ITargetConstraintInfo.OptimalValue

Fore syntax

OptimalValue: Double;

Fore.NET syntax

OptimalValue: double;

Description

The OptimalValue property returns the value corresponding to optimal solution of criterion function.

Comments

The value is available only after criterion problem calculation.

Fore example

To execute this example, add a link to the Cp system assembly.

Sub UserProc;
Var
 TargetAdj: ICpTargetAdjustment;
 T: Integer;
 RetroX1, RetroU: Array Of Double;
 InitApproximation, Ser: Array Of Double;
 i: Integer;
 VarsP: ITargetPhaseVariablesArray;
 VrblP: ITargetPhaseVariable;
 VarConstrs: IVarTargetConstraintsArray;
 VarConstr: IVarTargetConstraint;
 VarsC: ITargetControlVariablesArray;
 VrblC: ITargetControlVariable;
 Constraints: ITargetConstraints;
 Constraint: ITargetConstraint;
 ConInfoArray: ITargetConstraintInfoArray;
 ConInfo: ITargetConstraintInfo;
 Res: ITargetResults;
Begin
 TargetAdj := New TargetAdjustment.Create;
 // Set period
 T := 6;
 // Create variables with restrospective
 RetroX1 := New Double[T];
 RetroU := New Double[T];
 Ser := 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;
 RetroU[i] := 0.9 + 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 * u[t-1] * x1[t-1] *u[t]";
 // 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;
 // Set criterion trajectory
 For i := 0 To T - 1 Do
 ser[i] := i;
 End For;
 TargetAdj.TargetTrajectory := Ser;
 // Set criterion function
 TargetAdj.CriterionFunction := "x1[t] + u[t-1] - u[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 := "u[t] + x1[t]*0.001";
 ConInfoArray := Constraint.Constraints;
 For i := 0 To T - 1 Do
 conInfo := ConInfoArray.Add;
 conInfo.TimeMoment := i;
 conInfo.LowerBound := -1.5555-i;
 coninfo.UpperBound := 1.55555 + i;
 coninfo.LowerBoundFixed := False;
 coninfo.UpperBoundFixed := False;
 End For;
 // Set problem type
 TargetAdj.AutoSearchType := TargetAutoSearchType.MinError;
 // Set number of cycles
 TargetAdj.AutoAdjustMaxIter := 10;
 // Set allowed accuracy
 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 executed 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  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;     // Output non-linear constraints         Debug.WriteLine("Value corresponding to optimal solution");         Debug.Indent;         For i := 0 To ConInfoArray.Count - 1 Do             conInfo := ConInfoArray.Item(i);             If conInfo.Include Then                 Debug.WriteLine(conInfo.OptimalValue);             End If;         End For;         Debug.Unindent;         // Output values of lower constraint limit         Debug.WriteLine("Lower limit values; Status");         Debug.Indent;         For i := 0 To ConInfoArray.Count - 1 Do             conInfo := ConInfoArray.Item(i);             If conInfo.Include Then                 Debug.Write(conInfo.LowerBound.ToString + "; " + #9);                 Debug.WriteLine(StatusToStr(conInfo.LowerConstraintStatus));             End If;         End For;         Debug.Unindent;         Debug.WriteLine("Lagrange multiplier values for lower border");         Debug.Indent;         For i := 0 To ConInfoArray.Count - 1 Do             conInfo := ConInfoArray.Item(i);             If conInfo.Include Then                 Debug.WriteLine(conInfo.LowerBoundLagrangeMultiplier);             End If;         End For;         Debug.Unindent;         Debug.WriteLine("Upper limit values; Status");         Debug.Indent;         For i := 0 To ConInfoArray.Count - 1 Do             conInfo := ConInfoArray.Item(i);             If conInfo.Include Then                 Debug.Write(conInfo.UpperBound.ToString + "; " + #9);                 Debug.WriteLine(StatusToStr(conInfo.UpperConstraintStatus));             End If;         End For;         Debug.Unindent;         Debug.WriteLine("Lagrange multiplier values for upper limit");         Debug.Indent;         For i := 0 To ConInfoArray.Count - 1 Do             conInfo := ConInfoArray.Item(i);             If conInfo.Include Then                 Debug.WriteLine(conInfo.UpperBoundLagrangeMultiplier);             End If;         End For;         Debug.Unindent;     // If calculation is competed with error, output its text     Else         Debug.WriteLine(res.ErrorMsg);     End If; End Sub UserProc; // Function for status output Function StatusToStr(Status: TargetConstraintStatusType): String; Var     s: String; Begin     Select Case Status         Case TargetConstraintStatusType.Disabled: s := "Disabled";         Case TargetConstraintStatusType.NotReached: s := "Not reached";         Case TargetConstraintStatusType.Reached: s := "Reached";     End Select;     Return s; End Function StatusToStr;

