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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> TIP 6: explain analyze is your friend
--
Daryl Richter
Director of Technology
(( Brandywine Asset Management ) ( "Expanding the Science of Global Investing" ) (
http://www.brandywine.com ))