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List:       sas-l
Subject:    Re: optimalisation procedure in record linkage project?
From:       "David L. Cassell" <cassell.david () EPAMAIL ! EPA ! GOV>
Date:       2003-08-29 17:21:23
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Hans Reitsma <j.reitsma@AMC.UVA.NL> wrote [in part]:
> However, more complex situations occur (see also example
> data). In these situations., I want to obtain the solution
> that maximises the total sum of weights of all the pairs
> that belong to that solution. This means that not
> automatically the link with the highest weight wins.

So you're asking for a global optimization procedure.  If you
have SAS/OR, there are a couple procs that can do this.  PROC
ASSIGN (the first one in the docs) will handle this directly.

But if you don't have SAS/OR, then you have a fairly complex
optimization process to carry out by hand.  You would need to
write DATA step code which would mimic something like the
'out-of-kilter' algorithm to get a loop which would converge to
a feasible solution.  Since your weights are all positive integers,
this would work pretty well: the out-of-kilter algorithm converges
quite rapidly for integer 'costs' (and gets icky for non-integer
costs).

HTH,
David
--
David Cassell, CSC
Cassell.David@epa.gov
Senior computing specialist
mathematical statistician

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