CriterionFunction: String;
CriterionFunction: string;
The CriterionFunction property determines criterion function.
Use the ICpNonLinearOptimization.Equations property to determine a non-linear variable optimization equation.
Add a link to the Cp system assembly.
Sub UserProc;
Var
Optima: NonLinearOptimization;
Vars: INonLoVariables; //list of variables
Vrbl: INonLoVariable; //variable
VarConstr: IVarConstraint; //variable constraint
VarConstrs: IVarConstraints; //list of variable constraints
RetroX1, RetroX2, RetroU: Array[3] Of Double;
Functions: Array[2] Of String;
DifferEvolutionParams: IDifferEvolutionParams;
Res: INonLoResults;
ci: ICultureInfo;
TimeInterval, j, i: Integer;
val: Double;
s: String;
Begin
Optima := New NonLinearOptimization.Create;
RetroX1[0] := 2;
RetroX1[1] := 2.1;
RetroX1[2] := 2.2;
RetroX2[0] := 1;
RetroX2[1] := 0.9;
RetroX2[2] := 0;
RetroU[0] := 1;
RetroU[1] := 1.5;
RetroU[2] := 0;
// Variables and constraints
// Set the "x1" variable
Vars := Optima.Variables;
Vrbl := Vars.Add("x1");
Vrbl.Retrospective := RetroX1;
Vrbl.CoefficientsOrder := "x1[t];x1[t-1];x1[t-2];x1[t-3]";
VarConstrs := Vrbl.Constraints;
// Set constraints for the "x1" variable
VarConstr := VarConstrs.Add;
VarConstr.LowerBound := -101;
VarConstr.UpperBound := 101;
VarConstr.Lag := 3;
VarConstr := VarConstrs.Add;
VarConstr.LowerBound := -102;
VarConstr.UpperBound := 102;
VarConstr.Lag := 2;
VarConstr := VarConstrs.Add;
VarConstr.LowerBound := -10030;
VarConstr.UpperBound := 10030;
VarConstr.Lag := 1;
VarConstr := VarConstrs.Add;
VarConstr.LowerBound := -13040;
VarConstr.UpperBound := 13040;
VarConstr.Lag := 0;
// Set the "x2" variable
Vars := Optima.Variables;
Vrbl := Vars.Add("x2");
Vrbl.Retrospective := RetroX2;
Vrbl.CoefficientsOrder := "x2[t];x2[t-1];x2[t-2]";
VarConstrs := Vrbl.Constraints;
// Set constraints for the "x2" variable
VarConstr := VarConstrs.Add;
VarConstr.LowerBound := -201;
VarConstr.UpperBound := 201;
VarConstr.Lag := 3;
VarConstr := VarConstrs.Add;
VarConstr.LowerBound := -202;
VarConstr.UpperBound := 202;
VarConstr.Lag := 2;
VarConstr := VarConstrs.Add;
VarConstr.LowerBound := -203;
VarConstr.UpperBound := 203;
VarConstr.Lag := 1;
VarConstr := VarConstrs.Add;
VarConstr.LowerBound := -12040;
VarConstr.UpperBound := 12040;
VarConstr.Lag := 0;
// Set the "u" controlling variable and its constraints
Vars := Optima.Variables;
Vrbl := Vars.Add("u");
Vrbl.Retrospective := RetroU;
Vrbl.ControlVariable := True;
Vrbl.CoefficientsOrder := "u[t];u[t-1]";
VarConstrs := Vrbl.Constraints;
For i := 0 To 3 Do
VarConstr := VarConstrs.Add;
VarConstr.LowerBound := 0;
VarConstr.UpperBound := 1;
VarConstr.Lag := i;
End For;
// Set equations and non-linear optimization criterion function
Functions := New string[2];
Functions[0] := "0.3 * x1[t-1] + 0.1 * x2[t-2] + u[t-1] * x1[t-1] *x2[t-1]";
Functions[1] := "-0.2 * x1[t-1] + 0.4 *x2[t-1] + (x1[t-1] * x2[t-2]+u[t-1])";
