MOD for optimization variable

Question

annazy 2019-8-22

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/477244-mod-for-optimization-variable

评论： Matt J 2019-8-25

Hi,

I have to optimize matrix to obtain quantities that will be divisible by certain numbers. When I use MOD on numbers, it works fine, for example MOD(10,3)=1. However, when I try to create constraint that I want my optimization variable x to be divisible by let's say 3 MOD(x,3), I get an error

Undefined function 'mod' for input arguments of type 'optim.problemdef.OptimizationVariable'.

Is there anything I can do to solve this issue?

Thanks in advance.

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Answer 1

Matt J 2019-8-24

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https://ww2.mathworks.cn/matlabcentral/answers/477244-mod-for-optimization-variable#answer_388899

编辑：Matt J 2019-8-24

No need to use constraints. Just declare x as an OptimizationExpression,

x=3*optimvar('z','Type', 'Integer','LowerBound',0)
x = 
  OptimizationExpression
    3*z

Now use x freely to build the objective and constraints as you did previously. E.g.,

  x=3*optimvar('z','Type', 'integer','LowerBound',0);
  y=optimvar('y','LowerBound',0);
 
  prob=optimproblem; 
   prob.Objective=2*x+4*y; 
   prob.Constraints=x+y>=7;
   
  sol=solve(prob);
  

The solver will solve for z, not x,

>> sol
sol = 
  struct with fields:
    y: 1.0000
    z: 2.0000

but you can easily convert the optimal z to a corresponding result for x.

>> x_optimal=evaluate(x,sol)
x_optimal =
    6.0000

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Matt J 2019-8-25

annazy's comment moved here:

This is wonderful. What I actually need is this 'z', as I optimize quantities of products which must be divisible by number of products per cartoon. However this number varies depending on products. Also, I have multiple percentage constraints on quantities (not cartoons) which is why I can't focus on cartoons only, but in the end number of cartoons is what I need.

You are both amazing people, I hope one day I will be clever enough to help other lost souls like you do help me :)

Matt J 2019-8-25

I'm glad it's what you need but please Accept-click the answer if it addresses your question.

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Answer 2

Walter Roberson 2019-8-22

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/477244-mod-for-optimization-variable#answer_388692

Introduce an extra integer variable and constrain equality x-3*extra = 1

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Walter Roberson 2019-8-23

For a definitive answer as to whether there is any way to make mod() work, you will need to open a support case with Mathworks. Perhaps they have an in-house implementation that they might be willing to let you experiment with; I do not know.

What I do know is that there is no mod() available for optimization variables in any released version.

"I can't influence on values of x with some random integers as I have other requirements to be met :( "

I suspect you do not understand the process.

Suppose that you have a value of x = 16 and you want to check whether mod(x,3)=1 . If so, then by definition, there must be some integer N (that is not necessarily positive) such that 3*N+1 = x . This is not a "random integer": for 16 it is satisfied only by N = 5, 3*5 + 1 = 16. Likewise, if there is no integer N such that 3*N+1 = x, then mod(x,3)=1 is not true -- for example, for x = 17, then there is no such integer N.

Therefore if you introduce an integer-constrained variable N into the process and put in the equality constraint 3*N+1 = x, or 1 = x - 3*N or x - 3*N = 1 then N will not be random: it will be the exact integer needed such that 3*N+1 = x. You would not use the value of N in the calculation of your objective: it is enough to know that the constraint was met that there is some integer N such that x - 3*N = 1 is true.

annazy 2019-8-24

Wow, thank you a lot for such detailed answer and your patience. Honestly, this is my first experience with Matlab and I am a bit confused with its options. I used to solve simple optimization problems with Excel Solver, however due to the dimension of the matrix, in this case I cannot use Solver as it can't hadle such large size. I was forced to learn basic optimization tools in Matlab within a week :(

I understand the process, I just don't know how to create such Integer variable correctly. I only add new variables with numbers or create optimization variables for objective funtion. Is it supposed to be a new optimization variable? Something like N=optimvar('N','Type','integer')?

Thanks in advance, you're saving my life.