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Currently, the linear programming problem is the bottleneck of the willow tree algorithm, since the additional constraint on probabilities, i.e. return no p such that p < 0 or p > 1, make it considerably sluggish for ~n >= 20.
Python's multiprocessing module should allow to terminate any linear programming problem if it takes too long, to continue with the next one, and to replace the wrong transition matrix with an interpolated version, if possible.
The text was updated successfully, but these errors were encountered:
Currently, the linear programming problem is the bottleneck of the willow tree algorithm, since the additional constraint on probabilities, i.e. return no p such that p < 0 or p > 1, make it considerably sluggish for ~n >= 20.
Python's multiprocessing module should allow to terminate any linear programming problem if it takes too long, to continue with the next one, and to replace the wrong transition matrix with an interpolated version, if possible.
The text was updated successfully, but these errors were encountered: