topic Re: Optimization problem in Mathematical Optimization, Discrete-Event Simulation, and OR

Optimization problem

NataBod — Mon, 07 Dec 2020 13:29:21 GMT

Hello, I need to solve the following problem. Have a non-linear function with many variables: y1=F(x1, x2,x3,x4). x2 variable - can take only four different values (30, ?, ?, 100). Initially x2 had array (50.50.100.100). So the problem now is to go from (50,50, 100, 100) to (30, ?, ?, 100) and to find what would be ?, ? So, i need to change values of x2 from (50,50, 100, 100) to (30, ?, ?, 100) while remaining other things as before. Additional constraint is that another function, call it Y, for example, depends on y1 and other variables Y = F (y1, y2, y3,,). If i change y1, then Y will be changed too. i need that sum of Y will remain the same as if I use (50,50,100,100).

Re: Optimization problem

ODENWALD — Mon, 07 Dec 2020 13:07:57 GMT

Hi :

Your outline is a bit sketchy.

Are a and b dimensions of your array that you seek ? Then you had an MINLP-Problem.

Or is your F(.) F(x1, x2a, a,b, x2b, x3, x4) with x2b = 30 fixed and x2b = 100 fixed ?

You could Optmodel tell so.

You would use the impvar-construction and a solver presumably of type Blackbox or LSO or NLP.

Odenwald

Re: Optimization problem

NataBod — Mon, 07 Dec 2020 13:22:45 GMT

Hi, thank you for reply. For example, X2- can take only 4 different values (30, ?, ?, 100). I need to find ? and ? such that sum of Z remains unchanged, but which is function of y1 (which is function of several variables )

For example, y1= F(x1, x2, x3). And Z= F(y1, y2, y3). initial values of X2 were 50 and 100 only. I now to use (30, ?, ?, 100) . need to go from (50,50, 100, 100) to (30, ?, ? , 100) such that total Z remains the same as before ( can think of that as just simple constraint). hope that would be more clear.

X1 X2 X3

3 30 45

4 ? 56

6 ? 54

7 100 54

10 ? 50

3 30 45