Auto count subproblems in Excel Solver - excel

When using Excel solver there are options to terminate optimisation after a max number of subproblems, or a set period of time without improvement in the objective function output. Presumably, if using the latter, running the optimisation on a system with greater computing power, a greater number of sub-problems will be tested before timing out and therefore the possibility of a "more optimal" solution exists.
This got me wondering if there was a way of automatically recording the number of subproblems for each optimisation run. I could then use stats based on this data to set a max sub problem limit as an alternative to time without improvement - that way if i run the model on a less powerful system, i can be sure that i am going to get similar results (there is no point in setting the max subproblem limit to say 10, if the optimal solution is found after 300 sub problems on average).
The question is, does anybody know how to automatically record the number of subproblems for each model run? I run my model on a loop via a macro.
Many thanks in advance.

Related

difference in speed between Application.CalculateFull and AltGr+Shift+F9

I'm currently trying to optimize my workbook (Excel 365) according to the official guidelines and some other tips and tricks. Furthermore, I am not using any volatile functions, array formulas or conditional formats anymore. I've come quite far and the time needed to do a full re-calculation is approx. 0.2 seconds with a 'volatility ratio' of around 20% (though I did not use any volatile functions?). Application.CalculateFullRebuild takes 0.05 seconds longer, so in total around 0.25 seconds, barely a difference.
But If I do a full recalculation using AltGr+Shift+F9 it takes about 5 seconds. This is also the reason why I turned off automatic calculation and recalculate any changed data via the Worksheet_change-event, which is way faster though definitely not best practice. So, I'm wondering, what are the differences between both methods here? Why is the 'normal' way slower than calling Application.Calculate or Application.CalculateFull?
(to prevent too many nested functions I used two user-defined-functions, one interpolates some data, the second one just returns the (variant) input data if a condition is true and a string if not. To get an idea, when calling Application.CalculateFull, in total 1862 UDFs are evaluated. Maybe this has something to do with it?)
Thank you very much, cheers!

Traveling Salesman Alternate - How would one code it if the cities were all the same distances from each other?

First time asking question, apologies if incorrect.
What would be the best way to approach this problem (Similar to travelling salesman, but I'm not sure if it runs into the same issues).
You have a list of "tasks" at certain locations (Cities) and a group of "people" that can complete those tasks (Salesmen). This is structured over a day, where some tasks may need to be completed before a specific time and may require specific "tools" (Set number available). The difference is that the length between each location is the same in all circumstances, but they all have to return to the start. Therefore, rather than trying to minimise the distance travelled, instead you want to maximise the time each salesmen spends moving and stays at the initial staring node. This also gives you pre-defined requirements.
The program doesn't need to find an optimal solution, just an acceptable one (Greater than a certain value.) Would you just bash out each case? If so, what would be the best language to use for bashing out the solutions?
Thanks
EDIT - Just to confirm, the pre-requisite where all the cities are the same distance from each other is just for simplification of the problem, not reflective of real life.

How to parallelize execution of a custom function formula while keeping the Google Sheet shareable and permissionless?

