This message indicates that Cplex is running out of memory while solving the model.
The log file will provide more information about the size of the model and where in the solution process the memory message appears:
The simplest solution is to decrease the size of the model or add more (physical) memory. Please note that the 32 bit version of the windows operating limits any GAMS or solver process to ~1.7 Gb, hence, consider to use the 64 bit version. Please look here for more information.
One can try to save some memory by:
model_name.holdfixed 1, if there are many fixed variables
solvelink 0(and not 1, 2, 3, 4 or 5)
lpmethod 1 or 2) instead of the Barrier algorithm (
nodefileind 2 or 3/
solvefinal 0). Please keep in mind that without solving the final LP, the solution will be primal only - no marginals will be reported.
nodeselto use a best estimate strategy (
nodesel 2) or more drastically a depth-first-search (
varselto use strong branching (
barcrossalg -1). In that case the solution will also be primal only - no marginals will be reported.
Of course, conserving memory may impact performance in some models.