Optimization Anomaly
Forums › ProRealTime English forum › ProRealTime platform support › Optimization Anomaly
- This topic has 25 replies, 3 voices, and was last updated 5 years ago by GraHal.
-
-
03/28/2019 at 11:31 AM #94872
When I input a fixed value for the variables, in this case 1.0, 0.5, 1.1, 0.5, I get exactly 5026.4 euro.
As your top Gain is less than 5026.4 euro using the Optimiser then it seems other factors are at play in the Optimiser Algorithm?
03/28/2019 at 3:02 PM #94895Boy oh boy, do I have found a beautifull example that truly demonstrates that something is wrong with the Optimization test. But I guess Nicolas already acknowledged that.
I’ll post it anyway, maybe it can give the PRT crew an extra insight in where things might go wrong.
Exhibit A
We start our example with a combination of which we know produces a top result (SLL: 0,95 – SLS: 0,98)(We’ll call this our Start Combo)
Exhibit B
We run an optimization test for a total of 100 combinations.
As the test is running we see our Start Combo appearing in the list.
Exhibit C
The test is complete.
Not only is our Start Combo nowhere to be found (as are a bunch of other top result combo’s), but the top result is lower than our Start Combo.
Exhibit D
Since the number of combinations is 100, our Start Combo has to be in the Optimize Report, since this is always a top 100 list.
So we filter the Optimize report in an Excel sheet, and what do we see: the 0,95 and 0,96 SLL series are missing.
Coincidentally, or not, the series that produces the best results.
But then it dawned upon me:
If the min value of SLL is 0.9 and the max value is 1.0, and the min and max value are included in the test, that means there are a total of 11 values to be tested for SLL.
Same goes for SLS.
11×11 = 121
That means that the displayed total number of combinations is also incorrect.
When you look at the Excel file, you will see that the min and max values are indeed included, but since there is only room for 100 combinations, it is no wonder that we can’t see all combinations. But as I already mentioned, it seems the best ones go missing.
1 user thanked author for this post.
03/28/2019 at 3:02 PM #9490003/29/2019 at 8:15 AM #94956it seems the best ones go missing
Aha that is why we find it difficult to finish up with successful Auto-Systems using the Optimiser!? 🙂
Had any more thoughts PZ?
When you get chance … do you get same results today?
03/29/2019 at 8:46 AM #9496303/29/2019 at 11:11 AM #94980As can be seen in Exhibit E, I can confirm that the optimization report is correct once more.
However, there still seems to be a problem with the displayed number of combinations.
With a min value of 0,91 and a max value of 1,00 there are a total of 10 values to be tested per variable.
10×10 = 100 (instead of the displayed 81)
When you look a the optimize report (Excel file attached), you will get a 100 combinations.
But I guess that isn’t the biggest of problems.
03/29/2019 at 12:02 PM #94986But I guess that isn’t the biggest of problems.
I still see it as an Issue as if it is the top 100 then 100 rows should be displayed.
For all we know, the Optimiser may not display the critical rows that I / you / we want?
03/29/2019 at 12:51 PM #9498703/29/2019 at 1:19 PM #94993Ahhahahahah … good work! Well spotted!!!!
Still not right though is it … as you say, even with decimals there are 100 combinations, but only 81 calculated and displayed, I still say there is a glitch in the Optimiser algorithm (for decimals only?)?
Ill ponder on that a bit more later, just came in for lunch from from fixing a new boundary fence … retirement is good, I should have done it sooner! 🙂
Edit / PS
But where are you sourcing the 100 combos shown in your excel?
03/29/2019 at 1:29 PM #94997Edit / PS But where are you sourcing the 100 combos shown in your excel?
Even though the number that is displayed says that there are only 81 combinations, the opitimize report actually delivers all 100 combinations, as should be.
The report in that regard is totally correct. Its just the displayed number that is wrong.
That is why I think it’s no real issue.
03/29/2019 at 2:04 PM #95002That is why I think it’s no real issue.
Ah gotcha, yes I agree now, I clearly didn’t read your comment as you meant it to be read … thank you for being patient with me! 🙂
-
AuthorPosts