I have a Google Sheet with a custom function formula that: takes in a matrix and two vectors from a spreadsheet, does some lengthy matrix-vector calculations (>30 sec, so above the quota), before outputting the result as a bunch of rows. It is single-threaded, since that's what Google Apps Script (GAS) natively is, but I want to parallelize the calculation using a multi-threading workaround, so it speeds it up drastically.
Requirements (1-3):
UX: It should run the calculations automatically and reactively as a custom function formula, which implies that the user doesn't have to manually start it by clicking a run button or similar. Like my single-threaded version currently does.
Parallelizable: It should ideally spawn ~30 threads/processes, so that instead of taking >30 seconds as it now does (which makes it time out due to Google's quota limit), it should take ~1 second. (I know GAS is single-threaded, but there are workarounds, referenced below).
Shareability: I should ideally be able to share the Sheet with other people, so they can "Make a copy" of it, and the script will still run the calculations for them:
3.1 Permissionless: Without me having to manually hand out individual permissions to users (permissionless). For instance whenever someone "Makes a copy" and "Execute the app as user accessing the web app". My rudimentary testing suggest that this is possible.
3.2 Non-intrusive: Without users of the spreadsheet having to give intrusive authorizations like "Give this spreadsheet/script/app access to your entire Google Drive or Gmail account?". Users having to give an non-intrusive authorization to a script/webapp can be acceptable, as long as requirement 3.1 is still maintained.
3.3 UX: Without forcing users to view a HTML sidebar in the spreadsheet.
I have already read this excellent related answer by #TheMaster which outlines some potential ways of solving parallelization in Google Apps script in general. Workaround #3 google.script.run and workaround #4 UrlFetchApp.fetchAll (both using a Google Web App) looks most promising. But some details are unknown to me, such as if they can adhere to requirements 1 and 3 with its sub-requirements.
I can conceive of an other potential naïve workaround which would be to split the function up into several custom functions formulas and do the parallelization (by some kind of Map/Reduce) inside the spreadsheet itself (storing intermediary results back into the spreadsheet, and having custom function formulas work on that as reducers). But that's undesired, and probably unfeasible, in my case.
I'm very confident my function is parallelizable using some kind of Map/Reduce process. The function is currently optimized by doing all the calculations in-memory, without touching the spreadsheet in-between steps, before finally outputting the result to the spreadsheet. The details of it is quite intricate and well over 100 lines, so I don't want to overload you with more (and potentially confusing) information which doesn't really affect the general applicability of this case. For the context of this question you may assume that my function is parallelizable (and map-reduce'able), or consider any function you already know that would be. What's interesting is what's generally possible to achieve with parallelizationin Google Apps Script, while also maintaining the highest level of shareability and UX. I'll update this question with more details if needed.
Update 2020-06-19:
To be more clear, I do not rule out Google Web App workarounds entirely, as I haven't got experience with their practical limitations to know for sure if they can solve the problem within the requirements. I have updated the sub-requirements 3.1 and 3.2 to reflect this. I also added sub-req 3.3, to be clearer on the intent. I also removed req 4, since it was largely overlapping with req 1.
I also edited the question and removed the related sub-questions, so it is more focused on the single main HOWTO-question in the title. The requirements in my question should provide a clear objective standard for which answers would be considered best.
I realise the question might entail a search for the Holy Grail of Google Sheet multithreading workarounds, as #TheMaster has pointed out in private. Ideally, Google would provide one or more features to support multithreading, map-reduce, or more permissionless sharing. But until then I would really like to know what is the optimal workaround within the current constraints we have. I would hope this question is relevant to others as well, even considering the tight requirements.
If you publish a web-app with "anyone, even anonymous", execute as "Me", then the custom function can use UrlFetchApp.fetchAllAuthorization not needed to post to that web-app. This will run in parallelproof. This solves all the three requirements.
Caveat here is: If multiple people use the sheet, and the custom function will have to post to the "same" webapp (that you published to execute as you) for processing, Google will limit simultaneous executionsquota limit:30.
To workaround this, You can ask people using your sheet to publish their own web-apps. They'll have to do this once at the beginning and no authorization is needed.
If not, you'll need to host a custom server for the load or something like google-cloud-functions might help
I ended up using the naïve workaround that I mentioned in my post:
I can conceive of an other potential naïve workaround which would be
to split the function up into several custom functions formulas and do
the parallelization (by some kind of Map/Reduce) inside the
spreadsheet itself (storing intermediary results back into the
spreadsheet, and having custom function formulas work on that as
reducers). But that's undesired, and probably unfeasible, in my case.
I initially disregarded it because it involves having an extra sheet tab with calculations which was not ideal. But when I reflected on it after investigating alternative solutions, it actually solves all the stated requirements in the most non-intrusive manner. Since it doesn't require anything extra from users the spreadsheet is shared with. It also stays 'within' Google Sheets as far as possible (no semi- or fully external Web App needed), doing the parallelization by relying on the native parallelization of concurrently executing spreadsheet cells, where results can be chained, and appear to the user like using regular formulas (no extra menu item or run-this-script-buttons necessary).
So I implemented MapReduce in Google Sheets using custom functions each operating on a slice of the interval I wanted to calculate. The reason I was able to do that, in my case, was that the input to my calculation was divisible into intervals that could each be calculated separately, and then joined later.**
