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Re: [Help-glpk] Name assignments to a large number of variables


From: usa usa
Subject: Re: [Help-glpk] Name assignments to a large number of variables
Date: Sun, 22 Mar 2015 12:22:35 -0400

Hi,

It seems that your model is mixed interger programming. If it has 100K decision variables, I doubt that this can be solved in a reasonable time.

Have you ever solved the same size linear programming models by GLPK ? How about the performance ?

Best Regards,


On Sun, Mar 22, 2015 at 5:35 AM, john tass <address@hidden> wrote:
Good morning to everyone,
I have a question which may be too simple to answer. Nevertheless I am not quite sure how to proceed.
I intend to use GLPK within an ANSI C application and I want to use the API of GLPK.
The model I want to solve is too large as far as its size is concerned, i.e. it contains a large number of decision variables. For instance, I have to use the binary variables Xtcpd, where t, c, p, d are indices, t = 1,...,100, c = 1,...,30, p = 1,...7, d = 1,..,5. So far, the number of Xtcpd variables is obviously 100*30*7*5 = 105000. In addition, I need to use an extra large amount of auxiliary variables, and a large number of constraints.
The question is how to create the names of all these variables and the names of all these constraints. Obviously, I can not create all these names in a hard coded fashion. Perhaps I can make use of matrices (?). An if so, how exactly shall I write the code?
Any answer will be very appreciated.

--
Ioannis X. Tassopoulos

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