On 04/30/2013 07:43 AM, Thomas Neidhart wrote: > 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).
btw. I have created an issue for this: https://issues.apache.org/jira/browse/MATH-970 Thomas --------------------------------------------------------------------- To unsubscribe, e-mail: [email protected] For additional commands, e-mail: [email protected]
