Antonello Lobianco a écrit :
Hello, I have a problem of 1-to-1 match between elements of a first set with those of a second set according with the minimisation of a "distance" between the various elements..

I have try a simple trial matrix in Excel and it works (attached image), but
the real problem has 375 elements in each set resulting in a matrix with 375*375 decision variables and 375*2 bounds (all continuous).

Can glpk handle such problem on a good pc??

Cheers,
    Antonello Lobianco

Sure, it can. But there is at least one much more efficient method than mixed-integer programming, known as the "Hungarian method" :

http://www.ee.oulu.fi/~mpa/matreng/ematr1_2.htm

I guess it should be possible to program it directly in an Excel macro.


--
François Galea
Equipe OPALE - Laboratoire PRiSM
Université de Versailles-Saint Quentin en Yvelines
45 av Etats-Unis F-78035 Versailles CEDEX
Tél. : +33 1 39 25 40 50



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