Age matching optimization problem. Announcing the arrival of Valued Associate #679: Cesar...

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Age matching optimization problem.



Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern)Sort objects into groups based on group size preferenceNonlinear Optimization problemA weird optimization problemOptimization problemOptimization problemCould not solve following optimization problemTransforming nonlinear optimization problem into linear problemA strange optimization problemA nonlinear optimization problemOptimization problem with constraint is another optimization problem












1












$begingroup$


A common problem in clinical studies is how to choose age-, and usually also gender-, matched pairs from two groups such as case/control. (case=has disease, control=not have).



After searching the web a bit, it seems like many researchers do it sort of by hand. To me it seems like this might fall into some standard class of optimization problems. I also haven't found an algorithm that tackles it from that point of view. The objective function could be something like the root-mean-square age difference.



Suppose I have $N$ subjects in the case group and $M$ subjects in the control group, with $N>M$. (In my case, $N=85, M=49$). Without doing any kind of sorting or pre-selection, i.e. being completely naive, there are an enormous number of potential pairings. Here is my count (I hope I'm doing this right):



Take the $M$ controls and put them in an arbitrary order. The first of these can be associated with a random one of $N$ in the case group. The next, with $N-1$, and so on down the line. So the total number of pairings is:



$$N(N-1)(N-2)cdots(N-M+1) = frac{N!}{(N-M)!}$$



That's a huge number. But maybe smart math people have figured out a clever solution to this problem.



Is this the best forum for this question?










share|cite|improve this question









$endgroup$












  • $begingroup$
    You calculation is good. To me it seems like you answered your own question and also explained the methodology, so, I’m not sure if there is anything left to answer. Nevertheless you have an intro paragraph where you hint at some other question, besides the one on computing the number of ways to match. If there is something else you wanted it may be good to specify that.
    $endgroup$
    – Michael
    Mar 26 at 0:32












  • $begingroup$
    You can find a random match equally likely over all options in polynomial time using the method you specified. If you have weights for each match you cold consider “max weight match” algorithms.
    $endgroup$
    – Michael
    Mar 26 at 0:40










  • $begingroup$
    I think you overestimate my knowledge of optimization. I happen to know the meaning of an objective function and have done Metropolis-Hastings optimization in the context of a physical system. That's about it :-/
    $endgroup$
    – abalter
    Mar 26 at 15:13
















1












$begingroup$


A common problem in clinical studies is how to choose age-, and usually also gender-, matched pairs from two groups such as case/control. (case=has disease, control=not have).



After searching the web a bit, it seems like many researchers do it sort of by hand. To me it seems like this might fall into some standard class of optimization problems. I also haven't found an algorithm that tackles it from that point of view. The objective function could be something like the root-mean-square age difference.



Suppose I have $N$ subjects in the case group and $M$ subjects in the control group, with $N>M$. (In my case, $N=85, M=49$). Without doing any kind of sorting or pre-selection, i.e. being completely naive, there are an enormous number of potential pairings. Here is my count (I hope I'm doing this right):



Take the $M$ controls and put them in an arbitrary order. The first of these can be associated with a random one of $N$ in the case group. The next, with $N-1$, and so on down the line. So the total number of pairings is:



$$N(N-1)(N-2)cdots(N-M+1) = frac{N!}{(N-M)!}$$



That's a huge number. But maybe smart math people have figured out a clever solution to this problem.



Is this the best forum for this question?










share|cite|improve this question









$endgroup$












  • $begingroup$
    You calculation is good. To me it seems like you answered your own question and also explained the methodology, so, I’m not sure if there is anything left to answer. Nevertheless you have an intro paragraph where you hint at some other question, besides the one on computing the number of ways to match. If there is something else you wanted it may be good to specify that.
    $endgroup$
    – Michael
    Mar 26 at 0:32












  • $begingroup$
    You can find a random match equally likely over all options in polynomial time using the method you specified. If you have weights for each match you cold consider “max weight match” algorithms.
    $endgroup$
    – Michael
    Mar 26 at 0:40










  • $begingroup$
    I think you overestimate my knowledge of optimization. I happen to know the meaning of an objective function and have done Metropolis-Hastings optimization in the context of a physical system. That's about it :-/
    $endgroup$
    – abalter
    Mar 26 at 15:13














1












1








1





$begingroup$


A common problem in clinical studies is how to choose age-, and usually also gender-, matched pairs from two groups such as case/control. (case=has disease, control=not have).



