I am trying to optimize a model for 250 different price scenarios using a loop. At the beginning, XPRESS can handle 5 scenarios within a minute, but then the memory starts to increase, the runs get slower and after 50 scenarios, XPRESS starts to solve a single scenario in 5 minutes. How can I clean the memory at the end of each iteration?
Thank you very much,
Ahu
You can use 'dellcell' command to delete dynamic arrays of mpvars.
dellcell(myVar)
Also, you can use a mpproblem variable