Algorithm Design & Implementation

Closed Posted Jan 22, 2008 Paid on delivery
Closed Paid on delivery

[Do NOT respond to this bid if you think this is can be trivially solved as a vector dot product]

Design and implement an algorithm using linear multiobjective programming that solves the following problem:

1. There are N items whose ordering is given by the ordinal weights vector (OWV). For example, if there are 4 items, the OWV [1 4 2 3] gives their ordering.

2. A regime vector (RV) is an ordered set of N numbers from the set {-1, 0, 1}. For example, [+1 -1 -1 +1] is a RV of size 4.

3. Each OWV can have multiple cardinal weights vector (CWV) corresponding to the same ordering. For example, if OWV is [1 2 3 4] then [0.40 0.35 0.20 0.05], [0.45 0.30 0.15 0.10], etc.. can be the corresponding CWV. It is to be noted that the sum of numbers in CWV must be equal to 1. Formally, CWV (cardinal weights vector) is a set of N numbers when they add up to 1 and they are ordered in the ordering specified in OWV.

4. The 'score' of a RV for the given OWV is equal to the probability that RV x CWV > 0. For example: OWV = [1 2 3 4] and RV = [+1 -1 -1 +1]. If CWV = [0.40 0.35 0.20 0.05], then RV x CWV < 0. But if CWV = [0.45 0.30 0.15 0.10], then RV x CWV > 0. For the given OWV, the probability that RV x CWV > 0 (over continuous values of CWV) gives the 'score' of RV.

Write a computer program that takes the OWV and a RV and outputs the score of that RV using linear multiobjective programming which gives accurate results and performs well. The solution should NOT be based on brute force or approximation heuristics (such as Monte carlo method).

In your bid response, please provide some description demonstrating that you understand the problem and understand how to solve it using multiobjective programming. Again, please do not propose an approximate solution.

For more background, please review the attached article. See also

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for a relevant discussion of linear multiobjective programming

An html version of this problem (with any updates) can be found at

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The program can be written in any programming language (C, C++, Java, Python et al.) BUT because its production version will be implemented as part of a larger JavaScript project, it canNOT be written in Matlab or otherwise rely upon sophisticated math libraries.

Delivery timeframe & compensation are negotiable

C Programming Engineering Java JavaScript Python

Project ID: #216405

About the project

10 proposals Remote project Active Feb 28, 2008

10 freelancers are bidding on average $395 for this job

pgcoding

please check pmb.

$800 USD in 25 days
(16 Reviews)
6.6
Hun1Ahpu

can do this. check pm please.

$300 USD in 4 days
(25 Reviews)
6.2
jackwakson

Dear sir, I can do that project with you. With high quality and good optimization.

$600 USD in 10 days
(0 Reviews)
0.0
mohammedreda

i have read your requirements and i am sure i can do this project for you i have experience in this kind of projects

$300 USD in 3 days
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0.0
gomaa2008

I can do it. I have an excellent kwnoledge in this field.

$300 USD in 7 days
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techstorm

i have read your requirements and i am sure i can do this project for you i have experience in this kind of projects

$300 USD in 10 days
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narinderji

sure dear i will do this 4 u.......

$300 USD in 15 days
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Fractal

I'm a Math Guru. Please check my PM. Thanks for considering my offer.

$300 USD in 7 days
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rajaneeshm

i am very intersting with these type of tasks.

$300 USD in 7 days
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0.0