ICpTargetAdjustment.Tolerance

Fore syntax

Tolerance: Double;

Fore.NET syntax

Tolerance: double;

Description

The Tolerance property determines accuracy of solution.

Comments

Default value - 0,0001.

Fore example

Add a link to the Cp system assembly.

The example uses the MyCallBackCycle custom class. Implementation of this class is given in the example for ICallbackCycle.Execute.

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;
 Expls: INonLinearExplanatories;
 Expl: INonLinearExplanatory;
 Ser: Array[4] Of Double;
 Constraints: ITargetConstraints;
 Constraint: ITargetConstraint;
 ConInfoArray: ITargetConstraintInfoArray;
 ConInfo: ITargetConstraintInfo;
 Res: ITargetResults;
 Val: Double;
 MyCallBackC: MyCallBackCycle;
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];
 ValuesI := New Double[T];
 ValuesJ := 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;
 ValuesI[i] := 0.6 + i / 8;
 ValuesJ[i] := 0.7 + i / 6;
 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;     // Get explanatory series     Expls := TargetAdj.Explanatories;     // Set an explanatory series i     Expl := Expls.Add;     Expl.VariableName := "i";     Expl.CoefficientsOrder := "i[t]";     Expl.Series := ValuesI;     // Set an explanatory series j     Expl := Expls.Add;     Expl.VariableName := "j";     Expl.CoefficientsOrder := "j[t]";     Expl.Series := ValuesJ;     // 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] + i[t] + j[t]";     // Set number of iterations     TargetAdj.MaxIterationsCount := 25000;     // Set accuracy of solution     TargetAdj.Tolerance := 0.00001;     // Get non-linear constraints of criterion function     Constraints := TargetAdj.Constraints;     // Add non-linear constraint     Constraint := Constraints.Add;     // Set non-linear constraint expression     Constraint.Expression := "v[t] + u[t] + x1[t]*0.001";     ConInfoArray := Constraint.Constraints;     For i := 0 To T - 1 Do         conInfo := ConInfoArray.Add;         conInfo.TimeMoment := i;         conInfo.LowerBound := -10.5555;         coninfo.UpperBound := 10.55555;         coninfo.LowerBoundFixed := False;         coninfo.UpperBoundFixed := False;                End For;     // 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;     // Set handler for calculation of controlling variable values     MyCallBackC := New MyCallbackCycle.Create;     TargetAdj.CallbackCycle := MyCallBackC;     // Execute calculation     Res := TargetAdj.Evaluate(T) As ITargetResults;     //&nbspIf 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 change progress of criterion function during solution     // non-linear programming problems       Debug.WriteLine("Change progress for criterion function during solution" +         " Non-linear programming problems:");     Debug.Indent;     For i := 0 To Res.ObjValByIter.Length - 1 Do         Debug.WriteLine(Res.ObjValByIter[i]);     End For;     Debug.Unindent;     // Output change progress of criterion function during     // sequantial limit loosening     Debug.WriteLine("Change progress of criterion function during" +         " sequential limit loosening:");     Debug.Indent;     For i := 0 To Res.ObjValByAdjustIter.Length - 1 Do         Debug.WriteLine(Res.ObjValByAdjustIter[i]);     End For;     Debug.Unindent;     // Output optimal trajectory&nbs;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;
 Expls: INonLinearExplanatories;
 Expl: INonLinearExplanatory;
 Ser: Array[4] Of Double;
 Constraints: ITargetConstraints;
 Constraint: ITargetConstraint;
 ConInfoArray: ITargetConstraintInfoArray;
 ConInfo: ITargetConstraintInfo;
 Res: ITargetResults;
 Val: Double;
 MyCallBackC: MyCallBackCycle;
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];
 ValuesI := New Double[T];
 ValuesJ := 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;
 ValuesI[i] := 0.6 + i / 8;
 ValuesJ[i] := 0.7 + i / 6;
 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;     // Get explanatory series     Expls := TargetAdj.Explanatories;     // Set an explanatory series i     Expl := Expls.Add();     Expl.VariableName := "i";     Expl.CoefficientsOrder := "i[t]";     Expl.Series := ValuesI;     // Set an explanatory series j     Expl := Expls.Add();     Expl.VariableName := "j";     Expl.CoefficientsOrder := "j[t]";     Expl.Series := ValuesJ;     // 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] + i[t] + j[t]";     // Set number of iterations     TargetAdj.MaxIterationsCount := 25000;     // Set accuracy of solution     TargetAdj.Tolerance := 0.00001;     // Get non-linear constraints of criterion function     Constraints := TargetAdj.Constraints;     // Add non-linear constraint     Constraint := Constraints.Add();     // Set non-linear constraint expression     Constraint.Expression := "v[t] + u[t] + x1[t]*0.001";     ConInfoArray := Constraint.Constraints;     For i := 0 To T - 1 Do         conInfo := ConInfoArray.Add();         conInfo.TimeMoment := i;         conInfo.LowerBound := -10.5555;         coninfo.UpperBound := 10.55555;         coninfo.LowerBoundFixed := False;         coninfo.UpperBoundFixed := False;     End For;     // 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;     // Set handler for calculating values of controlling variables     MyCallBackC := New MyCallbackCycle.Create();     TargetAdj.CallbackCycle := MyCallBackC;     // 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();     For i := 0 To res.ObjValByAdjustIter.Length - 1 Do         System.Diagnostics.Debug.WriteLine(res.ObjValByAdjustIter.GetValue(i));     End For;     System.Diagnostics.Debug.Unindent();     // Output values of controlling variables     For j := 1 To VarsC.Count Do         VrblC := VarsC.Item[j - 1];         System.Diagnostics.Debug.WriteLine("Values of controlling variable '" + 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 values of phase variables     For j := 1 To VarsP.Count Do         VrblP := VarsP.Item[j - 1];         System.Diagnostics.Debug.WriteLine("Values of phase variable '" + 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 change progress of criterion function during solution of     // non-linear programming problem       System.Diagnostics.Debug.WriteLine("Change progress of criterion function during solution of" +         " non-linear programming problem:");     System.Diagnostics.Debug.Indent();     For i := 0 To Res.ObjValByIter.Length - 1 Do         System.Diagnostics.Debug.WriteLine(Res.ObjValByIter.GetValue(i));     End For;     System.Diagnostics.Debug.Unindent();     // Output change progress of criterion function during      // sequential loosening of limits     System.Diagnostics.Debug.WriteLine("Change progress of criterion function during" +         " sequential loosening of limits:");     System.Diagnostics.Debug.Indent();     For i := 0 To Res.ObjValByAdjustIter.Length - 1 Do         System.Diagnostics.Debug.WriteLine(Res.ObjValByAdjustIter.GetValue(i));     End For;     System.Diagnostics.Debug.Unindent();     // 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;