Each parallel custom function then takes in one interval, calculates that, and outputs the results back to the sheet (I recommend to output as rows instead of columns, since columns are capped at 18 278 columns max. See this excellent post on Google Spreadsheet limitations.) I did run into the only 40,000 new rows at a time limitation, but was able to perform some reducing on each interval, so that they only output a very limited amount of rows to the spreadsheet. That was the parallelization; the Map part of MapReduce. Then I had a separate custom function which did the Reduce part, namely: dynamically target*** the spreadsheet output area of the separately calculated custom functions, and take in their results, once available, and join them together while further reducing them (to find the best performing results), to return the final result.
The interesting part was that I thought I would hit the only 30 simultaneous execution quota limit of Google Sheets. But I was able to parallelize up to 64 independently and seemingly concurrently executing custom functions. It may be that Google puts these into a queue if they exceed 30 concurrent executions, and only actually process 30 of them at any given time (please comment if you know). But anyhow, the parallelization benefit/speedup was huge, and seemingly nearly infinitely scalable. But with some caveats:
You have to define the number of parallelised custom functions up front, manually. So the parallelization doesn't infinitely auto-scale according to demand****. This is important because of the counter-intuitive result that in some cases using less parallelization actually executes faster. In my case, the result set from a very small interval could be exceedingly large, while if the interval had been larger then a lot of the results would have been ruled out underway in the algorithm in that parallelised custom function (i.e. the Map also did some reduction).
In rare cases (with huge inputs), the Reducer function will output a result before all of the parallel (Map) functions have completed (since some of them seemingly take too long). So you seemingly have a complete result set, but then a few seconds later it will re-update when the last parallel function returns its result. This is not ideal, so to be notified of this I implemented a function to tell me if the result was valid. I put it in the cell above the Reduce function (and colored the text red). B6 is the number of intervals (here 4), and the other cell references go to the cell with the custom function for each interval: =didAnyExecutedIntervalFail($B$6,S13,AB13,AK13,AT13)
function didAnyExecutedIntervalFail(intervalsExecuted, ...intervalOutputs) {
const errorValues = new Set(["#NULL!", "#DIV/0!", "#VALUE!", "#REF!", "#NAME?", "#NUM!", "#N/A","#ERROR!", "#"]);
// We go through only the outputs for intervals which were included in the parallel execution.
for(let i=0; i < intervalsExecuted; i++) {
if (errorValues.has(intervalOutputs[i]))
return "Result below is not valid (due to errors in one or more of the intervals), even though it looks like a proper result!";
}
}
The parallel custom functions are limited by Google quota of max 30 sec execution time for any custom function. So if they take too long to calculate, they still might time out (causing the issue mentioned in the previous point). The way to alleviate this timeout is to parallelise more, dividing into more intervals, so that each parallel custom function runs below 30 second.
The output of it all is limited by Google Sheet limitations. Specifically max 5M cells in a spreadsheet. So you may need to perform some reduction on the size of the results calculated in each parallel custom function, before returning its result to the spreadsheet. So that they each are below 40 000 rows, otherwise you'll receive the dreaded "Results too large" error). Furthermore, depending on the size the result of each parallel custom function, it would also limit how many custom functions you could have at the same time, as they and their result cells take space in the spreadsheet. But if each of them take in total, say 50 cells (including a very small output), then you could still parallelize pretty much (5M / 50 = 100 000 parallel functions) within a single sheet. But you also need some space for whatever you want to do with those results. And the 5M cells limit is for the whole Spreadsheet in total, not just for one of its sheet tabs, apparently.
** For those interested: I basically wanted to calculate all combinations of a sequence of bits (by brute force), so the function was 2^n where n was the number of bits. The initial range of combinations was from 1 to 2^n, so it could be divided into intervals of combinations, for example, if dividing into two intervals, it would be one from 1 to X and then one from X+1 to 2^n.
*** For those interested: I used a separate sheet formula to dynamically determine the range for the output of one of the intervals, based on the presence of rows with content. It was in a separate cell for each interval. For the first interval it was in cell S11 and the formula looked like this:
=ADDRESS(ROW(S13),COLUMN(S13),4)&":"&ADDRESS(COUNTA(S13:S)+ROWS(S1:S12),COLUMN(Z13),4) and it would output S13:Z15 which is the dynamically calculated output range, which only counts those rows with content (using COUNTA(S13:S)), thus avoiding to have a statically determined range. Since with a normal static range the size of the output would have to be known in advance, which it wasn't, or it would possibly either not include all of the output, or a lot of empty rows (and you don't want the Reducer to iterate over a lot of essentially empty data structures). Then I would input that range into the Reduce function by using INDIRECT(S$11). So that's how you get the results, from one of the intervals processed by a parallelized custom function, into the main Reducer function.
**** Though you could make it auto-scale up to some pre-defined amount of parallelised custom functions. You could use some preconfigured thresholds, and divide into, say, 16 intervals in some cases, but in other cases automatically divide into 64 intervals (preconfigured, based on experience). You'd then just stop / short-circuit the custom functions which shouldn't participate, based on if the number of that parallelised custom function exceeds the number of intervals you want to divide into and process. On the first line in the parallelised custom function: if (calcIntervalNr > intervals) return;. Though you would have to set up all the parallel custom functions in advance, which can be tedious (remember you have to account for the output area of each, and are limited by the max cell limit of 5M cells in Google Sheets).

