[GSoC-PortA] Mean-mETL objective?

[Doug Martin]

Will need to do an in-depth comparison of Rglpk versus Symphony LP (withMIP)
solvers.

I think you mentioned a project for evaluating the various solvers against
commonly used benchmark problems? What is the status and timing of that?

Doug



-----Original Message-----
From: gsoc-porta-bounces at lists.r-forge.r-project.org
[mailto:gsoc-porta-bounces at lists.r-forge.r-project.org] On Behalf Of Brian
G. Peterson
Sent: Sunday, October 06, 2013 8:19 AM
To: gsoc-porta at r-forge.wu-wien.ac.at
Subject: Re: [GSoC-PortA] Mean-mETL objective?

On 10/06/2013 10:00 AM, Doug Martin wrote:
> P.S. Chapter 4 in the 2nd edition on mean-ETL optimization via LP with
> Rglpk, with some nice examples (will send when available).   I will also
use
> this for the MIP examples in an advanced constraints chapter (since we 
> don't have a QP solver available with MIP capability, unless I can 
> find time to do a chapter using CPLEX via PortfolioAnalytics via ROI).

there is also a ROI front end to the MILP Symphony solver.

I'm not sure iof the Symphony solver includes QP constraints.

--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock
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