I am using Nminimize
for simulation based optimization. I define the objective function (simulation with a variable "a") as a module to be used in the minimization. What I have found is if I do not print the function value (f[a]) using the EvaluationMonitor, NMinimize outputs 1000s of iterations of possible values for "a" extremely quickly without running the corresponding simulation run (because if it runs simulations, it will need few seconds for each simulation run and can not do 1000s of simulations in no time). However, when I include "f[a]" in the evaluation monitor, NMinimize runs the simulation for each possible value of "a" it outputs, but is disconnected to the optimization process. This is evident because NMinimize does not converge even after 1000s of iterations, when there are only 10 possible values "a" can take and I know the minimum occurs at "a"=10. Will someone help me understand what I am missing?
demand[n_,k_]:=Min[k Vf,n capacity];
supply[n_,k_]:=Min[(n Kj-k) w,n capacity];
flo[n_,Ku_,Kd_]:=Min[demand[n,Ku],supply[n,Kd]];
dx=Vf*dt;capacity=w*Vf*Kj/(Vf+w);Kj=150.;w=20.;Vf=100.;
n=Round[Flen/dx];m=Round[SimTime/dt];p=Round[Rlen/dx];RMLocation=Round[(2/3) p];
\[Alpha][a1_]:=1800.;\[Beta][a2_]:=0.1;L=1.;Flen=4.;Rlen=3.;delta = 1.;SimTime=15./60.;dt=6./3600.;
f[a_]:=Module[{k0=ConstantArray[0,n],kr=Table[Table[0,{i1,1,p}],{i2,1,n}],\[Gamma]=ConstantArray[1,n],\[Phi]},
Clear[j];j=0;RM[x_,t_]:=100 a;k=k0;
For[i=2,i<n,i++,kr[[i,1]]=\[Alpha][i dx] delta/Vf];
NtwrkTT=TT=Plus@@(Plus@@kr);
While[TT>0,
For[i=2,i<n,i++,
FQin=If[i==2,Min[demand[L,k0[[i-1]]],supply[L,k0[[i]]]],FQout];
dem=demand[L,k0[[i]]];dem=If[dem==0,0.001,dem];
\[Gamma][[i]]=Min[1,supply[L,k0[[i+1]]]/dem];
\[Phi]=\[Gamma][[i]] demand[1,kr[[i,p]]]/delta;
Qr=(\[Phi]-\[Beta][i dx] FQin) dx;
FQout=Min[demand[L,k0[[i]]],supply[L,k0[[i+1]]]];
k[[i]]=k0[[i]]+(FQin-FQout+Qr)/Vf;kr0=kr[[i]];
For[ir=2,ir<=p,ir++,
MR=If[ir==RMLocation+1,RM[i dx,j dt],capacity];
RQin=Min[MR,If[ir==2,flo[1,kr0[[ir-1]],kr0[[ir]]],RQout]];
MR=If[ir==RMLocation,RM[i dx,j dt],capacity];
RQout=Min[MR,If[ir<p,flo[1,kr0[[ir]],kr0[[ir+1]]],\[Phi] delta]];
kr[[i,ir]]=kr0[[ir]]+(RQin-RQout)/Vf];
kr[[i,1]]=If[j<=m,\[Alpha][i dx] delta/Vf,0]];
TT=Plus@@(Plus@@kr);
TT+=Plus@@k;
k0=k;NtwrkTT+=TT;j++];
NtwrkTT dt]
NMinimize[{f[a],3<=a<=12&&Element[a,Integers]},a,Method->"SimulatedAnnealing",EvaluationMonitor:>Print["a = ",a]]
edit: I edited this post extensively to make it clear. Apologize for any confusion.
f[a1_?NumericQ, a2_?NumericQ, a3_?NumericQ] :=...
that will effectively disable any symbolic preprocessing that might otherwise be happening. $\endgroup$?NumericQ
will fix anything and moreover ma not be applicable in this problem. $\endgroup$NMinimize
just evaluate for all the cases and select the minimum $\endgroup$