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