manova or regression or ?; how to in excel

I need to conduct analysis on one factor - which is number of days per project. I have around 30000 of projects with the number of days for each.
The projects are grouped in: categories(there are 10 categories), scales(A/B/C), regions(EU or Asia), months (12-in 1 year) and also one 0-1 factor.
I need to run analysis on this whole database, to find out which factors are important for the number of days and how they are influencing it.
I think that linear regression is one of the way to do it but I don't know how to use it (I'm going to work in excel).
I'm not sure if MANOVA is the right method and also how to conduct the analysis using it.
Are the methods correct and is there some guide how to run them in excel? Are there any more useful methods to do it?
Since it is 1-factor I think it would be ANOVA rather than MANOVA. Excel's Analysis ToolPak has a nice ANOVA utility. Here is a nice tutorial on using it.
Over the years there has been repeated criticisms of the numerical stability of Excel's statistical computation. The worst of the problems seem to have been largely fixed by Excel 2010, but many statisticians still regard Excel with suspicion. With 30,000 data points split between so many categories, I really don't think Excel would be a good tool. It might be good for a preliminary analysis, but with data on that scale you should consider using R.

How to predict when next event occurs based on previous events? [closed]

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Basically, I have a reasonably large list (a year's worth of data) of times that a single discrete event occurred (for my current project, a list of times that someone printed something). Based on this list, I would like to construct a statistical model of some sort that will predict the most likely time for the next event (the next print job) given all of the previous event times.
I've already read this, but the responses don't exactly help out with what I have in mind for my project. I did some additional research and found that a Hidden Markov Model would likely allow me to do so accurately, but I can't find a link on how to generate a Hidden Markov Model using just a list of times. I also found that using a Kalman filter on the list may be useful but basically, I'd like to get some more information about it from someone who's actually used them and knows their limitations and requirements before just trying something and hoping it works.
Thanks a bunch!
EDIT: So by Amit's suggestion in the comments, I also posted this to the Statistics StackExchange, CrossValidated. If you do know what I should do, please post either here or there
I'll admit it, I'm not a statistics kind of guy. But I've run into these kind of problems before. Really what we're talking about here is that you have some observed, discrete events and you want to figure out how likely it is you'll see them occur at any given point in time. The issue you've got is that you want to take discrete data and make continuous data out of it.
The term that comes to mind is density estimation. Specifically kernel density estimation. You can get some of the effects of kernel density estimation by simple binning (e.g. count the number events in a time interval such as every quarter hour or hour.) Kernel density estimation just has some nicer statistical properties than simple binning. (The produced data is often 'smoother'.)
That only takes care of one of your problems, though. The next problem is still the far more interesting one -- how do you take a time line of data (in this case, only printer data) and produced a prediction from it? First thing's first -- the way you've set up the problem may not be what you're looking for. While the miracle idea of having a limited source of data and predicting the next step of that source sounds attractive, it's far more practical to integrate more data sources to create an actual prediction. (e.g. maybe the printers get hit hard just after there's a lot of phone activity -- something that can be very hard to predict in some companies) The Netflix Challenge is a rather potent example of this point.
Of course, the problem with more data sources is that there's extra legwork to set up the systems that collect the data then.
Honestly, I'd consider this a domain-specific problem and take two approaches: Find time-independent patterns, and find time-dependent patterns.
An example time-dependent pattern would be that every week day at 4:30 Suzy prints out her end of the day report. This happens at specific times every day of the week. This kind of thing is easy to detect with fixed intervals. (Every day, every week day, every weekend day, every Tuesday, every 1st of the month, etc...) This is extremely simple to detect with predetermined intervals -- just create a curve of the estimated probability density function that's one week long and go back in time and average the curves (possibly a weighted average via a windowing function for better predictions).
If you want to get more sophisticated, find a way to automate the detection of such intervals. (Likely the data wouldn't be so overwhelming that you could just brute force this.)
