Re: gnumeric's solver and parallel computing
- From: Morten Welinder <mortenw gnome org>
- To: Frédéric Parrenin <parrenin ujf-grenoble fr>
- Cc: gnumeric-list gnome org
- Subject: Re: gnumeric's solver and parallel computing
- Date: Mon, 4 Feb 2013 11:24:00 -0500
Ouch. 600 is well outside the design range.
You might have to play with neutering parts of the non-linear
solver. For example, basically turning off the newton steps
because computing the Hessian means something like
2*600*600 recalculations of your target cell.
Also, the polishing steps are probably a waste of time for you.
See also http://www.solver.com/hard-models -- that is written
about a different solver but the basic points apply here too.
Notably
If the problem is convex, you can have very high confidence
that the solutions obtained are globally optimal. If the problem
is non-convex, you can have reasonable confidence that the
solutions obtained are locally optimal, but not necessarily
globally optimal.
M.
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