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Hello;
I would very much appreciate your help in the following relatively simple non-linear optimization problem. 1) By applying Solver: .....Set target cell: E18 to max....(E18 represents dependent variable E) .....By changing cells: J18 ..........(J18 represents independent variable J) .............................: P18...........(P18 represents independent variable P) .....Subject to constraints: B18=1 .....................................: J range 0.05 to 1.40 .....................................: P range 0.50 to 1.50 it produces a feasible solution (J, P, E), which is not exactly the "correct" one (differs by about 10% of what it should be) 2) The difficulty is directly associated with the above formulation of the problem. For any value of the changing variable P, say P1, in the range P=0.50 to 1.50, there is a max E1 at J1. Solver in 1) above appears to seek the solution for max E based on the changing combinations of J and P and settles for the combination that produces max E in comparison with other combinations and subject to the constraints. This is clearly not what I had in mind!! 3) The correct formulation of the problem should be, I think, something like: ...Solver1: for each tried value of P, say, P1 in the range 0.50 to 1.50 ...Set target cell: E18 to max.....(E18 represents dependent variable E) ...By changing cells: J18 ...........(J18 represents independent variable J) ...Subject to constraints: J range 0.05 to 1.40 ..............(solution: J1, max E1 at each P1) .....Solver2: .....Set target cell: B18 = 1 .....By changing cells: J18 ..........(J18 now represents the new variable J1) .....Subject to constraints: J1 range 0.05 to 1.40 (same range of J is fine) ..............(solution: J2, P2, max E2) 4) How would you intelligently combine Solver1 and Solver2 as a 2-level Solver ?? either by running Solver manually or by a macro. And, is it possible to do so relying entirely on the Solver internal trial solutions without establishing the relation between P1s and E1s (which is not easy to do) ?? Thank you kindly. |
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