MATLAB linear optimization out of memory

[OhMyMarkov]

Hello everyone!

I'm trying to solve a linear optimization problem with a large-dimension matrix, MATLAB says memory is full. What to do?

Thanks!

 

[CaptainBlack]

Hello everyone!

I'm trying to solve a linear optimization problem with a large-dimension matrix, MATLAB says memory is full. What to do?

Thanks!

See if you can use sparse matrix functions?

Check that you are not creating unnecessary copies of matrices and or temporary arrays?

How large is the large-dimension matrix?

CB

 

[OhMyMarkov]

I'm having the Out of memory error whenever I call "fmincon" as follows:x = fmincon("at"ftest, zeros(24583,1), -eye(24583), zeros(24583,1), PHI, S(:,1,1);Now, ftest is the L1 norm, PHI is the product of two matrices, a sampling 300x403 random matrix and a 403x24583 Gabor basis dictionary. Please note that one of the sampling matrix is in "full" representation while the larger matrix is in "sparse" representation. I also tried making PHI explicitly in sparse format to check but this didn't solve the problem?

It seems that the minimizer expands PHI.

Thank you for your time.

OMM

 

[CaptainBlack]

I'm having the Out of memory error whenever I call "fmincon" as follows:x = fmincon("at"ftest, zeros(24583,1), -eye(24583), zeros(24583,1), PHI, S(:,1,1);Now, ftest is the L1 norm, PHI is the product of two matrices, a sampling 300x403 random matrix and a 403x24583 Gabor basis dictionary. Please note that one of the sampling matrix is in "full" representation while the larger matrix is in "sparse" representation. I also tried making PHI explicitly in sparse format to check but this didn't solve the problem?

It seems that the minimizer expands PHI.

Thank you for your time.

OMM

That would not in itself be a problem (it is an ~79 MB structure), it is the fact that the system will generate multiple copies of arrays of that size in doing its work.

I presume the dimensions of S are not too great ...

CB

 

[alphy]

Hello,

Thank you for reaching out with your question. It sounds like you are facing the common issue of running out of memory while trying to solve a linear optimization problem in MATLAB.

One possible solution is to try breaking down your problem into smaller sub-problems and solving them separately. You can then combine the solutions to get the final solution. This can help reduce the memory usage and allow you to solve the problem.

Another option is to increase the amount of memory available to MATLAB by adjusting the heap size. You can do this by going to the "Preferences" menu and selecting "General". From there, you can increase the heap size and try solving your problem again.

If these solutions do not work, it may be necessary to optimize your code to reduce the memory usage. This can involve using more efficient data structures or algorithms, or reducing the size of your input data.

I hope these suggestions help you solve your problem. If you continue to face difficulties, I recommend reaching out to the MATLAB community or consulting with a MATLAB expert for further assistance.

Best of luck with your optimization problem!

Sincerely,