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
erwin@amsterdamoptimization.com
http://amsterdamoptimization.com
----------------------------------------------------------------


On Wed, Nov 18, 2009 at 9:49 AM, Ravi Varadhan <RVaradhan@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: rvaradhan@jhmi.edu
>
> Webpage:
>
> http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h
> tml
>
>
>
>
> ----------------------------------------------------------------------------
> --------
>
>
> -----Original Message-----
> From: r-help-bounces@r-project.org [mailto:r-help-bounces@r-project.org]
> On
> Behalf Of Ravi Varadhan
> Sent: Wednesday, November 18, 2009 9:39 AM
> To: 'Erwin Kalvelagen'; r-help@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: rvaradhan@jhmi.edu
>
> Webpage:
>
> http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h
> tml
>
>
>
>
> ----------------------------------------------------------------------------
> --------
>
>
> -----Original Message-----
> From: r-help-bounces@r-project.org [mailto:r-help-bounces@r-project.org]
> On
> Behalf Of Erwin Kalvelagen
> Sent: Wednesday, November 18, 2009 12:20 AM
> To: r-help@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
> erwin@amsterdamoptimization.com
> http://amsterdamoptimization.com
>
> ______________________________________________
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> 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
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> and provide commented, minimal, self-contained, reproducible code.
>
>

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