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From Bill Igoe <billi...@gmail.com>
Subject Linear Programming in Math Commons and Happy New Year
Date Tue, 02 Jan 2018 00:08:20 GMT
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

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