ICpTargetAdjustment.CalcWithNonLinConstraints

Fore syntax

CalcWithNonLinConstraints: Boolean;

Fore.NET syntax

CalcWithNonLinConstraints: boolean;

Description

The CalcWithNonLinConstraints property determines whether to use non-linear constraints in calculation.

Comments

Available values:

True. Default value. The calculation uses non-linear constraints set by the ICpTargetAdjustment.Constraints property.
False. Non-linear constraints are not used in the calculation.

Fore example

Add a link to the Cp system assembly.

Sub UserProc;
Var
 TargetAdj: ICpTargetAdjustment;
 T: Integer;
 RetroX1, RetroX2, RetroU, RetroV: Array Of Double;
 InitApproximation, ValuesI, ValuesJ: Array Of Double;
 i, j: Integer;
 VarsP: ITargetPhaseVariablesArray;
 VrblP: ITargetPhaseVariable;
 VarConstrs: IVarTargetConstraintsArray;
 VarConstr: IVarTargetConstraint;
 VarsC: ITargetControlVariablesArray;
 VrblC: ITargetControlVariable;
 Ser: Array[4] Of Double;
 Res: ITargetResults;
 Val: Double;
Begin
 TargetAdj := New TargetAdjustment.Create;
 // Set period
 T := 6;
 // Create variables with restrospective
 RetroX1 := New Double[T];
 RetroX2 := New Double[T];
 RetroU := New Double[T];
 RetroV := New Double[T];
 // Create an array of initial approximations
 InitApproximation := New Double[T];
 // Set initial variable values
 For i := 0 To T - 1 Do
 RetroX1[i] := 0.8 + i / 5;
 RetroX2[i] := 0.85 + i / 4;
 RetroU[i] := 0.9 + i / 10;
 RetroV[i] := 0.95 + i / 10;
 End For;
 // Get phase variables
 VarsP := TargetAdj.PhaseVariables;
 // Add phase variable x1
 VrblP := VarsP.Add("x1");
 VrblP.Name := "x1";
 // Set retrospective values
 VrblP.Retrospective := RetroX1;
 // Set order of variables
 VrblP.CoefficientsOrder := "x1[t];x1[t-1]";
 // Get phase variable constraints
 VarConstrs := VrblP.Constraints;
 For i := 0 To T - 1 Do
 // Create a new constraint
 VarConstr := VarConstrs.Add;
 // Set borders
 VarConstr.LowerBound := -10 - i / 100;
 VarConstr.UpperBound := 10 + i / 100;
 // Specify the current moment of time
 VarConstr.TimeMoment := i;
 End For;
 // Set frequency equation
 VrblP.FunctionExpression := "0.3 * x1[t-1] + 0.1 * x2[t-1] + u[t-1] * x1[t-1] *x2[t-1]";
 // Add phase variable x2
 VrblP := VarsP.Add("x2");
 VrblP.Name := "x2";
 VrblP.Retrospective := RetroX2;
 VrblP.CoefficientsOrder := "x2[t];x2[t-1]";
 VarConstrs := VrblP.Constraints;
 For i := 0 To T - 1 Do
 VarConstr := VarConstrs.Add;
 VarConstr.LowerBound := -100-i;
 VarConstr.UpperBound := 100+i;
 VarConstr.TimeMoment := i;
 End For;
 VrblP.FunctionExpression := "(-0.2) * x1[t-1] + 0.4 *x2[t-1] + (x1[t-1] * x2[t-1])/(v[t]+1)";
 // Get controlling variables
 VarsC := TargetAdj.ControlVariables;
 // Add controlling variable u
 VrblC := VarsC.Add("u");
 VrblC.Name := "u";
 // Set retrospective values
 VrblC.Retrospective := RetroU;
 // Set order of coefficients
 VrblC.CoefficientsOrder := "u[t];u[t-1]";
 // Set values of initial approximations
 For i := 0 To T - 1 Do
 InitApproximation[i] := 1.2 + (i + 1) / 100;
 End For;
 VrblC.InitApproximation := InitApproximation;
 // Get controlling variable constraints
 VarConstrs := VrblC.Constraints;
 For i := 0 To T - 1 Do
 // Add constraint
 VarConstr := VarConstrs.Add;
 // Set constraint borders
