Method for controlled optimization of enterprise planning models

A computer-implemented method for controlling the optimization of enterprise planning decisions through the application of a strategic constraint, said method comprising the steps of:

• providing a data storage having enterprise data;
• selccting a primary goal represented by a primary objective function, said primary objective function being dependent upon a set of operational variables, wherein each of said operational variables represents a single operational decision;
• selecting an auxiliary goal represented by a constraint function that is dependent upon a subset of said set of operational variables, wherein said auxiliary goal is represented by a price image function given by:
• 1 N ⁢ ∑ i = 1 N ⁢ P i P i _ × w i
• where {overscore (P)}i is an average price of an item i in a market of interest, wi is a weighting function for item i and N is the total number of said items in the enterprise planning model;
• selecting a targeted value for said auxiliary goal;
• constructing an effective objective function, by combining said primary objective function with said constraint function multiplied by a weighting factor, said effcctive objective function depending from said set of operational variables;
• selccting a weighting range for said auxiliary goal, wherein, for each weighting factor in said weighting range, said optimal values for said operational variables are utilized to determine the values of said primary goal and said auxiliary goal, and wherein the values of said primary goal, said auxiliary goal and said weighting factors are stored in a constraint overview table;
• varying said weighting factor over said weighting range, wherein said steps of forming said effective function and optimizing said effective function are performed for each of said weighting factors in said weighting range;
• interpolating data from said constraint overview table to estimate the value of the weighting factor that will yield that desired target value for said auxiliary goal;
• repeating said steps of forming said effective goal and optimizing said effective goal for said estimated value of said weighting factor;
• optimizing said effective objective function with respect to each of said operational variables, said enterprise data providing physical constraints on said optimization, thereby obtaining optimal values for each of said operational variables;
• and
• utilizing said optimal values of said operational variables to determine a value for said primary goal and a value for said auxiliary goal, whereby said optimal values of said operational variables represent a set of operational decisions that should achieve said determined primary goal and said determined auxiliary strategic goal.