My view of classes of variables in linear programming is as follows:
- The optimization variable (which is to be maximized/minimized)
- Decision variables (Which I control/choose the value of in order to set the variable to be optimized to ts ideal value
- External variables (Whose values are out of my control, but will determine what i should set my decision variables to, because they have an impact on the overall output of the system)
- Constraint variables (Other variables affected by the values of decision/external variables whose values must achieve minimum or maximum allowed parameters)
But what about variables whose values are derived from the values of multiple decision/external variables, but aren't constraints? i.e. let's say I'm trying to make an optimized investment, and I have a certain amount of funds to allocate to different opportunities. My decision variables are the amount of funds allocated to each investment. But what about variables such as the ratio in size of my investments to each other. I don't directly choose this value, but its value is the product of the decisions I make. Its value can potentially provide me insight about the nature of the system and future decisions. It's not a constraint, because it doesn't NEED to fall within a certain range, but what if the variable value provides me insight and understanding about the system?
I guess the problem is, if we're talking about strict mathematical optimization, then the variables I am referencing are technically unnecessary to find an optimized solution. But from a pseudo-mathematical standpoint where I am trying to understand and internalize the way a system functions and its variables interact, and manually learn how to consistently find a close to ideal solution, I find that variables like the ones I described are very useful as far as granting system understanding goes.
Do they have any kind of name? Does anyone perhaps have any insight as to how i should treat them? I guess what I'm really looking for is a proper taxonomization of these variables within my knowledge of systems I use to model/understand the world. As it stands now I don't really know what to do with them and figured maybe someone could provide additional insight.