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I am using SOLVER for the first time and it appears that it is not iterating.
The initial objective and "change" values do not change at all after running SOLVER. My objective is to minimize the difference^2 between two columns of data by optimizing one cell which contains a "cut" value. - The first column of data contains fixed integer values of 0 and 1 for 10,000 cases. - The second column of data contains decimal values between 0 and 1 for 10,000 cases. - A third column is calculated based on a cut value ("change" value) where values in the second column = cut are set to 1 and values < cut are set to 0. - The objective/target is to minimize the sum of the differences between the 1st and 3rd column squared. Can anyone help? |
#2
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- A third column is calculated based on a cut value ("change" value)
where values in the second column = cut are set to 1 and values < cut are set to 0. Hi. Just a guess of course. Are you using IF() functions to make this decision? If so, Solver "usually" will not work if you use these types of functions. Don't know exactly how you are set up to offer any suggestions. = == = = Dana DeLouis BHatMJ wrote: I am using SOLVER for the first time and it appears that it is not iterating. The initial objective and "change" values do not change at all after running SOLVER. My objective is to minimize the difference^2 between two columns of data by optimizing one cell which contains a "cut" value. - The first column of data contains fixed integer values of 0 and 1 for 10,000 cases. - The second column of data contains decimal values between 0 and 1 for 10,000 cases. - A third column is calculated based on a cut value ("change" value) where values in the second column = cut are set to 1 and values < cut are set to 0. - The objective/target is to minimize the sum of the differences between the 1st and 3rd column squared. Can anyone help? |
#3
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Yes, the third column is based on IF() statements. Would you know of any
solutions to this issue or a work-around? "Dana DeLouis" wrote: - A third column is calculated based on a cut value ("change" value) where values in the second column = cut are set to 1 and values < cut are set to 0. Hi. Just a guess of course. Are you using IF() functions to make this decision? If so, Solver "usually" will not work if you use these types of functions. Don't know exactly how you are set up to offer any suggestions. = == = = Dana DeLouis BHatMJ wrote: I am using SOLVER for the first time and it appears that it is not iterating. The initial objective and "change" values do not change at all after running SOLVER. My objective is to minimize the difference^2 between two columns of data by optimizing one cell which contains a "cut" value. - The first column of data contains fixed integer values of 0 and 1 for 10,000 cases. - The second column of data contains decimal values between 0 and 1 for 10,000 cases. - A third column is calculated based on a cut value ("change" value) where values in the second column = cut are set to 1 and values < cut are set to 0. - The objective/target is to minimize the sum of the differences between the 1st and 3rd column squared. Can anyone help? |
#4
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BHatMJ -
One workaround is to use a slightly more advanced version of Solver, instead of the standard Solver that ships with Excel. For example, the Premium Solver for Education may be able to work with your discontinuous functions. Visit www.solver.com. Another workaround is to convert the IF statements to a set of binary variables. The specifics depend on your current problem and your skills at what might be a considerable reformulation. But then you could likely use standard Solver for the mixed integer programming problem. - Mike http://www.MikeMiddleton.com "BHatMJ" wrote in message ... Yes, the third column is based on IF() statements. Would you know of any solutions to this issue or a work-around? "Dana DeLouis" wrote: - A third column is calculated based on a cut value ("change" value) where values in the second column = cut are set to 1 and values < cut are set to 0. Hi. Just a guess of course. Are you using IF() functions to make this decision? If so, Solver "usually" will not work if you use these types of functions. Don't know exactly how you are set up to offer any suggestions. = == = = Dana DeLouis BHatMJ wrote: I am using SOLVER for the first time and it appears that it is not iterating. The initial objective and "change" values do not change at all after running SOLVER. My objective is to minimize the difference^2 between two columns of data by optimizing one cell which contains a "cut" value. - The first column of data contains fixed integer values of 0 and 1 for 10,000 cases. - The second column of data contains decimal values between 0 and 1 for 10,000 cases. - A third column is calculated based on a cut value ("change" value) where values in the second column = cut are set to 1 and values < cut are set to 0. - The objective/target is to minimize the sum of the differences between the 1st and 3rd column squared. Can anyone help? |
#5
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minimize the sum of the differences ... squared.
Hi. Speaking very generally, Solver may see many "local" minimums when doing this type of model. There may be a way to change your model. Having said that, sometimes this can be quick way to visualize what's going on. If the precision of the "cut" is not too great, perhaps have a macro step thru the model, and record the output. Then graph the data, and see what you got. Perhaps have "cut" change from 0 to 1 step 0.01, and record the output next to the cell. Then do a line graph of your data. In some cases, this can be a quick workaround for a difficult problem. It may also bring out any logic problems in the model setup. = = = = = = = = = Dana DeLouis BHatMJ wrote: Yes, the third column is based on IF() statements. Would you know of any solutions to this issue or a work-around? "Dana DeLouis" wrote: - A third column is calculated based on a cut value ("change" value) where values in the second column = cut are set to 1 and values < cut are set to 0. Hi. Just a guess of course. Are you using IF() functions to make this decision? If so, Solver "usually" will not work if you use these types of functions. Don't know exactly how you are set up to offer any suggestions. = == = = Dana DeLouis BHatMJ wrote: I am using SOLVER for the first time and it appears that it is not iterating. The initial objective and "change" values do not change at all after running SOLVER. My objective is to minimize the difference^2 between two columns of data by optimizing one cell which contains a "cut" value. - The first column of data contains fixed integer values of 0 and 1 for 10,000 cases. - The second column of data contains decimal values between 0 and 1 for 10,000 cases. - A third column is calculated based on a cut value ("change" value) where values in the second column = cut are set to 1 and values < cut are set to 0. - The objective/target is to minimize the sum of the differences between the 1st and 3rd column squared. Can anyone help? |
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