After searching the web a bit, it seems like many researchers do it sort of by hand. To me it seems like this might fall into some standard class of optimization problems. I also haven't found an algorithm that tackles it from that point of view. The objective function could be something like the root-mean-square age difference.



Suppose I have $N$ subjects in the case group and $M$ subjects in the control group, with $N>M$. (In my case, $N=85, M=49$). Without doing any kind of sorting or pre-selection, i.e. being completely naive, there are an enormous number of potential pairings. Here is my count (I hope I'm doing this right):



Take the $M$ controls and put them in an arbitrary order. The first of these can be associated with a random one of $N$ in the case group. The next, with $N-1$, and so on down the line. So the total number of pairings is:



$$N(N-1)(N-2)cdots(N-M+1) = frac{N!}{(N-M)!}$$



That's a huge number. But maybe smart math people have figured out a clever solution to this problem.



Is this the best forum for this question?










share|cite|improve this question









$endgroup$




A common problem in clinical studies is how to choose age-, and usually also gender-, matched pairs from two groups such as case/control. (case=has disease, control=not have).



After searching the web a bit, it seems like many researchers do it sort of by hand. To me it seems like this might fall into some standard class of optimization problems. I also haven't found an algorithm that tackles it from that point of view. The objective function could be something like the root-mean-square age difference.



Suppose I have $N$ subjects in the case group and $M$ subjects in the control group, with $N>M$. (In my case, $N=85, M=49$). Without doing any kind of sorting or pre-selection, i.e. being completely naive, there are an enormous number of potential pairings. Here is my count (I hope I'm doing this right):



Take the $M$ controls and put them in an arbitrary order. The first of these can be associated with a random one of $N$ in the case group. The next, with $N-1$, and so on down the line. So the total number of pairings is:



$$N(N-1)(N-2)cdots(N-M+1) = frac{N!}{(N-M)!}$$



That's a huge number. But maybe smart math people have figured out a clever solution to this problem.



Is this the best forum for this question?







optimization nonlinear-optimization






share|cite|improve this question













share|cite|improve this question











share|cite|improve this question




share|cite|improve this question










asked Mar 26 at 0:00









abalterabalter

29519




29519












  • $begingroup$
    You calculation is good. To me it seems like you answered your own question and also explained the methodology, so, I’m not sure if there is anything left to answer. Nevertheless you have an intro paragraph where you hint at some other question, besides the one on computing the number of ways to match. If there is something else you wanted it may be good to specify that.
    $endgroup$
    – Michael
    Mar 26 at 0:32












  • $begingroup$
    You can find a random match equally likely over all options in polynomial time using the method you specified. If you have weights for each match you cold consider “max weight match” algorithms.
    $endgroup$
    – Michael
    Mar 26 at 0:40










  • $begingroup$
    I think you overestimate my knowledge of optimization. I happen to know the meaning of an objective function and have done Metropolis-Hastings optimization in the context of a physical system. That's about it :-/
    $endgroup$
    – abalter
    Mar 26 at 15:13


















  • $begingroup$
    You calculation is good. To me it seems like you answered your own question and also explained the methodology, so, I’m not sure if there is anything left to answer. Nevertheless you have an intro paragraph where you hint at some other question, besides the one on computing the number of ways to match. If there is something else you wanted it may be good to specify that.
    $endgroup$
    – Michael
    Mar 26 at 0:32












  • $begingroup$
    You can find a random match equally likely over all options in polynomial time using the method you specified. If you have weights for each match you cold consider “max weight match” algorithms.
    $endgroup$
    – Michael
    Mar 26 at 0:40










  • $begingroup$
    I think you overestimate my knowledge of optimization. I happen to know the meaning of an objective function and have done Metropolis-Hastings optimization in the context of a physical system. That's about it :-/
    $endgroup$
    – abalter
    Mar 26 at 15:13
















$begingroup$
You calculation is good. To me it seems like you answered your own question and also explained the methodology, so, I’m not sure if there is anything left to answer. Nevertheless you have an intro paragraph where you hint at some other question, besides the one on computing the number of ways to match. If there is something else you wanted it may be good to specify that.
$endgroup$
– Michael
Mar 26 at 0:32






