Looking for a fast convergence methodology
there is very small amount of literature on this subject. have a look here: http://www.coin-or.org/projects/ or here: http://en.wikipedia.org/wiki/Optimization_(mathematics) -Whit
On Tue, Mar 23, 2010 at 1:09 PM, Jorge Nieves <jorge.nieves at moorecap.com> wrote:
Hi all, First I would like to apologize if my question seems to be out of the scope of this list. It is part of a Finacial model that I am working on. I have a model in a ?functional format: Result ?= mymodel(x,y) I would like to run the model for a range of values for both variables "x" and "y". The number of possible combination of x and y spans several thousand possible scenarios. My goal is to find the best possible outcome out of all the different possibilities. I am able to setup ?and run this exhaustively, ?but it takes too long to cover the possibilities. I even have a parallel process set up, but it still takes too long. I know my description might be ?a bit too general, but I was wondering if anyone might have suggestions as what approaches I could experiment. I am looking ?for some technique that might help to find fast convergence without the need to having to exhaust each of the possibilities. Thanks, Jorge Nieves ? ? ? ?[[alternative HTML version deleted]]
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