Hi, I've been experimenting with a nonlinear code but I can't make it work:
set MCCTT dimen 5;
set MC = setof {(a,b,c,d,e) in MCCTT}(a,b);
param TH {MCCTT} >= 0;
param STK {MCCTT} >= 0;
param SALES {MCCTT} >= 0;
param SALES_TOT := sum{(a,b,c,d,e) in MCCTT} SALES[a,b,c,d,e];
### DECISION VARS ###
var ADJ >= 0, <= 80;
var PRED{(a,b,c,d,e) in MCCTT} = gammadist(ADJ*TH[a,b,c,d,e],STK[a,b,c,d,e]);
### OBJ FUNCTION ###
minimize Prediction_Error:
sum{(a,b) in MC} abs( sum{(a,b,c,d,e) in MCCTT}(PRED[a,b,c,d,e] - SALES[a,b,c,d,e]));
A probability of sale 'TH', a stock level 'STK' and the real sales figure 'SALES' are read from a database, indexed by MCCTT. The variable 'PRED' is set by the imported function gammadist, that returns a sales estimate based on its arguments TH and STK (the function performs a gamma distribution of the probability of sales 'TH' over the available inventory 'STK'). The objective is to minimize the absolute error between the prediction and the real sales figure, and the error is minimized by applying a correction adjustment ADJ to TH before it is passed to the gammadist function.
I've tried using MINOS and SNOPT but they don't seem to even try moving the variable ADJ around. I've also tried eliminating the PRED variable and plugging gammadist() directly into the objective. I've implemented the problem in an excel sheet (using the excel GAMMADIST function) and the excel solver is able to find an optimal solution, but it takes some time, specially setting the spreadsheet up, which doesn't make it a practical solution. I understand the excel solver uses a Generalized Reduced Gradient algorithm, would using a GRG solver with AMPL work? If so, are there any student or trial versions available that I could use to try it out? Should I set the model in another way to make it work with MINOS or SNOPT?
Thanks a lot,
Rodolfo
MINOS output:
ampl: solve;
MINOS 5.51: optimal solution found.
0 iterations, objective 15565
Nonlin evals: obj = 3, grad = 2.
it just leaves the ADJ variable unmodified and reports the value of the objective. I've made sure the gammadist() function is working correctly. 'PRED' is recalculated correctly each time ADJ is modified.
--~--~---------~--~----~------------~-------~--~----~
You received this message because you are subscribed to the Google Groups "AMPL Modeling Language" group.
To post to this group, send email to
ampl@...
To unsubscribe from this group, send email to
ampl-unsubscribe@...
For more options, visit this group at
http://groups.google.com/group/ampl?hl=en-~----------~----~----~----~------~----~------~--~---
