I'm doing some linear optimization on a matrix that takes up 16GB of memory using the spicy.optimize.linprog method. However, my computer only has 8GB of RAM. I already consider the option of simply getting more RAM but besides that what other thing could I do to allow the program to still run.
Make sure to use scipy.sparse to store the matrix. Almost all LP matrices are very sparse.
Linear Programing of 16GB of data on 8GB of RAM