[Arnab mukherji] >A concern that has been cited that may discourage R use for solving >dynamic programs is its memory handling abilities.
For a dynamic programming problem defined over N steps, one usually needs a N*N matrix, so problems should be tractable for N being "not too big". In those I studied, CPU time usually was the scarse resource. As extreme paths were known to be very unlikely, this (and memory as well) could be alleviated somehow by limiting the solution search into bands (more or less wide) following the diagonal of the solution matrix. I also had some success in splitting big problems into a sequence of smaller subproblems, and recursively: such approximations are likely not acceptable in the general case. I would guess that most dynamic programming problems have their own specific artifacts and speed-up techniques, a universal solution might be uneasy. Who knows (I'm not sure): R might well offer a powerful environment for building a dynamic programming framework. -- François Pinard http://pinard.progiciels-bpi.ca ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
