I am trying to solve a problem that has more than one million variables with the Gekko library for python? Does anyone know how many variables can manage that library?
1 Answers
Gekko is not limited by a certain number of variables. Each mode (IMODE) takes a base model and then applies it to each time point (for IMODE>4) or for every data set (IMODE=2). The base model does have a limit of 10,000,000 but that is mostly just as a large upper bound. A problem with 10M simultaneous differential equations x 100 time points would be 1,000,000,000 (1B) variables and this is allowed in Gekko. The developers can increase the 10M limit if a user ever runs into that. It is there as a check just in case someone has an error in their model and didn't intend to spawn a very large problem. Here is a case study that shows the scale-up comparison with number of differential equations for simulation with MATLAB (ode15s), SciPy (ODEINT), and APMonitor (engine for Gekko).
The results show that APMonitor / Gekko isn't as fast for small problems but has good scale-up potential for larger scale problems. The plot only shows up to 3000 simultaneous differential equations. Gekko's current arbitrary limit is set to 10M.
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