ICpTargetAdjustment.Tolerance

Syntax

Tolerance: Double;

Tolerance: double;

Description

The Tolerance property determines accuracy of solution.

Comments

The default value is 0.0001.

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 retrospective
    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 the x1 phase variable
    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 the u controlling variable
    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 a 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;
    // 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 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 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;

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 retrospective
    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 the x1 phase variable
    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 the u controlling variable
    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 a 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 calculation of controlling variable values
    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 controlling variable values
    For j := 1 To VarsC.Count Do
        VrblC := VarsC.Item[j - 1];
        System.Diagnostics.Debug.WriteLine("Controlling 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 change progress of criterion function during solution
    // non-linear programming problems  
    System.Diagnostics.Debug.WriteLine("Change progress for criterion function during solution" +
        " Non-linear programming problems:");
    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
    // sequantial limit loosening
    System.Diagnostics.Debug.WriteLine("Change progress of criterion function during" +
        " sequential limit loosening:");
    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;

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

See also:

ICpTargetAdjustment