Quote:
Originally Posted by rjp
Thanks, I appreciate your help. I'm working on a perl script that calculates these for me, and your work has been a great help.
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Cool. I'd love to see what you've got.
I'll just add that as long you're writing it in Perl you might want to include a nonlinear optimization module (or even just a bidirectional pipe to an external exe) so as to calculate optimal solutions for boundary cases (for example, constraining all parlays of size ≥ n to be zero).
http://www.ampl.com/ has some sample optimization engines.