A problem with Elastic net + Cox regression

[Anastaziel]

I was trying to perform elastic net + cox regression in R using the glmnet package. The problem is that my data is around 100 individuals with ~100k features and the model is too big for R to store in a matrix. Although the glmnet package can use sparse matrix for the model unfortunately it does not support it with Cox regression.

Anyone knows of another tool I can use (I am not locked in R, it was just the only tool I found)? I read that I can use an SVM (support vector machine) but I still need to calculate the model. I am looking for any tool (R, Matlab, stand alone application) that can perform elastic net + cox regression on a big model. Furthermore, maybe you know how to calculate this big model as a stand alone output so I can use it in an SVM?

[GenoMax]

For reference cross-posted: https://www.biostars.org/p/176689/

[Anastaziel]

I am sorry, I did not know that it is against the rules to post in multiple forums the same question. Not to make another post on this: I will mention if on the other forum the question in answered.

[GenoMax]

I am sorry, I did not know that it is against the rules to post in multiple forums the same question.

No it is not against the rules so don't worry.

I included the link so people can see if your question has been answered on Biostars before they compose a lengthy response (if one was needed) here.

You can help by coming back and posting a closure if your question is answered on Biostars.

[Anastaziel]

I was able to fix my problem. I was using a wrong test case and my model was becoming too big. Using the example from glment.pdf fixes the issue.