Linear Programming in Math Commons and Happy New Year

classic Classic list List threaded Threaded
6 messages Options
Reply | Threaded
Open this post in threaded view
|

Linear Programming in Math Commons and Happy New Year

Bill Igoe
Hi Gang,

I noted a recent exchange on OLS regarding Math Commons.  Thus far I find
the Math Commons working flawlessly.  I am also working on a project for
pure real time financial optimization using the Linear Programming
algorithm of Math commons.  I designed my code to flip between the QSOPT
package and the Math common LP algo to check the robustness and consistency
of  results.   I get exactly same answers in both and that LP is using over
2000 variables and 3000 constraints!

Keep up the good work and I am looking forward to the 'split' between
Commons Math and Statistics.


Cheers to you all and have a great 2018

Bill Igoe
Reply | Threaded
Open this post in threaded view
|

Re: Linear Programming in Math Commons and Happy New Year

Rob Tompkins


> On Jan 1, 2018, at 7:08 PM, Bill Igoe <[hidden email]> wrote:
>
> Hi Gang,
>
> I noted a recent exchange on OLS regarding Math Commons.  Thus far I find
> the Math Commons working flawlessly.  I am also working on a project for
> pure real time financial optimization using the Linear Programming
> algorithm of Math commons.  I designed my code to flip between the QSOPT
> package and the Math common LP algo to check the robustness and consistency
> of  results.   I get exactly same answers in both and that LP is using over
> 2000 variables and 3000 constraints!

Many thanks for the encouragement.

All - any thoughts on trying to do a release on [math] is the 3.X branch stable? Are there any small bug fixes we can do to make small incremental changes and release those?

-Rob

>
> Keep up the good work and I am looking forward to the 'split' between
> Commons Math and Statistics.
>
>
> Cheers to you all and have a great 2018
>
> Bill Igoe

---------------------------------------------------------------------
To unsubscribe, e-mail: [hidden email]
For additional commands, e-mail: [hidden email]

Reply | Threaded
Open this post in threaded view
|

[Math] Not releasing 3.X (Was: Linear Programming in Math [...])

Gilles Sadowski
Hello.

On Mon, 1 Jan 2018 19:27:00 -0500, Rob Tompkins wrote:

>> On Jan 1, 2018, at 7:08 PM, Bill Igoe <[hidden email]> wrote:
>>
>> Hi Gang,
>>
>> I noted a recent exchange on OLS regarding Math Commons.  Thus far I
>> find
>> the Math Commons working flawlessly.  I am also working on a project
>> for
>> pure real time financial optimization using the Linear Programming
>> algorithm of Math commons.  I designed my code to flip between the
>> QSOPT
>> package and the Math common LP algo to check the robustness and
>> consistency
>> of  results.   I get exactly same answers in both and that LP is
>> using over
>> 2000 variables and 3000 constraints!
>
> Many thanks for the encouragement.
>
> All - any thoughts on trying to do a release on [math] is the 3.X
> branch stable?

This branch is unsupported; making a new release based on it will
send the wrong signal and is likely to generate bug reports already
filed on "master" (with "Fix version" set to 4.0), and sometimes
fixed there (or in "RNG" or in "Numbers").

You'd basically scratch almost 3 years of continuous work:
---CUT---
commit e4e1ac23c734f65686be4bc0e503f82f941afd4d
Author: Thomas Neidhart <[hidden email]>
Date:   Mon Feb 16 23:37:23 2015 +0100

     Update for next development iteration: commons-math4
---CUT---

> Are there any small bug fixes we can do to make small
> incremental changes and release those?

Any time spent on back-porting fixes from "master" will be better
used for advancing towards the release of "Commons Numbers", and
other components with supported (reviewed and fixed) codes,
according to the "plan" (cf. ML archive for details).
Help welcome.

>
> -Rob
>
>>
>> Keep up the good work and I am looking forward to the 'split'
>> between
>> Commons Math and Statistics.