 VarConstr.LowerBound := 1;
 VarConstr.UpperBound := 2;
 // Set the current moment of time
 VarConstr.TimeMoment := i;
 End For;
 // Add controlling variable v
 VrblC := VarsC.Add("v");
 VrblC.Name := "v";
 VrblC.Retrospective := RetroV;
 VrblC.CoefficientsOrder := "v[t];v[t-1]";
 For i:=0 To T-1 Do
 InitApproximation[i] := 1.5+ (i+1)/100;
 End For;
 VrblC.InitApproximation := InitApproximation;
 VarConstrs := VrblC.Constraints;
 For i := 0 To T - 1 Do
 VarConstr := VarConstrs.Add;
 VarConstr.LowerBound := 0.8;
 VarConstr.UpperBound := 7;
 VarConstr.TimeMoment := i;
 End For;
 // Set criterion trajectory
 ser[0] := 1;
 ser[1] := 2;
 ser[2] := 3;
    ser[3] := 4;     TargetAdj.TargetTrajectory := Ser;     // Set criterion function     TargetAdj.CriterionFunction := "x1[t] + x2[t-1] - u[t]";     // Set number of iterations     TargetAdj.MaxIterationsCount := 25000;     // Set accuracy of solution     TargetAdj.Tolerance := 0.00001;     // Specify that onnon-linear constraints are not used in calculation     TargetAdj.CalcWithNonLinConstraints := False;     // Set problem type     TargetAdj.AutoSearchType := TargetAutoSearchType.MinError;     // Set number of cycles     TargetAdj.AutoAdjustMaxIter := 10;     // Set satisfactory tolerance     TargetAdj.AutoAdjustSatisfactoryTolerance := 1.01;     // Set number of constraints removed in one iteration     TargetAdj.AutoAdjustRemoveCount := 2;     // Execute calculation     Res := TargetAdj.Evaluate(T) As ITargetResults;     // If calculation is completed without errors, output results to console     If res.Status = 0 Then     // Output optimal value     Debug.WriteLine("Optimal value:");     Debug.Indent;     Debug.WriteLine(res.OptimalValue);     Debug.Unindent;     // Output controlling variable values     For j := 1 To VarsC.Count Do         VrblC := VarsC.Item(j - 1);         Debug.WriteLine("Controlling variable values '" + VrblC.Id + "':");         Debug.Indent;         For i := 1 To T Do             Val := Res.VarValues(VrblC.Id)[i - 1];             Debug.WriteLine(i.ToString + ": " + Val.ToString);         End For;         Debug.Unindent;     End For;     // Output phase variable values     For j := 1 To VarsP.Count Do         VrblP := VarsP.Item(j - 1);         Debug.WriteLine("Phase variable values '" + VrblP.Id + "':");         Debug.Indent;         For i := 1 To T Do             Val := Res.VarValues(VrblP.Id)[i - 1];             Debug.WriteLine(i.ToString + ": " + Val.ToString);         End For;         Debug.Unindent;     End For;     // Output optimal trajectory of criterion function     Debug.WriteLine("Optimal trajectory of criterion function:");     Debug.Indent;     For i := 0 To Res.CriterionFunctionTrajectory.Length - 1 Do         Debug.WriteLine(Res.CriterionFunctionTrajectory[i]);     End For;     Debug.Unindent;     // If calculation is completed with error output its text     Else         Debug.WriteLine(res.ErrorMsg);     End If; End Sub UserProc;

After executing the example optimization problem parameters are set, the problem is calculated, results are displayed to the console.

Fore.NET example

The requirements and result of the Fore.NET example execution match with those in the Fore example.

