Matlab error "out of memory"

Hi all,

I am running an optimization using fmincon. Initially, I run it with 3 minutes timestep and it runs fine. Afterwards, I run it with 1minute timestep and I get the following error:

Error using ldl
Out of memory. Type HELP MEMORY for your options.

Error in formAndFactorKKTmatrix

Error in formAndFactorKKTmatrix

Error in computeTrialStep

Error in barrier

Error in fmincon (line 798)
    [X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] =
    barrier(funfcn,X,A,B,Aeq,Beq,l,u,confcn,options.HessFcn, ...

Error in P2P_TF_fault (line 383)
        [x,fval]=fmincon(f,x0,A,b,Aeq,beq,lb,[],[],options);

I have seen some similar questions but I don't understand how you fix that. I run the 3-minute optimization in a computer with 8GB RAM and it ran fine. Then for the 1-minute I used one with 32GB RAM installed, so it's a bit odd as this amount of RAM should be more than enough.

indicatively, matrix A has a size [4800 X 4790] for the 3 minute optimization

and becomes [14400X14390] in the 1 minute optimization.

the memory of the system and the memory used is the following:

  Maximum possible array:     54139 MB (5.677e+10 bytes) *
Memory available for all arrays:     54139 MB (5.677e+10 bytes) *
Memory used by MATLAB:      5658 MB (5.933e+09 bytes)
Physical Memory (RAM):     32678 MB (3.427e+10 bytes) 

I hope the question is clear,

many thanks

Nikolas

Answer 1

[Pruthvi Muppavarapu]

Hi Nikolas,

The error looks like it might have been caused by the 'barrier.m' function which is called by the interior-point method. You could try changing the "fmincon" options to use "trust-region-reflective" algorithm instead ( a gradient needs to provided to use this algorithm).

Feel free to refer to the following page to learn more about fmincon options:

https://in.mathworks.com/help/releases/R2014b/optim/ug/choosing-a-solver.html#bsbqd7i

Hope this helps.

Regards,

Pruthvi

[Nikolas Spiliopoulos]

thanks a lot, I am gonna give it a try or break the optimization in smaller ones

thanks again!