On 04/28/2013 11:14 PM, Thorsten Schaefer wrote: > Hello, > > I just started using common math and have a performance issue with the > optimization algorithm, hoping to be able to speed it up in some way, even if > this reduces the accuracy of the results. > > My problem is as follows: > There are n resources and m actions that can be performed for each resource. > Each combination of action/resource has a specific payoff, which I want to > maximize. I linearized the data into rows of size (n*m). An index i has the > semantics of resource=n/i and action=n%i. Each entry in a row must be > non-negative, so I added a the respective constraint to the Optimization > data. Furthermore, the sum of all actions for any resource needs to be 1, > which are n additional constraints I have. Also, any type of action needs to > be performed with a relative frequency of x% (additional constraint). And > finally there are constraints for the limited number of resources. > I used the SimplexSolver and can find a working solution within about half a > second (the size of the problem n*m is somewhere about 2500). The problem is, > that I need to perform the calculation very frequently and its currently too > slow. I wonder if there is a way to restrict the number of iterations for > example or tell the solver to return a solution even if there might be way > better after a certain number of iterations? I tried the MaxIter constraint, > which leads only to a TooManyIterations exception without being able to > retrieve the result found so far. I also tried to initialize the solver with > different epsilon values, but either it took the same amount of iterations > (and time) or it finished with a NoFeasableSolutionException. > So my question is if there is a way to get non-optimal solutions, but those > quicker? > If it would speed up the solution finding process, I could live with a > solution where we restrict the possible results to booleans, i.e., an action > for any resource is either performed never or always.
Hi Thorsten, at the moment there is no way to get the best solution so far, if the maximum number of iterations has been reached. We could add a feature like this (as already several other people have requested it). Could you also attach your example somewhere, so I can take a look at it and maybe provide some more optimization tips? Thanks, Thomas --------------------------------------------------------------------- To unsubscribe, e-mail: [email protected] For additional commands, e-mail: [email protected]
