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Optimization : force a parameter to be an integer
Posted May 28, 2024, 10:35 a.m. EDT Optimization, Studies & Solvers Version 6.2 3 Replies
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Hello
I am making an optimization model where I have a repetition of a certain pattern. I want to optimize the overall pattern and the number of repetitions is one of my parameters and I need it to be interger. I guess I could try to use floor(N) in my formulas but I think a gradient descent based algorithm needs some changes between each step to compute the gradient, otherwise it would think that changing N a little does not affect the output. Can someone confirm or denie that ? If that's true, any ideas on how to force this parameter to be integer (force a step of 1) ?
Thank you !
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Hi
COMSOL does not support integer optimization. IPOPT will change controls even though the sensitivity is zero, but in most situations, you can just fix the integer and perform a sweep over the optimization. It sounds like you only have a single integer parameter, so this ought to be a viable strategy.
Best regards,
Kristian E. Jensen
Technical Product Manager Optimization
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Thank you for the reply, I will try that. Is the incrementation of each parameter constant over the optimisation ? if so I could maybe find a scale factor that makes the step be 1
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Hi
You can specify the increment in the Parametric Sweep, i.e. range(1,1,10) sweeps the value from 1 to 10 in steps of 1.
Best regards,
Kristian E. Jensen
Technical Product Manager Optimization