求解器约束被忽略

Question

我现在面临一个让我疯狂两天的新问题：我正在尝试运行以下命令：

Sub getNoShortSalePortfolio()

Dim ws As Worksheet
Set ws = ActiveWorkbook.ActiveSheet

Dim assetReturns As ListObject
Set assetReturns = ws.ListObjects("tblAssetReturns")

Dim numColumnsAssets As Long
numColumnsAssets = assetReturns.ListColumns.Count
    
Dim portfolioWeightsVector() As Variant
Dim activeCellAddress As Variant
Dim adjustableCellsAddress As String

activeCellAddress = ws.Range("noShortSale").Address

adjustableCellsAdress = activeCellAddress & ":" & Range(activeCellAddress).Offset(numColumnsAssets - 2, 0).Address

Range(adjustableCellsAdress).ClearContents

Solverreset

SolverOptions Precision:=0.0001, Iterations:=10, AssumeNonNeg:=True
SolverOk SetCell:=Range("noShortSaleMean"), MaxMinVal:=1, ByChange:=Range(adjustableCellsAdress) ', EngineDesc:="GRG Nonlinear"

SolverAdd CellRef:=Range(adjustableCellsAdress), Relation:=1, FormulaText:=1
SolverAdd CellRef:=Range("noShortSaleWeightSum"), Relation:=3, FormulaText:=1
SolverAdd CellRef:=Range("noShortSaleVola"), Relation:=2, FormulaText:=Range("portfolioVolaAssetShare")

SolverSolve UserFinish:=True
SolverFinish KeepFinal:=1
End Sub

但是，我的求解器只迭代 2 次并返回一个全部相等的解决方案向量（在我的情况下说 10%，因为我想将我的解决方案的总和限制为小于或等于 100%。

此外，我希望作为另一个约束，我的解向量的函数满足来自另一个单元格的预定值，但是，求解器似乎完全忽略了这个约束。 我究竟做错了什么？

编辑：这是求解器的屏幕截图

手动运行求解器

达到所需（和预期的解决方案： 但是，似乎目标单元格和其他约束未在我的 VBA 中定义。

我很感激任何帮助

非常感谢

托马斯

Answer 1

 Sub getNoShortSalePortfolio()

Dim ws As Worksheet
Set ws = ActiveWorkbook.ActiveSheet

Dim assetReturns As ListObject
Set assetReturns = ws.ListObjects("tblAssetReturns")

Dim numColumnsAssets As Long
numColumnsAssets = assetReturns.ListColumns.Count
    
Dim portfolioWeightsVector() As Variant
Dim activeCellAddress As Variant
Dim adjustableCellsAddress As String

activeCellAddress = ws.Range("noShortSale").Address

adjustableCellsAdress = activeCellAddress & ":" & Range(activeCellAddress).Offset(numColumnsAssets - 2, 0).Address

Range(adjustableCellsAdress).ClearContents

Solverreset

SolverOptions Precision:=0.000001, Iterations:=20, AssumeNonNeg:=True
SolverOk SetCell:="noShortSaleMean", MaxMinVal:=1, ValueOf:=0, ByChange:=Range(adjustableCellsAdress), Engine:=1, EngineDesc:="GRG Nonlinear"
'SolverOk SetCell:="noShortSaleVola", MaxMinVal:=2, ByChange:=Range(adjustableCellsAdress), EngineDesc:="GRG Nonlinear"

SolverAdd CellRef:=Range(adjustableCellsAdress), Relation:=1, FormulaText:=1
SolverAdd CellRef:="noShortSaleWeightSum", Relation:=2, FormulaText:=1
SolverAdd CellRef:="noShortSaleVola", Relation:=2, FormulaText:="portfolioVolaAssetShare"

SolverSolve UserFinish:=True
SolverFinish KeepFinal:=1 
End Sub

我找到了解决这个问题的一种方法。我需要删除这些 Range() 东西，然后它会正常运行（即作为手动解决方案）