As outlined in another thread, high-level functionalities with
positive feedback, like the one referred to here, can be ported
to a new component, with low-level supporting codes (but possibly
buggy) being hidden in "internal" packages until they are ported
(or released) themselves.
Comments, and help with experimenting, on this approach welcome.
E.g. the contents of "o.a.c.m.stat.regression" would become a
module of "Commons Stat".

>>
>> Cheers to you all and have a great 2018

Thanks and best regards,
Gilles

>>
>> Bill Igoe


---------------------------------------------------------------------
To unsubscribe, e-mail: [hidden email]
For additional commands, e-mail: [hidden email]

Reply | Threaded
Open this post in threaded view
|

Re: [Math] Not releasing 3.X (Was: Linear Programming in Math [...])

Eric Barnhill
I would be happy to help create Commons-Stat as I use those functions all
the time.

Eric
Reply | Threaded
Open this post in threaded view
|

Re: [Math] Not releasing 3.X (Was: Linear Programming in Math [...])

Rob Tompkins
In reply to this post by Gilles Sadowski
Ok. Was just trying to make a suggestion to think about shooting for incremental changes specifically with [math] to go along with all of the good work with the other mathematical projects.

-Rob

> On Jan 2, 2018, at 5:43 AM, Gilles <[hidden email]> wrote:
>
> Hello.
>
> On Mon, 1 Jan 2018 19:27:00 -0500, Rob Tompkins wrote:
>>> On Jan 1, 2018, at 7:08 PM, Bill Igoe <[hidden email]> wrote:
>>>
>>> Hi Gang,
>>>
>>> I noted a recent exchange on OLS regarding Math Commons.  Thus far I find
>>> the Math Commons working flawlessly.  I am also working on a project for
>>> pure real time financial optimization using the Linear Programming
>>> algorithm of Math commons.  I designed my code to flip between the QSOPT
>>> package and the Math common LP algo to check the robustness and consistency
>>> of  results.   I get exactly same answers in both and that LP is using over
>>> 2000 variables and 3000 constraints!
>>
>> Many thanks for the encouragement.
>>
>> All - any thoughts on trying to do a release on [math] is the 3.X
>> branch stable?
>
> This branch is unsupported; making a new release based on it will
> send the wrong signal and is likely to generate bug reports already
> filed on "master" (with "Fix version" set to 4.0), and sometimes
> fixed there (or in "RNG" or in "Numbers").
>
> You'd basically scratch almost 3 years of continuous work:
> ---CUT---
> commit e4e1ac23c734f65686be4bc0e503f82f941afd4d
> Author: Thomas Neidhart <[hidden email]>
> Date:   Mon Feb 16 23:37:23 2015 +0100
>
>    Update for next development iteration: commons-math4
> ---CUT---
>
>> Are there any small bug fixes we can do to make small
>> incremental changes and release those?
>
> Any time spent on back-porting fixes from "master" will be better
> used for advancing towards the release of "Commons Numbers", and
> other components with supported (reviewed and fixed) codes,
> according to the "plan" (cf. ML archive for details).
> Help welcome.
>
>>
>> -Rob
>>
>>>
>>> Keep up the good work and I am looking forward to the 'split' between
>>> Commons Math and Statistics.
>
> As outlined in another thread, high-level functionalities with
> positive feedback, like the one referred to here, can be ported
> to a new component, with low-level supporting codes (but possibly
> buggy) being hidden in "internal" packages until they are ported
> (or released) themselves.
> Comments, and help with experimenting, on this approach welcome.
> E.g. the contents of "o.a.c.m.stat.regression" would become a
> module of "Commons Stat".
>
>>>
>>> Cheers to you all and have a great 2018
>
> Thanks and best regards,
> Gilles
>
>>>
>>> Bill Igoe
>
>
> ---------------------------------------------------------------------
> To unsubscribe, e-mail: [hidden email]
> For additional commands, e-mail: [hidden email]
>


---------------------------------------------------------------------
To unsubscribe, e-mail: [hidden email]
For additional commands, e-mail: [hidden email]

Reply | Threaded
Open this post in threaded view
|

Re: [Math] Not releasing 3.X (Was: Linear Programming in Math [...])

