Frank Bax wrote:
At 09:00 AM 10/12/05, Daryl Richter wrote:
Richard Huxton wrote:
Frank Bax wrote:
[snip]
Richard, you've summed it up nicely.
Splitting locations into subsets (like 2,2,3) doesn't work because it is
possible that low values in one location can be offset by high values in
another location, and still result in an excellent combo.
The good news is these suggestions got me thinking outside the box. I
think I can program a modified brute-force that bypasses large numbers
of combos early. It might still be too large/slow, so I'd be interested
in finding more info about these "smarter algorithms" in option 2.
Where do I look?
If you're mathematically inclined, I would first look at using
Lagrangian Relexation, it may be appropriate for your problem:
http://www.2112fx.com/lagrange.html
Greg: my son's the gamer; I'm just trying to help him out.
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--
Daryl Richter
Director of Technology
(( Brandywine Asset Management )
( "Expanding the Science of Global Investing" )
( http://www.brandywine.com ))
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TIP 6: explain analyze is your friend
