Automatizing optimization
Posted: Wed Oct 23, 2019 1:50 pm
Hello,
I'm doing a policy optimization with VENSIM. My problem has many optima (as discussed here: 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 around 600000 simulations.
1. Is there a way to automatically stop the optimization, if the best payoff does not converge after, let's say, x simulations? If yes, how?
2. My aim is to compare the optimization results, by changing the weights that I use in the payoff function. Is it possible to automatize this process? I want it to stop when the best payoff does not change, change the weight in the model and then rerun the optimization automatically. Is it possible?
Thank you
I'm doing a policy optimization with VENSIM. My problem has many optima (as discussed here: 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 around 600000 simulations.
1. Is there a way to automatically stop the optimization, if the best payoff does not converge after, let's say, x simulations? If yes, how?
2. My aim is to compare the optimization results, by changing the weights that I use in the payoff function. Is it possible to automatize this process? I want it to stop when the best payoff does not change, change the weight in the model and then rerun the optimization automatically. Is it possible?
Thank you