Hi all, I’m trying to resolve my optimization problem with CVX, and I get Out of Memory error which I gave below

Out of memory.

Error in cvxprob/eliminate (line 179)

P = P( :, colX ) + P( :, cols ) * temp;

Error in cvxprob/solve (line 18)

[ At, cones, sgn, Q, P, dualized ] = eliminate( prob, true, shim.dualize );

Error in cvx_end (line 88)

solve( prob );

Error in invtest2 (line 182)

cvx_end

My cvx code is;

```
tol=1e-40;
sigma2=5e-10;
lamda2=0.001;
lamda=0.08;
sigma3=20;
sigma=1;
lamda3=100;
n=length(B(1,:));
cvx_begin quiet
cvx_solver mosek
variable a(n)
minimize( norm(w*a,1) + lamda*((norm(Ux*a , 2))) + (norm(Uy*a, 2))*lamda2+lamda3*(norm(Uz*a,2)))
subject to
(norm(B*a-Stec,2))/ (norm(Stec,2)) <= tol
cvx_end
```

Here U, Ux,Uy,Uz, w 15876x15876 matrices, B 146x15876 ,Stec 146x1 matrices. I know these all very large. When I run my code with 8820x8820 matrices, 146x8820 B matrix and 146x1 Stec vetor the code is running well. But I need to run with the large elements. Can you give me any suggestion?

My computer memory is;

memory

Maximum possible array: 13681 MB (1.435e+10 bytes) *

Memory available for all arrays: 13681 MB (1.435e+10 bytes) *

Memory used by MATLAB: 30035 MB (3.149e+10 bytes)

Physical Memory (RAM): 32473 MB (3.405e+10 bytes)

Thank you all.