Dear Arne,
Dear R-SIGs,
Thanks a lot for your suggestion.
I replaced "linprog" by "lpSolve".
The calculation time for my simplex problem
went down from 180 to 54 seconds :-)
54 seconds is still rel. long
for the surfers to wait for the server to respond.
Isn't there a faster way to calculate my simplex ?
I ported my simplex problem to windows and
calculated it with "whatsbest" from "LINDO SYSTEMS INC":
http://www.lindo.com/index.php?option=com_content&view=article&id=3&Itemid=11
Here it takes 1 second.
So there must be a faster way for calculating my problem.
Does anybody have any idea ?
Is the calculation time from "lpSolve"
depending on the OS (Linux or Windows) ?
Are there maybe any "preprocessors" out there,
which have a look to the simplex problem and
simplify it anyhow before running the simpex algo ?
Thanks and all the best,
Uwe
Am 08.06.2015 um 10:39 schrieb Arne Henningsen:
Dear Uwe
I suggest to use "lpSolve" or "lpSolveAPI."
/Arne
On 8 June 2015 at 10:18, <[email protected]> wrote:
Dear R-SIGs,
I would like to solve a simplex problem on a web server on the fly.
The simplex algorithm should be fast,
because the surfers are waiting.
I'm using linprog package right now.
It works well, but it takes ca. 4 minutes.
Does anybody know a very fast simplex algorithm package ?
It should understand constraints including '=', '>=' and '<='.
It should run natively under one of these Linux versions:
Cent OS 7.1
Cent OS 6.6
Debian 8
Debian 7
Ubuntu 15.04
Ubuntu 14.10
Ubuntu 14.04
Fedora 21
openSUSE 13.1
openSUSE 11.4
Thanks and all the best,
Uwe
_______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should
go.