Constrined dependent optimization.

Just in case you are still interested in theoretical aspects:

In combinatorial optimization, the problem you describe is known as the
Quadratic (Sum) Assignment Problem (QAP or QSAP) and is well known to
arise in facility and warehouse layouts. The task itself is considered
hard, comparable to the Traveling Salesman Problem (TSP).

I would clearly advise to turn to some specialized commercial software
for solving it, otherwise you will very likely get stuck in suboptimal
solutions miles away from the true optimum. And for a real commercial
situation this may be disastrous.

Regards,  Hans Werner

P.S.:   See for instance Cela: The Quadratic Assignment Problem. Theory
and Algorithms, Springer, 2000.  (Partly available at books.google.com)

I have decided to use this SANN approach to my problem but to keep the run
time reasonable instead of 20,000 variables I will randomly sample this
space to get the number of variables under 100. But I want to do this a
number of times. Is there someone who could help me set up WINBUGS to
repeat this optimization N times each time randomly picking 100 of the
possible 20,000.

Comments?

Kevin

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