[Help-glpk] out-of-memory workarounds

[Barry Rountree]

Hello,

I'm starting to run into problem sizes that result in out-of-memory errors.  
The matrix is quite sparse, and the presolver does an excellent job of 
reducing the problem size (when it doesn't run out of memory first).  For 
example:

  lpx_simplex: original LP has 775626 rows, 3861761 columns, 302081 non-zeros
  lpx_simplex: presolved LP has 18378 rows, 75520 columns, 302080 non-zeros

At some point, though, things get a bit out of hand.

  lpx_simplex: original LP has 1319436 rows, 6581761 columns, 163841 non-zeros
  umalloc: size = 8024; no memory available


First, is there a good rule-of-thumb to estimate memory usage given rows, 
columns and non-zeros?  

Second, is there a particular set of options I should be using/avoiding in 
order to minimize memory?

Finally, would a realistic solution be to modify the presolver to use less 
memory (presumably at the expense of taking much, much longer to run)?  

I've also tried using the interior-point method, and while it does handle 
larger matricies, it's running out of memory too.

Thanks much,

Barry Rountree