$begingroup$
You calculation is good. To me it seems like you answered your own question and also explained the methodology, so, I’m not sure if there is anything left to answer. Nevertheless you have an intro paragraph where you hint at some other question, besides the one on computing the number of ways to match. If there is something else you wanted it may be good to specify that.
$endgroup$
– Michael
Mar 26 at 0:32














$begingroup$
You can find a random match equally likely over all options in polynomial time using the method you specified. If you have weights for each match you cold consider “max weight match” algorithms.
$endgroup$
– Michael
Mar 26 at 0:40




$begingroup$
You can find a random match equally likely over all options in polynomial time using the method you specified. If you have weights for each match you cold consider “max weight match” algorithms.
$endgroup$
– Michael
Mar 26 at 0:40












$begingroup$
I think you overestimate my knowledge of optimization. I happen to know the meaning of an objective function and have done Metropolis-Hastings optimization in the context of a physical system. That's about it :-/
$endgroup$
– abalter
Mar 26 at 15:13




$begingroup$
I think you overestimate my knowledge of optimization. I happen to know the meaning of an objective function and have done Metropolis-Hastings optimization in the context of a physical system. That's about it :-/
$endgroup$
– abalter
Mar 26 at 15:13










1 Answer
1






active

oldest

votes


















2












$begingroup$

Here is an example way to fill in a specific model:



You have $m$ controls and $n$ subjects with $m leq n$. You have ages $a_1,...,a_m$ and $b_1,...,b_n$. Define



$$w_{ij}=(a_i-b_j)^2$$



You want to find a binary matching matrix $x=(x_{ij})$ that solves the “min weight match” problem of minimizing
$$ sum_{i =1}^msum_{j=1}^n x_{ij}w_{ij}$$
subject to $(x_{ij})$ being a valid matching. This is polynomially solvable and is equivalent to “max weight matching” under a simple transformation of weights.





I should mention the problem with general weights $w_{ij}$ is polynomial solvable via certain methods, but in fact the quadratic weight problem may be even easier...






share|cite|improve this answer











$endgroup$













  • $begingroup$
    But there are roughly $gamma(90)/gamma(37) approx 4.4mathrm{E}94$ possible matrices $x_{ij}$! What sort of optimization procedure would I use?
    $endgroup$
    – abalter
    Mar 26 at 15:17








  • 1




    $begingroup$
    To put the numbers ${a_1, a_2, ..., a_{200}}$ in order, there are $200!$ permutations to consider. This is more than the estimated number of atoms in the universe. Nevertheless, it can be done in polynomial time using basic algorithms. Similarly, there are basic algorithms for solving max-weight match problems. They are not trivial algorithms, but you could download a program to do it by googling "max weight match" or "min weight match."
    $endgroup$
    – Michael
    Mar 26 at 15:23








  • 1




    $begingroup$
    Fantastic! I already found a Python package for it NetworkX. I couldn't have found it if you had not given me the formal statement of the problem.
    $endgroup$
    – abalter
    Mar 26 at 15:58










  • $begingroup$
    My above factorial approximation should have $Gamma$ not $gamma$.
    $endgroup$
    – abalter
    Mar 26 at 16:12














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1 Answer
1






active

oldest

votes








1 Answer
1






active

oldest

votes









active

oldest

votes






active

oldest

votes









2












$begingroup$

Here is an example way to fill in a specific model:



You have $m$ controls and $n$ subjects with $m leq n$. You have ages $a_1,...,a_m$ and $b_1,...,b_n$. Define



$$w_{ij}=(a_i-b_j)^2$$



You want to find a binary matching matrix $x=(x_{ij})$ that solves the “min weight match” problem of minimizing
$$ sum_{i =1}^msum_{j=1}^n x_{ij}w_{ij}$$
subject to $(x_{ij})$ being a valid matching. This is polynomially solvable and is equivalent to “max weight matching” under a simple transformation of weights.





I should mention the problem with general weights $w_{ij}$ is polynomial solvable via certain methods, but in fact the quadratic weight problem may be even easier...






share|cite|improve this answer











$endgroup$













  • $begingroup$
    But there are roughly $gamma(90)/gamma(37) approx 4.4mathrm{E}94$ possible matrices $x_{ij}$! What sort of optimization procedure would I use?
    $endgroup$
    – abalter
    Mar 26 at 15:17








  • 1




    $begingroup$
    To put the numbers ${a_1, a_2, ..., a_{200}}$ in order, there are $200!$ permutations to consider. This is more than the estimated number of atoms in the universe. Nevertheless, it can be done in polynomial time using basic algorithms. Similarly, there are basic algorithms for solving max-weight match problems. They are not trivial algorithms, but you could download a program to do it by googling "max weight match" or "min weight match."
    $endgroup$
    – Michael
    Mar 26 at 15:23








  • 1




    $begingroup$
    Fantastic! I already found a Python package for it NetworkX. I couldn't have found it if you had not given me the formal statement of the problem.
    $endgroup$
    – abalter
    Mar 26 at 15:58










  • $begingroup$
    My above factorial approximation should have $Gamma$ not $gamma$.
    $endgroup$
    – abalter
    Mar 26 at 16:12


















2












$begingroup$

Here is an example way to fill in a specific model:



You have $m$ controls and $n$ subjects with $m leq n$. You have ages $a_1,...,a_m$ and $b_1,...,b_n$. Define



$$w_{ij}=(a_i-b_j)^2$$



You want to find a binary matching matrix $x=(x_{ij})$ that solves the “min weight match” problem of minimizing
$$ sum_{i =1}^msum_{j=1}^n x_{ij}w_{ij}$$
subject to $(x_{ij})$ being a valid matching. This is polynomially solvable and is equivalent to “max weight matching” under a simple transformation of weights.





I should mention the problem with general weights $w_{ij}$ is polynomial solvable via certain methods, but in fact the quadratic weight problem may be even easier...






share|cite|improve this answer











$endgroup$













  • $begingroup$
    But there are roughly $gamma(90)/gamma(37) approx 4.4mathrm{E}94$ possible matrices $x_{ij}$! What sort of optimization procedure would I use?
    $endgroup$
    – abalter
    Mar 26 at 15:17








  • 1




    $begingroup$
    To put the numbers ${a_1, a_2, ..., a_{200}}$ in order, there are $200!$ permutations to consider. This is more than the estimated number of atoms in the universe. Nevertheless, it can be done in polynomial time using basic algorithms. Similarly, there are basic algorithms for solving max-weight match problems. They are not trivial algorithms, but you could download a program to do it by googling "max weight match" or "min weight match."
    $endgroup$
    – Michael
    Mar 26 at 15:23








  • 1




    $begingroup$
    Fantastic! I already found a Python package for it NetworkX. I couldn't have found it if you had not given me the formal statement of the problem.
    $endgroup$
    – abalter
    Mar 26 at 15:58










  • $begingroup$
    My above factorial approximation should have $Gamma$ not $gamma$.
    $endgroup$
    – abalter
    Mar 26 at 16:12
















2












2








2





$begingroup$

Here is an example way to fill in a specific model:



You have $m$ controls and $n$ subjects with $m leq n$. You have ages $a_1,...,a_m$ and $b_1,...,b_n$. Define



$$w_{ij}=(a_i-b_j)^2$$



You want to find a binary matching matrix $x=(x_{ij})$ that solves the “min weight match” problem of minimizing
$$ sum_{i =1}^msum_{j=1}^n x_{ij}w_{ij}$$
subject to $(x_{ij})$ being a valid matching. This is polynomially solvable and is equivalent to “max weight matching” under a simple transformation of weights.





I should mention the problem with general weights $w_{ij}$ is polynomial solvable via certain methods, but in fact the quadratic weight problem may be even easier...






share|cite|improve this answer











$endgroup$



Here is an example way to fill in a specific model:



You have $m$ controls and $n$ subjects with $m leq n$. You have ages $a_1,...,a_m$ and $b_1,...,b_n$. Define



$$w_{ij}=(a_i-b_j)^2$$



You want to find a binary matching matrix $x=(x_{ij})$ that solves the “min weight match” problem of minimizing
$$ sum_{i =1}^msum_{j=1}^n x_{ij}w_{ij}$$
subject to $(x_{ij})$ being a valid matching. This is polynomially solvable and is equivalent to “max weight matching” under a simple transformation of weights.





