[R] A combinatorial optimization problem: finding the best permutation of a complex vector

[Erwin Kalvelagen]

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).


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Erwin Kalvelagen
Amsterdam Optimization Modeling Group
erwin at amsterdamoptimization.com
http://amsterdamoptimization.com