I am using the glpk solver with pyomo on a problem that involves about 40,000 decision variables and 50,000 constraints. However, I am getting the following error while running the code:
glp_set_mat_row: i = 80406; len = 5772; too many constraint coefficients
Error detected in file ..\src\api\prob1.c at line 764
ERROR: Solver (glpk) returned non-zero return code (3221226505)
Is this problem too large for the glpk solver to handle? Is it possible to increase the tolerance of glpk?
Thank you.