Imports Prognoz.Platform.Interop.Cp;
…
Public Shared Sub Main(Params: StartParams);
Var
 TargetAdj: ICpTargetAdjustment;
 T: Integer;
 RetroX1, RetroX2, RetroU, RetroV: Array Of Double;
 InitApproximation, ValuesI, ValuesJ: Array Of Double;
 i, j: Integer;
 VarsP: ITargetPhaseVariablesArray;
 VrblP: ITargetPhaseVariable;
 VarConstrs: IVarTargetConstraintsArray;
 VarConstr: IVarTargetConstraint;
 VarsC: ITargetControlVariablesArray;
 VrblC: ITargetControlVariable;
 Ser: Array[4] Of Double;
 Res: ITargetResults;
 Val: Double;
Begin
 TargetAdj := New TargetAdjustment.Create();
 // Set period
 T := 6;
 // Create variables with restrospective
 RetroX1 := New Double[T];
 RetroX2 := New Double[T];
 RetroU := New Double[T];
 RetroV := New Double[T];
 // Create an array of initial approximations
 InitApproximation := New Double[T];
 // Set initial variable values
 For i := 0 To T - 1 Do
 RetroX1[i] := 0.8 + i / 5;
 RetroX2[i] := 0.85 + i / 4;
 RetroU[i] := 0.9 + i / 10;
 RetroV[i] := 0.95 + i / 10;
 End For;
 // Get phase variables
 VarsP := TargetAdj.PhaseVariables;
 // Add phase variable x1
 VrblP := VarsP.Add("x1");
 VrblP.Name := "x1";
 // Set retrospective values
 VrblP.Retrospective := RetroX1;
 // Set order of variables
 VrblP.CoefficientsOrder := "x1[t];x1[t-1]";
 // Get phase variable constraints
 VarConstrs := VrblP.Constraints;
 For i := 0 To T - 1 Do
 // Create a new constraint
 VarConstr := VarConstrs.Add();
 // Set borders
 VarConstr.LowerBound := -10 - i / 100;
 VarConstr.UpperBound := 10 + i / 100;
 // Specify the current moment of time
 VarConstr.TimeMoment := i;
 End For;
 // Set frequency equation
 VrblP.FunctionExpression := "0.3 * x1[t-1] + 0.1 * x2[t-1] + u[t-1] * x1[t-1] *x2[t-1]";
 // Add phase variable x2
 VrblP := VarsP.Add("x2");
 VrblP.Name := "x2";
 VrblP.Retrospective := RetroX2;
 VrblP.CoefficientsOrder := "x2[t];x2[t-1]";
 VarConstrs := VrblP.Constraints;
 For i := 0 To T - 1 Do
 VarConstr := VarConstrs.Add();
 VarConstr.LowerBound := -100-i;
 VarConstr.UpperBound := 100 + i;
 VarConstr.TimeMoment := i;
 End For;
 VrblP.FunctionExpression := "(-0.2) * x1[t-1] + 0.4 *x2[t-1] + (x1[t-1] * x2[t-1])/(v[t]+1)";
 // Get controlling variables
 VarsC := TargetAdj.ControlVariables;
 // Add controlling variable u
 VrblC := VarsC.Add("u");
 VrblC.Name := "u";
 // Set retrospective values
 VrblC.Retrospective := RetroU;
 // Set order of coefficients
 VrblC.CoefficientsOrder := "u[t];u[t-1]";
 // Set values of initial approximations
 For i := 0 To T - 1 Do
 InitApproximation[i] := 1.2 + (i + 1) / 100;
 End For;
 VrblC.InitApproximation := InitApproximation;
 // Get controlling variable constraints
 VarConstrs := VrblC.Constraints;
 For i := 0 To T - 1 Do
 // Add constraint
 VarConstr := VarConstrs.Add();
 // Set constraint borders
 VarConstr.LowerBound := 1;
 VarConstr.UpperBound := 2;
 If (0 = i) Then
 VarConstr.UpperBoundFixed := True;
 End If;
 // Set the current moment of time
 VarConstr.TimeMoment := i;
 End For;
 // Add controlling variable v
 VrblC := VarsC.Add("v");
 VrblC.Name := "v";
 VrblC.Retrospective := RetroV;
 VrblC.CoefficientsOrder := "v[t];v[t-1]";
 For i:=0 To T-1 Do
