Re: Re: Problem with Maximize and conditions.

*To*: mathgroup at smc.vnet.net*Subject*: [mg51093] Re: [mg51053] Re: [mg51046] Problem with Maximize and conditions.*From*: DrBob <drbob at bigfoot.com>*Date*: Mon, 4 Oct 2004 06:18:09 -0400 (EDT)*References*: <200410020719.DAA26384@smc.vnet.net> <200410030947.FAA10649@smc.vnet.net>*Reply-to*: drbob at bigfoot.com*Sender*: owner-wri-mathgroup at wolfram.com

>> but what really puzzles me is that giving NMinimize the correct >> solution as an initial point does not seem to help And it gives an infeasible answer without an error message, while in another recent problem, it gave a right answer WITH an error message (falsely saying it couldn't find a feasible point). Bobby On Sun, 3 Oct 2004 05:47:19 -0400 (EDT), Andrzej Kozlowski <akoz at mimuw.edu.pl> wrote: > On 2 Oct 2004, at 16:19, Nacho wrote: > >> *This message was transferred with a trial version of CommuniGate(tm) >> Pro* >> Hello. >> >> I was trying to solve a problem with Mathematica 5 and I am getting >> strange results. >> >> The problem is: >> >> Minimize x+y+z, with the condition that 1/20x+y+5z==100 and x,y,z are >> Integers between 1 and 98 (inclusive). >> >> So I use: >> >> Minimize[{x+y+z, 1/20 x+y+5z\[Equal]100, x \[Element] Integers, >> y \[Element] Integers, z\[Element]Integers, 0<x<99,0<y<99,0<z<99}, >> {x,y, >> z}] >> >> I have copied the text using "Plain text" option, I hope it's fine. >> >> This returns the same expression, I suppose that Mathematica cannot >> resolve it. So I use NMinimize: >> >> NMinimize[{x+y+z, 1/20 x+y+5z\[Equal]100, x \[Element] Integers, >> y \[Element] Integers, z\[Element]Integers, 0<x<99,0<y<99,0<z<99}, >> {x,y, >> z}] >> >> Now I get a result, but rather weird... >> >> \!\({25.`, {x -> 1, y -> 5, z -> 1899\/100}}\) >> >> The minimum of x+y+z is 25 but z is 1899/100 >> 1899/100 is not a Integers, and the nearest Integer, 19, doesn't >> satisfy 1/20x+y+5z==100, and also x+y+z is not 25 but 24.99 >> >> I don't know why Mathematica has returned a Real when I specified an >> Integers. I suppose that it is related to the use of NMinimize. I >> suppose that it considers that 18.99 is so near of 19 that it can be >> considered an Integer. >> >> If you remove the condition of z being an Integer, the result changes, >> so it is affecting. Also, if you ask for "1899/100 e Integers" it >> returns False. >> >> So, does anybody know how to solve this? Ideally, I would like to know >> why Minimize doesn't work (so I have to use NMinimize), but in any >> case, how to solve the problem. >> >> Thanks! >> >> > First, let us solve the problem. > > > In[1]:= > p = List @@ Apply[List, Reduce[{(1/20)*x + y + 5*z == 100, 0 < x < 99, > 0 < y < 99, 0 < z < 99}, > {x, y, z}, Integers], {1}] > > Out[1]= > {{x == 20, y == 4, z == 19}, {x == 20, y == 9, z == 18}, {x == 20, y == > 14, z == 17}, > {x == 20, y == 19, z == 16}, {x == 20, y == 24, z == 15}, {x == 20, y > == 29, z == 14}, > {x == 20, y == 34, z == 13}, {x == 20, y == 39, z == 12}, {x == 20, y > == 44, z == 11}, > {x == 20, y == 49, z == 10}, {x == 20, y == 54, z == 9}, {x == 20, y > == 59, z == 8}, > {x == 20, y == 64, z == 7}, {x == 20, y == 69, z == 6}, {x == 20, y > == 74, z == 5}, > {x == 20, y == 79, z == 4}, {x == 20, y == 84, z == 3}, {x == 20, y > == 89, z == 2}, > {x == 20, y == 94, z == 1}, {x == 40, y == 3, z == 19}, {x == 40, y > == 8, z == 18}, > {x == 40, y == 13, z == 17}, {x == 40, y == 18, z == 16}, {x == 40, y > == 23, z == 15}, > {x == 40, y == 28, z == 14}, {x == 40, y == 33, z == 13}, {x == 40, y > == 38, z == 12}, > {x == 40, y == 43, z == 11}, {x == 40, y == 48, z == 10}, {x == 40, y > == 53, z == 9}, > {x == 40, y == 58, z == 8}, {x == 40, y == 63, z == 7}, {x == 40, y > == 68, z == 6}, > {x == 40, y == 73, z == 5}, {x == 40, y == 78, z == 4}, {x == 40, y > == 83, z == 3}, > {x == 40, y == 88, z == 2}, {x == 40, y == 93, z == 1}, {x == 60, y > == 2, z == 19}, > {x == 60, y == 7, z == 18}, {x == 60, y == 12, z == 17}, {x == 60, y > == 17, z == 16}, > {x == 60, y == 22, z == 15}, {x == 60, y == 27, z == 14}, {x == 60, y > == 32, z == 13}, > {x == 60, y == 37, z == 12}, {x == 60, y == 42, z == 11}, {x == 60, y > == 47, z == 10}, > {x == 60, y == 52, z == 9}, {x == 60, y == 57, z == 8}, {x == 60, y > == 62, z == 7}, > {x == 60, y == 67, z == 6}, {x == 60, y == 72, z == 5}, {x == 60, y > == 77, z == 4}, > {x == 60, y == 82, z == 3}, {x == 60, y == 87, z == 2}, {x == 60, y > == 92, z == 1}, > {x == 80, y == 1, z == 19}, {x == 80, y == 6, z == 18}, {x == 80, y > == 11, z == 17}, > {x == 80, y == 16, z == 16}, {x == 80, y == 21, z == 15}, {x == 80, y > == 26, z == 14}, > {x == 80, y == 31, z == 13}, {x == 80, y == 36, z == 12}, {x == 80, y > == 41, z == 11}, > {x == 80, y == 46, z == 10}, {x == 80, y == 51, z == 9}, {x == 80, y > == 56, z == 8}, > {x == 80, y == 61, z == 7}, {x == 80, y == 66, z == 6}, {x == 80, y > == 71, z == 5}, > {x == 80, y == 76, z == 4}, {x == 80, y == 81, z == 3}, {x == 80, y > == 86, z == 2}, > {x == 80, y == 91, z == 1}} > > This gives all the integer solutions of your set of equations. Now lets > find which one ahs the minimum value: > > In[2]:= > Ordering[x + y + z /. {ToRules[Reduce[{(1/20)*x + y + 5*z == 100, 0 < x > < 99, 0 < y < 99, 0 < z < 99}, > {x, y, z}, Integers]]}] > > Out[2]= > {1, 2, 3, 4, 5, 20, 6, 21, 7, 22, 8, 23, 9, 24, 10, 39, 25, 11, 40, 26, > 12, 41, 27, 13, 42, 28, 14, > 43, 29, 15, 58, 44, 30, 16, 59, 45, 31, 17, 60, 46, 32, 18, 61, 47, > 33, 19, 62, 48, 34, 63, 49, 35, > 64, 50, 36, 65, 51, 37, 66, 52, 38, 67, 53, 68, 54, 69, 55, 70, 56, > 71, 57, 72, 73, 74, 75, 76} > > This means its the first one. The values of the variables where the > minimum was found are: > > p[[1]] > > > {x == 20, y == 4, z == 19} > > The minimum value is: > > > Plus @@ p[[1,All,2]] > > > 43 > > So rather larger than 25. > > Now, as for the other part. Well, the methods used by Minimize are > quite unable to dealwith integer problems and the methods used by > NMinimize are, say, not terribly good. Basically you have to try to > adjust various options in NMinimize and see if you can get a better > result. One problem is, of course, that it is hard to know how "good' > the answer you are getting is. The other problem is that the options > used by NMinimize are not terribly well documented, so you have to do > some guessing. > > By trying various options the best I have been able to do is > > > NMinimize[{x + y + z, (1/20)*x + y + 5*z == 100, (x | y | z) â?? > Integers, 0 < x < 99, 0 < y < 99, > 0 < z < 99}, {x, y, z}, Method -> {"DifferentialEvolution", > "ScalingFactor" -> 0, > "PenaltyFunction" -> (100*(#1 - Floor[#1]) & )}] > > {42., {x -> 20, y -> 3, z -> 96/5}} > > which is not bad. > > but what really puzzles me is that giving NMinimize the correct > solution as an initial point does not seem to help; > > > NMinimize[{x + y + z, (1/20)*x + y + 5*z == 100, (x | y | z) â?? > Integers, 0 < x < 99, 0 < y < 99, > 0 < z < 99}, {x, y, z}, Method -> {"DifferentialEvolution", > "ScalingFactor" -> 0, > "PenaltyFunction" -> (100*(#1 - Floor[#1]) & ), InitialPoints -> > {{20, 4, 19}}}] > > {42., {x -> 20, y -> 3, z -> 96/5}} > > ???? > > > > > Andrzej Kozlowski > Chiba, Japan > http://www.akikoz.net/~andrzej/ > http://www.mimuw.edu.pl/~akoz/ > > > > -- DrBob at bigfoot.com www.eclecticdreams.net

**References**:**Problem with Maximize and conditions.***From:*ncc1701zzz@hotmail.com (Nacho)

**Re: Problem with Maximize and conditions.***From:*Andrzej Kozlowski <akoz@mimuw.edu.pl>

**Re: Problem with Maximize and conditions.**

**Re: Re: Problem with Maximize and conditions.**

**Re: Problem with Maximize and conditions.**

**Re: Problem with Maximize and conditions.**