Optima.Equations := Functions;
Optima.CriterionFunction := "x1[t] * x2[t] - x1[t]";
TimeInterval := 4;
Optima.NodesCount := 2;
Optima.MaxIterationsCount := 1500;
Optima.MethodType := CpNonLinearMethodType.DifferentEvolution;
Optima.Tolerance := 0.00001;
Optima.Extremum := ExtremumType.Maximum;
// Set differential evolution parameters
DifferEvolutionParams := Optima.DifferEvolutionParams;
DifferEvolutionParams.PopulationSize := 18;
DifferEvolutionParams.DiffScale := 0.6;
DifferEvolutionParams.CrossProb := 0.4;
DifferEvolutionParams.MaxGeneration := 250;
DifferEvolutionParams.EvolutionStrategy := DiffEvolutionStrategyType.Best1Exp;
// Perform calculation and display results
Res := Optima.Evaluate(TimeInterval) As INonLoResults;
s := "Optimal value: " + Res.OptimalValue.ToString;
Debug.WriteLine(s);
s := " ";
For j := 1 To Vars.Count Do
Vrbl := Vars.Item(j - 1);
s := s + Vrbl.Id + " ";
End For;
Debug.WriteLine(s);
ci := CultureInfo.Current;
For i := 1 To TimeInterval Do
s := "t=" + i.ToString + ", ";
For j := 1 To Vars.Count Do
Vrbl := Vars.Item(j - 1);
Val := Res.VarValues(Vrbl.Id)[i - 1];
s := s + ci.FormatDoublePrec(Val, 6) + ", ";
End For;
Debug.WriteLine(s);
End For;
s := "State : " + Res.Status.ToString;
Debug.WriteLine(s);
s := "Error : " + Res.ErrorMsg;
Debug.WriteLine(s);
End Sub UserProc;
Executing this example shows the calculation results in the console window.
The requirements and result of the Fore.NET Example execution match with those in the Fore Example.
Imports Prognoz.Platform.Interop.Cp;
Imports Prognoz.Platform.Interop.ForeSystem;
…
Public Shared Sub Main(Params: StartParams);
Var
Optima: NonLinearOptimization;
Vars: INonLoVariables; //list of variables
Vrbl: INonLoVariable; //variable
VarConstr: IVarConstraint; //variable constraint
VarConstrs: IVarConstraints; //list of variable constraints
RetroX1, RetroX2, RetroU: Array[3] Of Double;
Functions: Array[2] Of String;
DifferEvolutionParams: IDifferEvolutionParams;
Res: INonLoResults;
ci: ICultureInfo;
cc: CultureInfoClassClass;
TimeInterval, j, i: Integer;
val: Double;
s: String;
Begin
Optima := New NonLinearOptimization.Create();
RetroX1[0] := 2;
RetroX1[1] := 2.1;
RetroX1[2] := 2.2;
RetroX2[0] := 1;
RetroX2[1] := 0.9;
RetroX2[2] := 0;
RetroU[0] := 1;
RetroU[1] := 1.5;
RetroU[2] := 0;
// Variables and constraints
// Set the "x1" variable
Vars := Optima.Variables;
Vrbl := Vars.Add("x1");
Vrbl.Retrospective := RetroX1;
Vrbl.CoefficientsOrder := "x1[t];x1[t-1];x1[t-2];x1[t-3]";
VarConstrs := Vrbl.Constraints;
// Set constraints for the "x1" variable
VarConstr := VarConstrs.Add();
VarConstr.LowerBound := -101;
VarConstr.UpperBound := 101;
VarConstr.Lag := 3;
VarConstr := VarConstrs.Add();
VarConstr.LowerBound := -102;
VarConstr.UpperBound := 102;
VarConstr.Lag := 2;
VarConstr := VarConstrs.Add();
VarConstr.LowerBound := -10030;
VarConstr.UpperBound := 10030;
