CPLEX的限制 [英] Limits of CPLEX

问题描述

我们有一个问题，涉及目标函数中的100K变量和1500个条件. CPLEX是否支持此类数字? 如果是这样，CPLEX的限制和性能基准是什么?

We have a problem involving 100K variables in the objective function and 1500 conditions. Does CPLEX support such numbers? If so, what are the limits and performance benchmarks of CPLEX?

此致

Yash

推荐答案

是.

在此主题，日期: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

这是汉斯·米特尔曼(Hans Mittelman)的官方页面，其中包含LP性能的基准求解器，这里是混合整数线性规划基准(问题描述为此处).

Here is the official page of Hans Mittelman, with benchmarks on the performance of LP solvers, and here are the mixed-integer linear programming benchmarks (problem description is here).

您会注意到，这些组中的一些问题实际上比您的问题还大.

You will notice that there are a few problems in these sets that are actually larger than your problem.

但是，在MIP(整数变量问题)中，里程可能会因性能而异.仅200个整数变量存在一些问题，其中CPLEX在一个小时的计算中不能达到10％以下的差距.问题的大小并不总是预测器性能的良好预测器.

However, in MIPs (problems with integer variables) your mileage may vary performance-wise. There exist problems with just 200 integer variables in which CPLEX cannot get below 10% gap in an hour of computations. A problem's size is not always a good predictor for a solver's performance.

这篇关于CPLEX的限制的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！