I should mention the problem with general weights $w_{ij}$ is polynomial solvable via certain methods, but in fact the quadratic weight problem may be even easier...







share|cite|improve this answer














share|cite|improve this answer



share|cite|improve this answer








edited Mar 26 at 1:07

























answered Mar 26 at 1:01









MichaelMichael

13.5k11429




13.5k11429












  • $begingroup$
    But there are roughly $gamma(90)/gamma(37) approx 4.4mathrm{E}94$ possible matrices $x_{ij}$! What sort of optimization procedure would I use?
    $endgroup$
    – abalter
    Mar 26 at 15:17








  • 1




    $begingroup$
    To put the numbers ${a_1, a_2, ..., a_{200}}$ in order, there are $200!$ permutations to consider. This is more than the estimated number of atoms in the universe. Nevertheless, it can be done in polynomial time using basic algorithms. Similarly, there are basic algorithms for solving max-weight match problems. They are not trivial algorithms, but you could download a program to do it by googling "max weight match" or "min weight match."
    $endgroup$
    – Michael
    Mar 26 at 15:23








  • 1




    $begingroup$
    Fantastic! I already found a Python package for it NetworkX. I couldn't have found it if you had not given me the formal statement of the problem.
    $endgroup$
    – abalter
    Mar 26 at 15:58










  • $begingroup$
    My above factorial approximation should have $Gamma$ not $gamma$.
    $endgroup$
    – abalter
    Mar 26 at 16:12




















  • $begingroup$
    But there are roughly $gamma(90)/gamma(37) approx 4.4mathrm{E}94$ possible matrices $x_{ij}$! What sort of optimization procedure would I use?
    $endgroup$
    – abalter
    Mar 26 at 15:17








  • 1




    $begingroup$
    To put the numbers ${a_1, a_2, ..., a_{200}}$ in order, there are $200!$ permutations to consider. This is more than the estimated number of atoms in the universe. Nevertheless, it can be done in polynomial time using basic algorithms. Similarly, there are basic algorithms for solving max-weight match problems. They are not trivial algorithms, but you could download a program to do it by googling "max weight match" or "min weight match."
    $endgroup$
    – Michael
    Mar 26 at 15:23








  • 1




    $begingroup$
    Fantastic! I already found a Python package for it NetworkX. I couldn't have found it if you had not given me the formal statement of the problem.
    $endgroup$
    – abalter
    Mar 26 at 15:58










  • $begingroup$
    My above factorial approximation should have $Gamma$ not $gamma$.
    $endgroup$
    – abalter
    Mar 26 at 16:12


















$begingroup$
But there are roughly $gamma(90)/gamma(37) approx 4.4mathrm{E}94$ possible matrices $x_{ij}$! What sort of optimization procedure would I use?
$endgroup$
– abalter
Mar 26 at 15:17






$begingroup$
But there are roughly $gamma(90)/gamma(37) approx 4.4mathrm{E}94$ possible matrices $x_{ij}$! What sort of optimization procedure would I use?
$endgroup$
– abalter
Mar 26 at 15:17






1




1




$begingroup$
To put the numbers ${a_1, a_2, ..., a_{200}}$ in order, there are $200!$ permutations to consider. This is more than the estimated number of atoms in the universe. Nevertheless, it can be done in polynomial time using basic algorithms. Similarly, there are basic algorithms for solving max-weight match problems. They are not trivial algorithms, but you could download a program to do it by googling "max weight match" or "min weight match."
$endgroup$
– Michael
Mar 26 at 15:23






$begingroup$
To put the numbers ${a_1, a_2, ..., a_{200}}$ in order, there are $200!$ permutations to consider. This is more than the estimated number of atoms in the universe. Nevertheless, it can be done in polynomial time using basic algorithms. Similarly, there are basic algorithms for solving max-weight match problems. They are not trivial algorithms, but you could download a program to do it by googling "max weight match" or "min weight match."
$endgroup$
– Michael
Mar 26 at 15:23






1




1




$begingroup$
Fantastic! I already found a Python package for it NetworkX. I couldn't have found it if you had not given me the formal statement of the problem.
$endgroup$
– abalter
Mar 26 at 15:58




$begingroup$
Fantastic! I already found a Python package for it NetworkX. I couldn't have found it if you had not given me the formal statement of the problem.
$endgroup$
– abalter
Mar 26 at 15:58












$begingroup$
My above factorial approximation should have $Gamma$ not $gamma$.
$endgroup$
– abalter
Mar 26 at 16:12






$begingroup$
My above factorial approximation should have $Gamma$ not $gamma$.
$endgroup$
– abalter
Mar 26 at 16:12




















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