Here is a bit of code: 

# foo.py

def dot_prod(v, w):
    return sum(x*y for (x, y) in zip(v, w))

def get_polytope(M):
    q = MixedIntegerLinearProgram( maximization = False, solver = 'Coin' )
    w = q.new_variable(real = True, nonnegative = True)
    for v in M.rows():
        q.add_constraint( dot_prod(v, w) == 0 )
    return q.polyhedron()

M = Matrix([[1,0],[0,1]])

def fill_memory(n):
    for i in xrange(n):
        P = get_polytope(M)

Now I can do the following:

[Code]$ sage
┌────────────────────────────────────────────────────────────────────┐
│ SageMath Version 6.8, Release Date: 2015-07-26                     │
│ Type "notebook()" for the browser-based notebook interface.        │
│ Type "help()" for help.                                            │
└────────────────────────────────────────────────────────────────────┘
sage: attach('foo.py')
sage: get_memory_usage()
288.58984375
sage: fill_memory(2000); get_memory_usage()
300.5859375
sage: fill_memory(2000); get_memory_usage()
302.5859375
sage: fill_memory(2000); get_memory_usage()
303.5859375
sage: fill_memory(2000); get_memory_usage()
305.5859375

It seems like MixedIntegerLinearProgram is leaking memory.  This kills my 
computer during long computations. 

Suggestions?

all the best,

saul

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