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Re: [Help-glpk] Random Number seeds
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From: |
Jeffrey Kantor |
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Subject: |
Re: [Help-glpk] Random Number seeds |
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Date: |
Tue, 8 Dec 2009 15:51:25 -0500 |
This is very interesting. The use case I had in mind would be to prepare a model, then to have a shell script or something exercise that model repeatedly using
random seeds in order to gather performance statistics. That was why I thought
Andrew's idea of putting the seed in the command line made sense.
I'd be very glad to be able to put solve inside a 'for' statement inside the model,
but that doesn't seem to be in the cards.
Perhaps we need both, a command line *and* a seed function within the language.
Jeff
On Tue, Dec 8, 2009 at 1:43 PM, Meketon, Marc
<address@hidden> wrote:
Ideally you would have the ability to have separate random number
streams, and the ability to set the seeds for these streams in the data
section.
For example, one stream would be for "demand" data, the other stream for
"supply" data.
Having different streams will easily allow the use of "common random
variates" to see the differences between, say, changing the supply but
holding the demand steady. Common random variates reduce the variance
of the difference between means in the experiments.
Among the benefits of allowing the data set to set the random number
generator is that it provides the ability to document the experiment
better. All is needed is to use a display or print statement in the
GMPL code to show which seed(s) were used.
If the seed is placed in the command line instead, then the user that
runs the experiments would need to keep track of one more item - what
command line was used - when trying to ensure repeatability. Placing
the seed within the GMPL code -- especially as a parameter in the data
-- will make it easier to track the experiment.
-Marc
Subject: Re: [Help-glpk] Random Number seeds
> It would be nice to have a seed function :=)
I think it would be better to have a seed parameter passed to the
translator rather than the seed statement built into the language.
On the command-line level this could look like 'glpsol --seed 314159'.
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