Hi
I am wondering if anyone can answer an interesting question. I am
solving a large nonlinear programme in CONOPT3. It has 9000
constraints and 350,000 variables. It solves in around 8 minutes. I
have recently reduced the model to 150,000 variables, with the number
of constraints the same. I thought this would reduce solution time,
but solution time has not changed. Can anyone think of a reason this
could be, as I would expect at least some response?
Rgds
Graeme
\
Thank you for your valuable advice. This makes total sense.
Rgds
Graeme
On Thu, Dec 8, 2011 at 9:43 PM, Arne Stolbjerg Drud wrote:
Graeme
It really depends on what the 200,000 variables you removed were doing in
the first model. If they already were at their optimal value then CONOPT
would only have to confirm this using a pricing operation like in simplex.
If the number of coefficients was small then the work was also small.
Regards
Arne Stolbjerg Drud
Arne Stolbjerg Drud
ARKI Consulting & Development A/S
Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark
Phone: (+45) 44 49 03 23, Fax: (+45) 44 49 03 33, email: adrud@arki.dk
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af Graeme Doole
Sendt: 8. december 2011 03:51
Til: gamsworld
Emne: Reduce NLP size in CONOPT, but no change in solution time
Hi
I am wondering if anyone can answer an interesting question. I am solving a
large nonlinear programme in CONOPT3. It has 9000 constraints and 350,000
variables. It solves in around 8 minutes. I have recently reduced the model
to 150,000 variables, with the number of constraints the same. I thought
this would reduce solution time, but solution time has not changed. Can
anyone think of a reason this could be, as I would expect at least some
response?
Rgds
Graeme
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