VarConstr.Lag := 1;
VarConstr := VarConstrs.Add();
VarConstr.LowerBound := -13040;
VarConstr.UpperBound := 13040;
VarConstr.Lag := 0;
// Set the "x2" variable
Vars := Optima.Variables;
Vrbl := Vars.Add("x2");
Vrbl.Retrospective := RetroX2;
Vrbl.CoefficientsOrder := "x2[t];x2[t-1];x2[t-2]";
VarConstrs := Vrbl.Constraints;
// Set constraints for the "x2" variable
VarConstr := VarConstrs.Add();
VarConstr.LowerBound := -201;
VarConstr.UpperBound := 201;
VarConstr.Lag := 3;
VarConstr := VarConstrs.Add();
VarConstr.LowerBound := -202;
VarConstr.UpperBound := 202;
VarConstr.Lag := 2;
VarConstr := VarConstrs.Add();
VarConstr.LowerBound := -203;
VarConstr.UpperBound := 203;
VarConstr.Lag := 1;
VarConstr := VarConstrs.Add();
VarConstr.LowerBound := -12040;
VarConstr.UpperBound := 12040;
VarConstr.Lag := 0;
// Set the "u" controlling variable and its constraints
Vars := Optima.Variables;
Vrbl := Vars.Add("u");
Vrbl.Retrospective := RetroU;
Vrbl.ControlVariable := True;
Vrbl.CoefficientsOrder := "u[t];u[t-1]";
VarConstrs := Vrbl.Constraints;
For i := 0 To 3 Do
VarConstr := VarConstrs.Add();
VarConstr.LowerBound := 0;
VarConstr.UpperBound := 1;
VarConstr.Lag := i;
End For;
// Set equations and non-linear optimization criterion function
Functions := New string[2];
Functions[0] := "0.3 * x1[t-1] + 0.1 * x2[t-2] + u[t-1] * x1[t-1] *x2[t-1]";
Functions[1] := "-0.2 * x1[t-1] + 0.4 *x2[t-1] + (x1[t-1] * x2[t-2]+u[t-1])";
Optima.Equations := Functions;
Optima.CriterionFunction := "x1[t] * x2[t] - x1[t]";
TimeInterval := 4;
Optima.NodesCount := 2;
Optima.MaxIterationsCount := 1500;
Optima.MethodType := CpNonLinearMethodType.cnlmtDifferentEvolution;
Optima.Tolerance := 0.00001;
Optima.Extremum := ExtremumType.tetMaximum;
// Set differential evolution parameters
DifferEvolutionParams := Optima.DifferEvolutionParams;
DifferEvolutionParams.PopulationSize := 18;
DifferEvolutionParams.DiffScale := 0.6;
DifferEvolutionParams.CrossProb := 0.4;
DifferEvolutionParams.MaxGeneration := 250;
DifferEvolutionParams.EvolutionStrategy := DiffEvolutionStrategyType.destBest1Exp;
// Perform calculation and display results
Res := Optima.Evaluate(TimeInterval) As INonLoResults;
s := "Optimal value: " + Res.OptimalValue.ToString();
System.Diagnostics.Debug.WriteLine(s);
s := " ";
For j := 1 To Vars.Count Do
Vrbl := Vars.Item[j - 1];
s := s + Vrbl.Id + " ";
End For;
System.Diagnostics.Debug.WriteLine(s);
cc := New CultureInfoClassClass.Create();
ci := cc.Current;
For i := 1 To TimeInterval Do
s := "t=" + i.ToString() + ", ";
For j := 1 To Vars.Count Do
Vrbl := Vars.Item[j - 1];
Val := Res.VarValues[Vrbl.Id][i - 1] As double;
s := s + ci.FormatDoublePrec(Val, 6) + ", ";
End For;
System.Diagnostics.Debug.WriteLine(s);
End For;
s := "Status : " + Res.Status.ToString();
System.Diagnostics.Debug.WriteLine(s);
s := "Error : " + Res.ErrorMsg;
System.Diagnostics.Debug.WriteLine(s);
End Sub;
See also: