[mlpack] maximum problem size for PrimalDualSolver?

[Joe Dinius]

Thanks for the response Ryan.

I have added the full test case to the following git branch:
https://github.com/jwdinius/sdrsac-cpp/tree/sdp-blowsup.  The offending
test case can be found here
https://github.com/jwdinius/sdrsac-cpp/blob/sdp-blowsup/tests/sdp_ut.cpp#L19
.

I will continue to investigate this by incorporating your suggestions.
Thanks much :)

Thanks for the great software!

Joe


On Wed, Aug 28, 2019 at 5:02 PM Ryan Curtin <ryan at ratml.org> wrote:

> On Wed, Aug 28, 2019 at 04:41:46PM -0700, Joe Dinius wrote:
> > Hello,
> >
> > I have setup a (sparse) SDP problem where the solution is 289x289 with 67
> > sparse constraints.  When trying to solve this problem with the ensmallen
> > PrimalDualSolver, I receive the following error message:
> >
> > error: arma::memory::acquire(): out of memory
> > unknown location(0): fatal error in "sdp_nominal_test": std::bad_alloc:
> > std::bad_alloc
> >
> > It appears that my problem is consuming too much memory which makes me
> > wonder:  How big a problem can the PrimalDualSolver handle?  Has such a
> > benchmark been established?
>
> Hey Joe,
>
> Thanks for the report.  I'm not sure if anyone has benchmarked the
> PrimalDualSolver to see what it can do.  Can you share the details of
> the code so that we can see where the bottleneck is that is resulting in
> the attempted huge memory allocation?
>
> My guess is that somewhere, there is some memory blowup that's likely
> unnecessary and could be fixed.
>
> > As a bonus:  Is there any way to solve this problem?  Preliminary web
> > searches give me little hope of a simple solution, but I am hopeful that
> > there is something that someone on this list can point out.
>
> I suspect it's fixable, but it might take a little bit of digging.
>
> If you like to get your hands dirty, compile with debugging symbols and
> run through gdb or another debugger; if it's gdb, you can just do 'catch
> throw' and then run the program, and when the out of memory exception
> happens, there will be a backtrace and it should be clearer what's going
> on.
>
> If you don't like to get your hands dirty, that's perfectly ok, and I'll
> take a look if you can supply some code to reproduce the issue. :)
>
> Thanks!
>
> Ryan
>
> --
> Ryan Curtin    | "A present for my friends... at Thanksgiving."
> ryan at ratml.org |   - Bruce
>
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