I am solving an optimization problem in cplex opl. I have formulated the problem as mixed integer cone programming model. I want to ask is there any limit on the number of optimization variables whilw solving the optimization problem.
Is there any limit on the number of optimizing variables while solving the optimization problem. Why is it taking more than 1 hour to give optimal result?
There is no size limit but large model may take hours or more.
See tech note for some tips to improve your model which starts with