 86 2.1636 2.0742 53356034 4.13%
2237300 2069763 2.0773 87 2.1636 2.0742 53358318 4.13%
2237400 2069857 2.0758 84 2.1636 2.0742 53360030 4.13%
2237500 2069955 2.0758 84 2.1636 2.0742 53362567 4.13%
2237600 2070055 2.0742 86 2.1636 2.0742 53364576 4.13%

Warning: MIP starts not constructed because of out-of-memory status.

Consider using CPLEX node files to reduce memory usage.
CPLEX Error 1001: Out of memory.


It would be useful if this case would be handled more gracefully. Now it just stops and no solution is returned:

**** SOLVER STATUS     4 TERMINATED BY SOLVER
**** MODEL STATUS 14 NO SOLUTION RETURNED
**** OBJECTIVE VALUE 0.0000

RESOURCE USAGE, LIMIT 15955.664 21600.000
ITERATION COUNT, LIMIT 0 10000


It should be possible to allocate memory before starting the branch-and-bound so that always the best integer solution so far can be reported. Note also that the iteration count reported is wrong.