我有一个优化问题,需要我测试潜在投资组合的所有潜在组合选择,我还需要能够快速适应以排除某些选择。
这必须在Excel中完成。
以下我的消毒示例的规则:
组合
所有这些都会给我7*4*4 = 112
个可能的组合
1。无约束的问题
我的实际问题要复杂得多,但基本结构也是如此。
我想要做的是采用excel-formula或vba方法来填充所有可用选项:
2。约束问题
我尝试了什么
我确实解决了一个初始问题,其中杂货店选项的数量与MOD\INT
方法相同。由于模式是可重复的,因此单个公式很简单。
如果有一个智能公式解决方案,那么这将是首选,但我对代码开放(这是我正在尝试的路线)
答案 0 :(得分:3)
在这个专家交流PAQ http://rdsrc.us/qdl6tl中,我研究了一个非常类似的问题,列举了五种不同类别事物的每种组合。每个类别的事物数量各不相同。枚举必须考虑在类别中没有选择的可能性以及从该类别中选择的任何一个选择。
我把问题写成五位数,其中数字中每个位置的可能位数是一个变量。
Sub CombinatrixPlus()
'Forms all the combinations of at least two subattributes taken from a selection. _
No more than one subattribute may be taken from any row.
'Uses variable base counting method
Dim i As Long, ii As Long, j As Long, k As Long, lenSep As Long, _
m As Long, mCol As Long, mSheet As Long, mRow As Long, _
N As Long, nBlock As Long, nMax As Long, nWide As Long
Dim v As Variant, vInputs As Variant, vResults As Variant
Dim rg As Range, rgDest As Range
Dim ws As Worksheet
Dim s As String, sep As String
Application.ScreenUpdating = False
sep = ", " 'Separator substring between each subattribute in results
Set ws = Worksheets("Sheet2") 'Put first batch of results in this worksheet
Set rgDest = ws.[A2] 'Put results starting in this cell
mSheet = rgDest.Worksheet.Index
mCol = rgDest.Column
lenSep = Len(sep)
Set rg = Selection 'Cells containing the subattributes
nBlock = 16384 'Maximum number of values in results array
'Clear the previous results
Application.DisplayAlerts = False
For i = Worksheets.Count To ws.Index Step -1
Worksheets(i).Cells.Clear 'Clear the cells
If i > ws.Index Then Worksheets(i).Delete 'Delete the sheet
Next
Application.DisplayAlerts = True
N = rg.Rows.Count
nWide = N 'If results lists subattributes in separate cells
'nWide = 1 'If results lists subattributes as a single string with separators
ReDim v(N, 1 To 2)
vInputs = rg.Value
v(0, 2) = 1
For i = 1 To N
v(i, 1) = Application.CountA(rg.Rows(i))
v(i, 2) = (v(i, 1) + 1) * v(i - 1, 2)
Next
nMax = v(N, 2) - 1
ReDim vResults(1 To nBlock, 1 To nWide)
For i = 1 To nMax
s = ""
m = 0
ii = ii + 1
For j = 1 To N
k = (i Mod v(j, 2)) \ v(j - 1, 2)
If k <> 0 Then
m = m + 1
If nWide > 1 Then vResults(ii, j) = vInputs(j, k)
s = s & sep & vInputs(j, k)
End If
Next
s = Mid$(s, lenSep + 1)
If nWide = 1 Then vResults(ii, 1) = s 'Results in a concatentated string
If m < 2 Then ii = ii - 1
If ii = nBlock Then
Application.StatusBar = "Now posting combination " & i & " of " & nMax
mRow = rgDest.Worksheet.Cells(Rows.Count, mCol).End(xlUp).Row
If rgDest.Worksheet.Cells(mRow, mCol) <> "" Then mRow = mRow + 1
If mRow < rgDest.Row Then mRow = rgDest.Row
If (Rows.Count - mRow) >= nBlock Then
rgDest.Worksheet.Cells(mRow, mCol).Resize(nBlock, nWide).Value = vResults
Else
mSheet = mSheet + 1
If Worksheets.Count < mSheet Then Worksheets.Add After:=Worksheets(mSheet - 1)
With ActiveSheet
Set rgDest = .Range(rgDest.Address)
For j = 1 To N
.Columns(j).ColumnWidth = ws.Columns(j).ColumnWidth
Next
mRow = rgDest.Row
.Cells(mRow, mCol).Resize(nBlock, nWide).Value = vResults
End With
End If
ii = 0
ReDim vResults(1 To nBlock, 1 To nWide)
End If
Next
If ii > 0 Then
Application.StatusBar = "Now posting combination " & i & " of " & nMax
mRow = rgDest.Worksheet.Cells(Rows.Count, mCol).End(xlUp).Row
If rgDest.Worksheet.Cells(mRow, mCol) <> "" Then mRow = mRow + 1
If mRow < rgDest.Row Then mRow = rgDest.Row
If (Rows.Count - mRow) >= nBlock Then
rgDest.Worksheet.Cells(mRow, mCol).Resize(nBlock, nWide).Value = vResults
Else
mSheet = mSheet + 1
If Worksheets.Count < mSheet Then Worksheets.Add After:=Worksheets(mSheet - 1)
With ActiveSheet
Set rgDest = .Range(rgDest.Address)
For j = 1 To N
.Columns(i).ColumnWidth = ws.Columns(j).ColumnWidth
Next
mRow = rgDest.Row
.Cells(mRow, mCol).Resize(nBlock, nWide).Value = vResults
End With
End If
i = rgDest.Worksheet.UsedRange.Rows.Count 'Reset the scrollbar
End If
Application.StatusBar = False 'Clear the status bar
Application.ScreenUpdating = True
End Sub