Presolve eliminates most of rows and cols

GAMS
1

Hi all,

I am trying to solve an LP model with GAMS/CPLEX. The model returns a solution when I run it with a small set (shorter time period). But I would like to simulate for one year, which will increase the size of my time set. When I run the model with the larger set, model generation time increases by a lot which should be reasonable to expect.

Up to now, I have faced lots of “Out of memory” errors, and I decided to simplify a bit my problem, by removing some constraints. I finally succeeded in running a one year simulation, almost reaching 32GB of RAM. I eventually got the following output:

55,503,501 rows 14,348,951 columns 111,313,503 non-zeroes
…
LP Presolve eliminated 52,779,141 rows and 10,792,349 columns.
Reduced LP has 2,724,360 rows, 3,556,602 columns, and 9,276,840 nonzeros.
Presolve time = 28.13 sec. (16398.93 ticks)
Compression time = 83.91 sec. (0.00 ticks)
Compression reduced 2299.45 MB A matrix to 567.77 MB

Is it normal if presolving eliminates 90% of my rows and columns or have I made mistakes in the way I modeled the problem? What can I do to track what equations or variables are eliminated, and the way I can provide a tighter formulation to the solver? By doing so, I am expecting less computation time and possibly to add back the constraints I removed.

Thank you.
Best regards,
Milien

2

Let me clarify a few things:
Pre-solve can potentially eliminate all your constraints if they are redundant (if it thinks they are unnecessary). So there is nothing wrong with 90%. It also does not mean in any way that you have made “mistakes”. The number of constraints/variables removed by presolve also depend on data and not just on the structure of your model. Please also note that the model ‘after’ presolve is solved by the solver. Therefore, by refining your model (i.e., by doing the work that presolve does) you will only save the time taken by presolve.

It is in general a good practice to pass on models in as concise form as you can. This will also help you in understanding your model better and identifying bottlenecks.

For out of memory problems, I suggest you take a look at the following link to GAMS documentation:
https://www.gams.com/latest/docs/S_CPLEX.html#CPLEX_PHYSICAL_MEMORY_LIMITATIONS

Hope this helps.

  • Atharv