 InitApproximation[i] := 1.5+ (i+1)/100;
 End For;
 VrblC.InitApproximation := InitApproximation;
 VarConstrs := VrblC.Constraints;
 For i := 0 To T - 1 Do
 VarConstr := VarConstrs.Add();
 VarConstr.LowerBound := 0.8;
 If (0 = i) Then
            VarConstr.LowerBoundFixed := True;         End If;         VarConstr.UpperBound := 7;         VarConstr.TimeMoment := i;     End For;     // Set criterion trajectory     ser[0] := 1;     ser[1] := 2;     ser[2] := 3;     ser[3] := 4;     TargetAdj.TargetTrajectory := Ser;     // Set criterion function     TargetAdj.CriterionFunction := "x1[t] + x2[t-1] - u[t]";     // Set number of iterations     TargetAdj.MaxIterationsCount := 25000;     // Set accuracy of solution     TargetAdj.Tolerance := 0.00001;     // Specify that non-linear constraints are not used in calculation     TargetAdj.CalcWithNonLinConstraints := False;     // Set problem type     TargetAdj.AutoSearchType := TargetAutoSearchType.tastMinError;     // Set number of cycles     TargetAdj.AutoAdjustMaxIter := 10;     // Set satisfactory tolerance     TargetAdj.AutoAdjustSatisfactoryTolerance := 1.01;     // Set number of constraints removed in one iteration     TargetAdj.AutoAdjustRemoveCount := 2;     // Execute calculation     Res := TargetAdj.Evaluate(T) As ITargetResults;     // If calculation is completed without errors, output results to console     If res.Status = 0 Then     // Output optimal value     System.Diagnostics.Debug.WriteLine("Optimal value:");     System.Diagnostics.Debug.Indent();     System.Diagnostics.Debug.WriteLine(res.OptimalValue);     System.Diagnostics.Debug.Unindent();     // Output controlling variable values     For j := 1 To VarsC.Count Do         VrblC := VarsC.Item[j - 1];         System.Diagnostics.Debug.WriteLine(" variable values '" + VrblC.Id + "':");         System.Diagnostics.Debug.Indent();         For i := 1 To T Do             Val := Res.VarValues[VrblC.Id].GetValue(i - 1) As double;             System.Diagnostics.Debug.WriteLine(i.ToString() + ": " + Val.ToString());         End For;         System.Diagnostics.Debug.Unindent();     End For;     // Output phase variable values     For j := 1 To VarsP.Count Do         VrblP := VarsP.Item[j - 1];         System.Diagnostics.Debug.WriteLine("Phase variable values '" + VrblP.Id + "':");         System.Diagnostics.Debug.Indent();         For i := 1 To T Do             Val := Res.VarValues[VrblP.Id].GetValue(i - 1) As double;             System.Diagnostics.Debug.WriteLine(i.ToString() + ": " + Val.ToString());         End For;         System.Diagnostics.Debug.Unindent();     End For;     // Output optimal trajectory of criterion function     System.Diagnostics.Debug.WriteLine("Optimal trajectory of criterion function:");     System.Diagnostics.Debug.Indent();     For i := 0 To Res.CriterionFunctionTrajectory.Length - 1 Do         System.Diagnostics.Debug.WriteLine(Res.CriterionFunctionTrajectory.GetValue(i));     End For;     System.Diagnostics.Debug.Unindent();     // If calculation is completed with error, output its text     Else         System.Diagnostics.Debug.WriteLine(res.ErrorMsg);     End If; End Sub;