I am looking for a package that be strong for solving large scale optimization problem via heuristic method.
For global optimizations, I use GAMS/CPlex and for heuristic methods I used MATLAB optimization toolbox but it is very slow
any idea?
I am looking for a package that be strong for solving large scale optimization problem via heuristic method.
For global optimizations, I use GAMS/CPlex and for heuristic methods I used MATLAB optimization toolbox but it is very slow
any idea?
Take a look at Drools Planner (open source, java). It supports many construction heuristics and metaheuristics. It has been successfully applied on very large datasets (50 000
variables, 10 000
values per variable, search space of 10 000 ^ 50 000
).