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Re[2]: [Help-glpk] slow matrix generation compared to AMPL


From: Andrew Makhorin
Subject: Re[2]: [Help-glpk] slow matrix generation compared to AMPL
Date: Mon, 9 Aug 2004 20:15:47 +0400

I just run the following trivial model with glpsol 4.6:

------------------------------------------------------------------------
param m := 700000;

param n := 1000000;

var x{1..n} >= 0;

s.t. r{1..m}: sum{k in 1..5}
      Uniform(1, 2) * x[floor(Uniform(1, n) + .5)] <= Uniform(1, 10);

minimize obj: sum{j in 1..n} x[j];

end;
------------------------------------------------------------------------

It has 700,000 rows, 1,000,000 columns and 3,500,000 non-zero constraint
coefficients. The generation time was about 8 secs on a 1.5 Ghz PC. By
this example I merely would like to say that most of the time is spent
to evaluate intermediate results used in the model description.

Andrew Makhorin






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