Optimizer - Variables min, max setup

Hi,

 

From the optimizer user guide v01, for variable section, it states the min/max configuration are optional (as below and see the attached full document). So the optimizer has been configured without min/max.

Ivan_lo_servian_0-1593922918509.png

Ivan_lo_servian_2-1593923238503.png

 

 

However, it flows an error when execute.

Ivan_lo_servian_1-1593923107194.png

 

 

Then, I configured the Min as zero and it executes successfully. If the variable can be negative value, how should I configure it to get it run? 

 

Ivan_lo_servian_3-1593923351529.png

 

 

Ivan_lo_servian_4-1593923401068.png

 

 

Could anyone help to confirm the min/max configuration is optional or not? If we don't know the range of the variables, any default setting we can use?

 

Thanks.

Answers

  • A linear programming problem is by definition involves optimising based on non-negative variables. So it is not possible to solve with negative variables to my knowledge. Check the link below:

    https://www2.math.uconn.edu/~stein/math1070/Slides/math1070-140notes.pdf

     
     

     

     

  • Hi @Ivan_Lo_ ,

     

    I suspect the problem might be something else. Maybe it's how you configured other constraints. I tried to replicate the issue, but for me, the optimizer runs fine without min/max variables defined. So yes, they are optional. 

     

    Andris

  • Hi @Ingilavicus ,

     

    This issue happens while I am doing the optimization exercise which I believe is built by Anaplan. I have followed the instruction to build the formulas.

     

    Are there any optimizer configuration that only tenant admin or Anaplan can do?

     

    Thanks.

  • Hello @Ivan_Lo_ ,

     

    There is no configuration that only tenant admin or Anaplan can do w.r.to optimizer.

     

    Few more details will be helpful to identify why the problem is not solved when we do not limit the variable(s) to a min 0.

     

    1. Is it a minimization / maximization problem

    2. Expression for objective function

    3. Expression for the constraint(s)

     

    Thanks

    Arun

     

     

     

     

  • Hi @ArunManickam ,

     

    Here are the details:

    1. It is a minimization problem. To minimize "Total SKU Cost".

    Ivan_lo_servian_0-1594084843116.png

     

    2. & 3. the expression of constraints and objective function are as below. (a full set of blue print are attached)

     

    Ivan_lo_servian_1-1594084897433.png

     

    Thanks.

     

  • Hello @Ivan_Lo_ ,

     

    By definition, Qty and Hours cannot go negative. But there is no reason we should explicity tell that to the optimizer.

     

    It is unbounded because of the "<=" constraint on the hrs, i believe.

     

    Can you remove the min condition for Qty alone and try. 

     

    Thanks

    Arun

     

  • Hi @ArunManickam ,

     

    It is interesting to find out it works if I remove either one of the min setting (as below).

     

    Ivan_lo_servian_0-1594089042133.png   

    Ivan_lo_servian_1-1594089067464.png

     

    It seems the optimizer still need some sort of boundary to work. 

     

    Thanks.

     

     

  • Can you try a problem where your contraints are strictly using "=" . Not using "<=" or ">="

     

    Thats what makes the problem unbounded i think. In that case, providing a logical boundaries helps.

     

    Thanks

    Arun

  • Hi All,

     

    If the optimizer failed due to unbound issue, the below error will prompt. I don't think my issue is due to unbound.

    Ivan_lo_servian_2-1594097960954.png

     

     

    I have built a simple optimization model for checkng. It is verified that the min/max setting can be empty and the optimised value of variable can be negative. The issue that happen on my optimization exercise model should be some other reasons. I will continue my investigation. Thank you for all your reply.

     

    Ivan_lo_servian_0-1594097498860.png

     

    Ivan_lo_servian_3-1594098214376.png