See also: http://yetanothermathprogrammingconsultant.blogspot.com/2009/11/assignment-problem.html <http://yetanothermathprogrammingconsultant.blogspot.com/2009/11/assignment-problem.html> ---------------------------------------------------------------- Erwin Kalvelagen Amsterdam Optimization Modeling Group er...@amsterdamoptimization.com http://amsterdamoptimization.com ----------------------------------------------------------------
On Wed, Nov 18, 2009 at 9:49 AM, Ravi Varadhan <rvarad...@jhmi.edu> wrote: > I just saw that Cplex is a commercial software from ILOG/IBM, and that > there > is an R interface, Rcplex, for it. While this is bad news, it is still > encouraging to know that the LSAP problem can be solved faster. I will > keep > looking for better/faster open source algorithms. > > Ravi. > > > ---------------------------------------------------------------------------- > ------- > > Ravi Varadhan, Ph.D. > > Assistant Professor, The Center on Aging and Health > > Division of Geriatric Medicine and Gerontology > > Johns Hopkins University > > Ph: (410) 502-2619 > > Fax: (410) 614-9625 > > Email: rvarad...@jhmi.edu > > Webpage: > > http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h > tml > > > > > ---------------------------------------------------------------------------- > -------- > > > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] > On > Behalf Of Ravi Varadhan > Sent: Wednesday, November 18, 2009 9:39 AM > To: 'Erwin Kalvelagen'; r-h...@stat.math.ethz.ch > Subject: Re: [R] A combinatorial optimization problem: finding the best > permutation of a complex vector > > Hi Erwin, > > Thank you for the information about Cplex. It seems quite impressive. Is > it a proprietary software? I saw that there is a Matlab interface to it. > Is there an R interface? > > > Thanks, > Ravi. > > > ---------------------------------------------------------------------------- > ------- > > Ravi Varadhan, Ph.D. > > Assistant Professor, The Center on Aging and Health > > Division of Geriatric Medicine and Gerontology > > Johns Hopkins University > > Ph: (410) 502-2619 > > Fax: (410) 614-9625 > > Email: rvarad...@jhmi.edu > > Webpage: > > http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h > tml > > > > > ---------------------------------------------------------------------------- > -------- > > > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] > On > Behalf Of Erwin Kalvelagen > Sent: Wednesday, November 18, 2009 12:20 AM > To: r-h...@stat.math.ethz.ch > Subject: Re: [R] A combinatorial optimization problem: finding the best > permutation of a complex vector > > Ravi Varadhan <rvaradhan <at> jhmi.edu> writes: > > > > > > When I increased N = 1000, the time was about 1400 seconds! > > > > Not sure of this is important for you: This can be solved much faster. A > good > solver can solve the n=1000 problem in less than 2 seconds. The Cplex > network > code shows: > > Network - Optimal: Objective = 1.6173194067e+003 > Network time = 1.58 sec. Iterations = 209126 (102313) > > Even solved as an LP this takes about 150 seconds. > > (The solutions are the same as reported by solve_LSAP). > > > ---------------------------------------------------------------- > Erwin Kalvelagen > Amsterdam Optimization Modeling Group > er...@amsterdamoptimization.com > http://amsterdamoptimization.com > > ______________________________________________ > 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. > > ______________________________________________ > 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. > > [[alternative HTML version deleted]] ______________________________________________ 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.
