Changes in optimization performance of gcc over time

September 16, 2012 | Derek-Jones

The SPEC benchmarks came out a year after the first release of gcc (in fact gcc was and still is one of the programs included in the benchmark). Compiling the SPEC programs using the gcc option -O2 (sometimes -O3) has always been the way to measure gcc performance, but after 25 ... [Read more...]

Another comparison of heuristic optimizers

August 20, 2012 | Pat

A herd of heuristic algorithms is compared using a portfolio optimization. Previously “A comparison of some heuristic optimization methods” used two simple and tiny portfolio optimization problems to compare a number of optimization functions in the R language. This post expands upon that by using a portfolio optimization problem that ... [Read more...]

Genetic algorithms: a simple R example

August 1, 2012 | Bart

Genetic algorithm is a search heuristic. GAs can generate a vast number of possible model solutions and use these to evolve towards an approximation of the best solution of the model. Hereby it mimics evolution in nature. GA generates a population, the individuals in this population (often called chromosomes) have  ... [Read more...]

A comparison of some heuristic optimization methods

July 23, 2012 | Pat

A simple portfolio optimization problem is used to look at several R functions that use randomness in various ways to do optimization. Orientation Some optimization problems are really hard. In these cases sometimes the best approach is to use randomness to get an approximate answer. Once you decide to go ... [Read more...]

Linear programming in R: an lpSolveAPI example

July 14, 2012 | Bart

First of all, a shout out to R-bloggers for adding my feed to their website! Linear programming is a valuable instrument when it comes to decision making. This post shows how R in conjunction with the lpSolveAPI package, can be used to build a linear programming model and to analyse  ... [Read more...]

Using discrete-event simulation to simulate hospital processes

July 12, 2012 | Bart

Discrete-event simulation is a very useful tool when it comes to simulating alternative scenario’s for current of future business operations. Let’s take the following case; Patients of an outpatient diabetes clinic are complaining about long waiting times, this seems to have an adverse effect on patient satisfaction and ... [Read more...]

Simple and heuristic optimization

June 29, 2012 | arthur charpentier

This week, at the Rmetrics conference, there has been an interesting discussion about heuristic optimization. The starting point was simple: in complex optimization problems (here we mean with a lot of local maxima, for instance), we do not ne... [Read more...]

The top 7 portfolio optimization problems

January 5, 2012 | Pat

Stumbling blocks on the trek from theory to practical optimization in fund management. Problem 1: portfolio optimization is too hard If you are using a spreadsheet, then this is indeed a problem. Spreadsheets are dangerous when given a complex task.  Portfolio optimization qualifies as complex in this context (complex in data ...
[Read more...]

Regression via Gradient Descent in R

November 27, 2011 | Matt Bogard

In a previous post I derived the least squares estimators using basic calculus, algebra, and arithmetic, and also showed how the same results can be achieved using the canned functions in SAS and R or via the matrix programming capabilities offered by ...
[Read more...]

Gradient Descent in R

November 27, 2011 | Matt Bogard

In a previous post I discussed the concept of gradient descent.  Given some recent work in the online machine learning course offered at Stanford,  I'm going to extend that discussion with an actual example using R-code  (the actual code...
[Read more...]

Single variable optimization

January 1, 2011 | R on Guangchuang Yu

Optimization means to seek minima or maxima of a funtion within a given defined domain. If a function reach its maxima or minima, the derivative at that point is approaching to 0. If we apply Newton-Raphson method for root finding to f’, we can get the optimizing f. Read More: 223 Words ... [Read more...]

Compcache on Ubuntu on Amazon EC2

May 4, 2010 | heuristicandrew

The following fully-automatic Bash script downloads, compiles, and initializes compcache version 0.6.2 on Ubuntu Karmic Koala (9.10). This script creates two swaps with a maximum of 4GB uncompressed size each. Two swaps are used to take advantage of 2 CPUs (or CPU cores in a multicore CPU). Compcache is a fascinating memory compression ... [Read more...]

Plotting PDQ Output with R

February 27, 2009 | Neil Gunther

One the nice things about PDQ-R (coming in release 5.0) is the ability to plot PDQ output directly in R. Here's a PDQ-R script, together with the corresponding graphical output, that I knocked up to show the effect on the throughput curve of adding mor...
[Read more...]

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