Bill Igoe
Sure,

Would love to incorporate additional statistical routines, time series
analysis and the like.  The underlying code is very stable and adding more
routines would aid in robustness and versatility.

I find myself writing my own. For instance ARIMA is simply a variation of
your MultivariateFunction optimizers.

Bill

On Tue, Jan 2, 2018 at 7:45 AM, Rob Tompkins <[hidden email]> wrote:

> Ok. Was just trying to make a suggestion to think about shooting for
> incremental changes specifically with [math] to go along with all of the
> good work with the other mathematical projects.
>
> -Rob
>
> > On Jan 2, 2018, at 5:43 AM, Gilles <[hidden email]> wrote:
> >
> > Hello.
> >
> > On Mon, 1 Jan 2018 19:27:00 -0500, Rob Tompkins wrote:
> >>> On Jan 1, 2018, at 7:08 PM, Bill Igoe <[hidden email]> wrote:
> >>>
> >>> Hi Gang,
> >>>
> >>> I noted a recent exchange on OLS regarding Math Commons.  Thus far I
> find
> >>> the Math Commons working flawlessly.  I am also working on a project
> for
> >>> pure real time financial optimization using the Linear Programming
> >>> algorithm of Math commons.  I designed my code to flip between the
> QSOPT
> >>> package and the Math common LP algo to check the robustness and
> consistency
> >>> of  results.   I get exactly same answers in both and that LP is using
> over
> >>> 2000 variables and 3000 constraints!
> >>
> >> Many thanks for the encouragement.
> >>
> >> All - any thoughts on trying to do a release on [math] is the 3.X
> >> branch stable?
> >
> > This branch is unsupported; making a new release based on it will
> > send the wrong signal and is likely to generate bug reports already
> > filed on "master" (with "Fix version" set to 4.0), and sometimes
> > fixed there (or in "RNG" or in "Numbers").
> >
> > You'd basically scratch almost 3 years of continuous work:
> > ---CUT---
> > commit e4e1ac23c734f65686be4bc0e503f82f941afd4d
> > Author: Thomas Neidhart <[hidden email]>
> > Date:   Mon Feb 16 23:37:23 2015 +0100
> >
> >    Update for next development iteration: commons-math4
> > ---CUT---
> >
> >> Are there any small bug fixes we can do to make small
> >> incremental changes and release those?
> >
> > Any time spent on back-porting fixes from "master" will be better
> > used for advancing towards the release of "Commons Numbers", and
> > other components with supported (reviewed and fixed) codes,
> > according to the "plan" (cf. ML archive for details).
> > Help welcome.
> >
> >>
> >> -Rob
> >>
> >>>
> >>> Keep up the good work and I am looking forward to the 'split' between
> >>> Commons Math and Statistics.
> >
> > As outlined in another thread, high-level functionalities with
> > positive feedback, like the one referred to here, can be ported
> > to a new component, with low-level supporting codes (but possibly
> > buggy) being hidden in "internal" packages until they are ported
> > (or released) themselves.
> > Comments, and help with experimenting, on this approach welcome.
> > E.g. the contents of "o.a.c.m.stat.regression" would become a
> > module of "Commons Stat".
> >
> >>>
> >>> Cheers to you all and have a great 2018
> >
> > Thanks and best regards,
> > Gilles
> >
> >>>
> >>> Bill Igoe
> >
> >
> > ---------------------------------------------------------------------
> > To unsubscribe, e-mail: [hidden email]
> > For additional commands, e-mail: [hidden email]
> >
>
>
> ---------------------------------------------------------------------
> To unsubscribe, e-mail: [hidden email]
> For additional commands, e-mail: [hidden email]
>
>