An example time-independent pattern is that every time Mike in accounting prints out an invoice list sheet, he goes over to Johnathan who prints out a rather large batch of complete invoice reports a few hours later. This kind of thing is harder to detect because it's more free form. I recommend looking at various intervals of time (e.g. 30 seconds, 40 seconds, 50 seconds, 1 minute, 1.2 minutes, 1.5 minutes, 1.7 minutes, 2 minutes, 3 minutes, .... 1 hour, 2 hours, 3 hours, ....) and subsampling them via in a nice way (e.g. Lanczos resampling) to create a vector. Then use a vector-quantization style algorithm to categorize the "interesting" patterns. You'll need to think carefully about how you'll deal with certainty of the categories, though -- if your a resulting category has very little data in it, it probably isn't reliable. (Some vector quantization algorithms are better at this than others.)
Then, to create a prediction as to the likelihood of printing something in the future, look up the most recent activity intervals (30 seconds, 40 seconds, 50 seconds, 1 minute, and all the other intervals) via vector quantization and weight the outcomes based on their certainty to create a weighted average of predictions.
You'll want to find a good way to measure certainty of the time-dependent and time-independent outputs to create a final estimate.
This sort of thing is typical of predictive data compression schemes. I recommend you take a look at PAQ since it's got a lot of the concepts I've gone over here and can provide some very interesting insight. The source code is even available along with excellent documentation on the algorithms used.
You may want to take an entirely different approach from vector quantization and discretize the data and use something more like a PPM scheme. It can be very much simpler to implement and still effective.
I don't know what the time frame or scope of this project is, but this sort of thing can always be taken to the N-th degree. If it's got a deadline, I'd like to emphasize that you worry about getting something working first, and then make it work well. Something not optimal is better than nothing.
This kind of project is cool. This kind of project can get you a job if you wrap it up right. I'd recommend you do take your time, do it right, and post it up as function, open source, useful software. I highly recommend open source since you'll want to make a community that can contribute data source providers in more environments that you have access to, will to support, or time to support.
Best of luck!
I really don't see how a Markov model would be useful here. Markov models are typically employed when the event you're predicting is dependent on previous events. The canonical example, of course, is text, where a good Markov model can do a surprisingly good job of guessing what the next character or word will be.
But is there a pattern to when a user might print the next thing? That is, do you see a regular pattern of time between jobs? If so, then a Markov model will work. If not, then the Markov model will be a random guess.
In how to model it, think of the different time periods between jobs as letters in an alphabet. In fact, you could assign each time period a letter, something like:
A - 1 to 2 minutes
B - 2 to 5 minutes
C - 5 to 10 minutes
etc.
Then, go through the data and assign a letter to each time period between print jobs. When you're done, you have a text representation of your data, and that you can run through any of the Markov examples that do text prediction.
If you have an actual model that you think might be relevant for the problem domain, you should apply it. For example, it is likely that there are patterns related to day of week, time of day, and possibly date (holidays would presumably show lower usage).
Most raw statistical modelling techniques based on examining (say) time between adjacent events would have difficulty capturing these underlying influences.
I would build a statistical model for each of those known events (day of week, etc), and use that to predict future occurrences.
I think the predictive neural network would be a good approach for this task.
http://en.wikipedia.org/wiki/Predictive_analytics#Neural_networks
This method is also used for predicting f.x. weather forecasting, stock marked, sun spots.
There's a tutorial here if you want to know more about how it works.
http://www.obitko.com/tutorials/neural-network-prediction/
Think of a markov chain like a graph with vertex connect to each other with a weight or distance. Moving around this graph would eat up the sum of the weights or distance you travel. Here is an example with text generation: http://phpir.com/text-generation.
A Kalman filter is used to track a state vector, generally with continuous (or at least discretized continuous) dynamics. This is sort of the polar opposite of sporadic, discrete events, so unless you have an underlying model that includes this kind of state vector (and is either linear or almost linear), you probably don't want a Kalman filter.
It sounds like you don't have an underlying model, and are fishing around for one: you've got a nail, and are going through the toolbox trying out files, screwdrivers, and tape measures 8^)
My best advice: first, use what you know about the problem to build the model; then figure out how to solve the problem, based on the model.

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