I have a very large mixed integer problem to solve.   COIN‘s solver accessed through Rsymphony did a decent job, but had trouble finding feasible solutions.  I had been told that the IBM cplex  solver was the best on the market for mixed integer programming. Installing cplex is a relatively ... [Read more...]

Jason Holderieath January 4, 2017 I had a very large (70,000+ columns) problem that I needed to reduce. A function took two matrices and transformed them into a single vector the length as the two inputs. I needed to reduce the inputs and then map the output back to the original position of ... [Read more...]