CODEWITHSUNDEEP
matlabcplex
HByrm
HByrm

Reputation: 41

Linear Programming Solver for MATLAB, similar to cplexlp or linprog

I'm using MATLAB 2010b 64bit and its cplex integration to solve an engineering problem. However, because of the memory leak of cplex, memory usage exceeds acceptable limits with cplex (100+GBs including virtual memory) hence I am not able to solve my problem. You can see a similar post here.

Then I tried to use MATLAB linprog from the optimization toolbox but the result was disappointing. The running time of the algorithm for a small problem instance was increased from 80 cpu sec to 2600 cpu sec.

Now, I need an LP solver integration to MATLAB which is similar to CPLEX or linprog. By "similar" I mean the way it accepts data input in the form (F, A, B, Aeq, Beq, ...etc).

I must be able to use it in loops. Do you have any suggestions for that?

Upvotes: 0

Views: 1532

Answers (2)

HByrm
HByrm

Reputation: 41

After some trials to fix MATLAB/CPLex API's memory usage problem (memory leak) and after referring to some studies I decided to switch to Gurobi solver. For pure LP problems, it seems to be slightly slower compared to CPlex but this can be due to the way I use Gurobi. Someone may find Gurobi faster compared to CPlex. I suggested that on my previous posts under different questions. Here are some academic studies[Analysis of commercial and free and open source solvers for linear optimization problems][1]

[1] : http://www.statistik.tuwien.ac.at/forschung/CS/CS-2012-1complete.pdf

Upvotes: 0

TimChippingtonDerrick
TimChippingtonDerrick

Reputation: 2072

I would be very surprised if there was a memory leak in cplex. If you have a large problem then the memory will grow with any sensible solver. Is there perhaps a memory leak in the interface to cplex? How big is your problem? Are you running multi threaded as each thread will take a copy of the problem and hence will eat a lot more memory.

You should not be surprised to find that other solvers take a lot longer than cplex to solve your problem. Certainly the free solvers will be very much slower than cplex for any large problem.

Upvotes: 1

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