On Thu, Apr 2, 2009 at 3:49 PM, <rkevinbur...@charter.net> wrote: > Sorry I sent a description of the function I was trying to minimize but I > must not have sent it to this group (and you). Hopefully with this clearer > description of my problem you might have some suggestions. > > It is basically a warehouse placement problem. You have a warehouse that has > many items each placed in a certain bin (the "real" warehouse has about > 20,000 of these bins, hence the large number of variables that I want to > input to optimize). Now assume that an order comes in for three items A, B, > and C. In the worst case A will be on one end of the warehouse, B in the > middle and C on the other end of the warehouse. The "work" involved in > getting these items to fulfill this order is roughly proportional to the > distance from A to B plus the distance from B to C (assuming the absolute > positions are sorted). So the cost for fulfilling this order is this > distance. In the ideal world A, B, and C would be right next to each other > and the cost/distance would be minimized. So the function I want to minimize > would be placing these 20,000 items in such a way so that the minimum "work" > is involved in fulfilling the orders for the past month or two. Clearer? > > I can see that I may need to cut back on the variables 20,000 is probably too > many. Maybe I can take the top 1,000 or so. I just am not sure of the > packages available what to reasonably expect. I would like this optimization > to complete in a reasonable amount of time (less than a few days). I have > heard that SANN is slower than other optimization methods but it does have > the feature of supplying a "gradient" as you pointed out. Are there other > packages out there that might be better suited to such a large scale > optimizaiton?
>From the description of your problem and as far as I understand it, it seems that the problem is linear. Integer programming is typically slow when the number of variables is high, and I do not know any large-scale integer program solver. However, you may try continuous linear programming (which is generally fast) to solve your integer programming problem as a continuous linear program, rounding the optimal solution at the end. Of course, with this technique there is no guarantee of obtaining an optimal solution, but you may get a solution close to the optimal one. Paul ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