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, RetroU: Array Of Double;
 InitApproximation, Ser: Array Of Double;
 i: Integer;
 VarsP: ITargetPhaseVariablesArray;
 VrblP: ITargetPhaseVariable;
 VarConstrs: IVarTargetConstraintsArray;
 VarConstr: IVarTargetConstraint;
 VarsC: ITargetControlVariablesArray;
 VrblC: ITargetControlVariable;
 Constraints: ITargetConstraints;
 Constraint: ITargetConstraint;
 ConInfoArray: ITargetConstraintInfoArray;
 ConInfo: ITargetConstraintInfo;
 Res: ITargetResults;
Begin
 TargetAdj := New TargetAdjustment.Create();
 // Set period
 T := 6;
 // Create variables with restrospective
 RetroX1 := New Double[T];
 RetroU := New Double[T];
 Ser := 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;
 RetroU[i] := 0.9 + 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 * u[t-1] * x1[t-1] *u[t]";
 // 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;
 // Set criterion trajectory
 For i := 0 To T - 1 Do
 ser[i] := i;
 End For;
 TargetAdj.TargetTrajectory := Ser;
 // Set criterion function
 TargetAdj.CriterionFunction := "x1[t] + u[t-1] - u[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 := "u[t] + x1[t]*0.001";
 ConInfoArray := Constraint.Constraints;
 For i := 0 To T - 1 Do
 conInfo := ConInfoArray.Add();
 conInfo.TimeMoment := i;
 conInfo.LowerBound := -1.5555-i;
 coninfo.UpperBound := 1.55555 + i;
 coninfo.LowerBoundFixed := False;
 coninfo.UpperBoundFixed := False;
 End For;
 // Set problem type
 TargetAdj.AutoSearchType := TargetAutoSearchType.tastMinError;
 // Set number of cycles
 TargetAdj.AutoAdjustMaxIter := 10;
 // Set allowed accuracy
 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 executed 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 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();     // Output non-linear constraints         System.Diagnostics.Debug.WriteLine("Value corresponding to optimal solution");         System.Diagnostics.Debug.Indent();         For i := 0 To ConInfoArray.Count - 1 Do             conInfo := ConInfoArray.Item[i];             If conInfo.Include Then                 System.Diagnostics.Debug.WriteLine(conInfo.OptimalValue);             End If;         End For;         System.Diagnostics.Debug.Unindent();         // Output values of lower constraint border         System.Diagnostics.Debug.WriteLine("Lower constraint border values; Status");         System.Diagnostics.Debug.Indent();         For i := 0 To ConInfoArray.Count - 1 Do             conInfo := ConInfoArray.Item[i];             If conInfo.Include Then                 System.Diagnostics.Debug.Write(conInfo.LowerBound.ToString() + "; " + char.ConvertFromUtf32(9));                 System.Diagnostics.Debug.WriteLine(StatusToStr(conInfo.LowerConstraintStatus));             End If;         End For;         System.Diagnostics.Debug.Unindent();         System.Diagnostics.Debug.WriteLine("Lagrange multiplier values for lower limit");         System.Diagnostics.Debug.Indent();         For i := 0 To ConInfoArray.Count - 1 Do             conInfo := ConInfoArray.Item[i];             If conInfo.Include Then                 System.Diagnostics.Debug.WriteLine(conInfo.LowerBoundLagrangeMultiplier);             End If;         End For;         System.Diagnostics.Debug.Unindent();         System.Diagnostics.Debug.WriteLine("Upper limit values; Status");         System.Diagnostics.Debug.Indent();         For i := 0 To ConInfoArray.Count - 1 Do             conInfo := ConInfoArray.Item[i];             If conInfo.Include Then                 System.Diagnostics.Debug.Write(conInfo.UpperBound.ToString() + "; " + char.ConvertFromUtf32(9));                 System.Diagnostics.Debug.WriteLine(StatusToStr(conInfo.UpperConstraintStatus));             End If;         End For;         System.Diagnostics.Debug.Unindent();         System.Diagnostics.Debug.WriteLine("Lagrange multiplier values for upper limit");         System.Diagnostics.Debug.Indent();         For i := 0 To ConInfoArray.Count - 1 Do             conInfo := ConInfoArray.Item[i];             If conInfo.Include Then                 System.Diagnostics.Debug.WriteLine(conInfo.UpperBoundLagrangeMultiplier);             End If;         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; // Function for status output Public Shared Function StatusToStr(Status: TargetConstraintStatusType): String; Var     s: String; Begin     Select Case Status         Case TargetConstraintStatusType.tcstDisabled: s := "Disabled";         Case TargetConstraintStatusType.tcstNotReached: s := "Not reached";         Case TargetConstraintStatusType.tcstReached: s := "Reached";     End Select;     Return s; End Function StatusToStr;