Under default settings, the ILOG CPLEX Barrier Optimizer will do all of its work using central memory (variously referred to also as RAM, core, or physical memory). For models too large to solve in the central memory on your computer, or in cases where it is simply not desired to use this much memory, it is possible to instruct the barrier optimizer to use disk for part of the working storage it needs, specifically the Cholesky factorization. Since disk is slower than central memory, there may be some lost performance by making this choice on models that could be solved entirely in central memory, but the out-of-core feature in the ILOG CPLEX Barrier Optimizer is designed to make this as efficient as possible. It generally will be far more effective than relying on the operating system's virtual memory (swap space). To activate out-of-core Barrier, set the parameter BarOOC to 1 instead of its default value of 0.

Note that out-of-core barrier uses some working memory to store the portion of the factor on which it is currently performing computation. You can improve performance by allocating more working memory, using the WorkMem parameter. More working memory allows the algorithm to transfer less factor data to and from disk. In fact, the factor matrix will not be written to disk at all if its size does not exceed the value of WorkMem. The default for this parameter is 128, meaning 128 megabytes.

When Barrier is being run out-of-core, the location of disk storage is controlled by the Working Directory parameter, WorkDir. For example, to use the directory /tmp/mywork, set WorkDir to the string '/tmp/mywork'. WorkDir should be specified as the name of a directory that already exists, and ILOG CPLEX will create its working directory under that.