Search found 15 matches

by portak
Thu Oct 24, 2019 10:18 am
Forum: Vensim
Topic: Automatizing optimization
Replies: 5
Views: 3001

Re: Automatizing optimization

Thank you all for the answers!
by portak
Wed Oct 23, 2019 1:50 pm
Forum: Vensim
Topic: Automatizing optimization
Replies: 5
Views: 3001

Automatizing optimization

Hello, I'm doing a policy optimization with VENSIM. My problem has many optima (as discussed here: https://www.ventanasystems.co.uk/forum/viewtopic.php?f=2&t=7218 ), so I use RRandom multiple start. When I track the "best payoff so far" on the screen, I see that it generally converges ...
by portak
Tue Oct 15, 2019 12:13 pm
Forum: Vensim
Topic: Improving the modelling of annual decisions used for optimization
Replies: 6
Views: 3404

Re: Improving the modelling of annual decisions used for optimization

Thank you, it works now! I assume that if I use the same payoff definition file, replace the equation in my first message with an equivalent vector lookup function and update the optimization control file accordingly, I would have the same decisions for a policy optimization. Is it true as an assump...
by portak
Mon Oct 14, 2019 3:11 pm
Forum: Vensim
Topic: Improving the modelling of annual decisions used for optimization
Replies: 6
Views: 3404

Re: Improving the modelling of annual decisions used for optimization

Hello, I try to model it with a vector lookup but I have this warning when I run the optimization. "timevalues" is a constant with a normal sub-type. No usable constant name. 0<=timevalues<=150. ^. Line 32 of file Opti_Control file_vector.VOC. Previous errors prevent continuing What should...
by portak
Thu Oct 03, 2019 10:27 am
Forum: Vensim
Topic: Improving the modelling of annual decisions used for optimization
Replies: 6
Views: 3404

Improving the modelling of annual decisions used for optimization

Hello, I model a stylized electrcity market. My aim is to know the optimal investment decisions each year, by using Vensim optimization. To this end, I define the invesment variable as following, with a specific variable to use each year: IF THEN ELSE( Time=2020 ,g0 , IF THEN ELSE( Time=2021 ,g1 , I...
by portak
Sat Jun 01, 2019 4:13 am
Forum: Vensim
Topic: Replicate optimization
Replies: 14
Views: 7154

Re: Replicate optimization

Thank you!
by portak
Thu May 30, 2019 7:41 pm
Forum: Vensim
Topic: Replicate optimization
Replies: 14
Views: 7154

Re: Replicate optimization

Mostly applications.
by portak
Thu May 30, 2019 7:05 pm
Forum: Vensim
Topic: Replicate optimization
Replies: 14
Views: 7154

Re: Replicate optimization

Is it possible for you to suggest me some exemplary papers that uses Vensim optimization ?
by portak
Fri May 24, 2019 7:21 am
Forum: Vensim
Topic: Replicate optimization
Replies: 14
Views: 7154

Re: Replicate optimization

Yes, indeed I have many optima. I now try with rrandom multiple start but I guess I will never be sure of finding the global optimum.
I am using Powell optimizer. Do you think it is the right choice for my case (multiple optima)?
by portak
Wed May 22, 2019 11:25 am
Forum: Vensim
Topic: Replicate optimization
Replies: 14
Views: 7154

Re: Replicate optimization

I figured out that it was because of order of the parameters. The parameters were the same but the order was different.
by portak
Wed May 22, 2019 9:03 am
Forum: Vensim
Topic: Replicate optimization
Replies: 14
Views: 7154

Re: Replicate optimization

Maybe it's because of the starting data. I'll check that. Thank you!
by portak
Wed May 22, 2019 8:21 am
Forum: Vensim
Topic: Replicate optimization
Replies: 14
Views: 7154

Re: Replicate optimization

I use the same payoff function and same optimization parameters with the same min and max values. So I think that using the same Optimization control parameters, I should have exactly the same results. However, this is not the case. 1) Does the optimization output files contain the payoff function t...
by portak
Wed May 22, 2019 7:26 am
Forum: Vensim
Topic: Replicate optimization
Replies: 14
Views: 7154

Replicate optimization

Hello,

Is there a reason why I cannot replicate the optimization results that I find with the .out file in the attachments?

Thank you.
by portak
Fri May 03, 2019 1:36 pm
Forum: Vensim
Topic: How to obtain weights used in policy optimization?
Replies: 6
Views: 2863

Re: How to obtain weights used in policy optimization?

Thank you for the answers! @tomfid: Ensuring the sum of 1 would be my next question :) Thank you for the answer. The future in my model depends on delays and the subjects know about them. @Administrator: I am not sure I understand how to proceed. So I have annual decisions for 40 years from the expe...
by portak
Thu May 02, 2019 2:52 pm
Forum: Vensim
Topic: How to obtain weights used in policy optimization?
Replies: 6
Views: 2863

How to obtain weights used in policy optimization?

Hello, I have a model in which there are two annual decisions for 40 years. There is a final target at the end of the simulation and there are three criteria to consider during the simulation. My payoff function is in the attachments. "Target reached at 2060?" is the final target. I change...