ICallbackNLOptimization.GetConstraintPartialDeriv

The GetConstraintPartialDeriv method calculates and returns value of the partial derivative for j-th variable from i-th constraint to optimization method.

Comments

Fore and Fore.NET Examples for CallBackNLO Class

The example describes the custom class used to calculate values of variables, criterion function and non-linear constraints. The use of this class for event handling is given in the Fore example for ISmNonLinearOptimization.Callback.

Add a link to the Stat system assembly.

Public Class CallBackNLO : Object, ICallbackNLOptimization
            U: array[10] Of double;
            res: double;
    Public  CallCount: integer;
    Public  log: boolean;
            options: array[16] Of Double;
    Public  MAXCOUNT: integer;
            i: integer;

    Public Constructor Create;
    Begin
    End Constructor Create;

    Public Sub SetArgValues(indx: Integer; Value: Double);
    Begin
        U[indx] := Value;
    End Sub SetArgValues;

    Public Function GetObjFunValue: Variant;
    Begin
        res := U[0]*U[3]*(U[0]+U[1]+U[2])+U[2];
        CallCount := CallCount + 1;
        If MAXCOUNT < CAllCount Then
            Options[0] := 1;
        End If;
        Return res;
    End Function GetObjFunValue;

    Public Function GetObjFunPartialDeriv(indx: Integer) : Variant;
    Begin
        Return 1;
    End Function GetObjFunPartialDeriv;

    Public Function GetConstraintValue(indx: Integer) : Variant;
    Begin
        Select Case indx
            Case 0: res := U[0]*U[0] + U[1]*U[1] + U[2]*U[2] + U[3]*U[3];
            Case 1: res := U[0]*U[1]*U[2]*U[3];
        End Select;
        Return res;
    End Function GetConstraintValue;

    Public Function GetConstraintPartialDeriv(indxCnstr: Integer; indxVrb: Integer) : Variant;
    Begin
        res:=Double.Nan;
        Return res;
    End Function GetConstraintPartialDeriv;

    Public Sub set_Options(Val: Array Of Double);
    Begin
        val := Options;
    End Sub set_Options;

    Public Function get_Options: Array Of Double;
    Begin
        Return Options;
    End Function get_Options;
End Class CallBackNLO;

Add a link to the Stat system assembly.

Imports Prognoz.Platform.Interop.Stat;
…
Public Class CallBackNLO: ICallbackNLOptimization
    Public  U: array[4] Of double;
            res: double;
    Public  CallCount: integer;
    Public  log: boolean;
    Public  _options: array[16] Of Double;
    Public  MAXCOUNT: integer;
            i: integer;

    Public Constructor Create();
    Begin
    End Constructor;

    Public Sub SetArgValues(indx: integer; Value: double);
    Begin
        U[indx] := Value;
    End Sub SetArgValues;

    Public Function GetObjFunValue(): object;
    Begin
        res := U[0]*U[3]*(U[0]+U[1]+U[2])+U[2];
        CallCount := CallCount + 1;
        If MAXCOUNT < CAllCount Then
            _options[0] := 1;
        End If;
        Return res;
    End Function GetObjFunValue;

    Public Function GetObjFunPartialDeriv(indx: integer) : object;
    Begin
        Return 1;
    End Function GetObjFunPartialDeriv;

    Public Function GetConstraintValue(indx: integer) : object;
    Begin
        Select Case indx
            Case 0: res := U[0]*U[0] + U[1]*U[1] + U[2]*U[2] + U[3]*U[3];
            Case 1: res := U[0]*U[1]*U[2]*U[3];
        End Select;
        Return res;
    End Function GetConstraintValue;

    Public Function GetConstraintPartialDeriv(indxCnstr: integer; indxVrb: integer) : object;
    Begin
        res:=Double.Nan;
        Return res;
    End Function GetConstraintPartialDeriv;

    Public Property Options: Array
        Get
        Begin
            Return _options;
        End Get
        Set
        Begin
            _options := Value As Array Of Double;
        End Set
    End Property;
End Class;

Fore and Fore.NET Examples for CallBackBCO Class

Add a link to the Stat system assembly.

Public Class CallBackBCO : Object, ICallbackNLOptimization
            U: Array[3] Of Double;
            res: Double;
    Public  CallCount: Integer;
    Public  log: Boolean;
            options: Array[16] Of Double;
    Public  MAXCOUNT: Integer;
            i: Integer;

    Public Sub SetArgValues(indx: Integer; Value: Double);
    Begin
        U[indx] := Value;
    End Sub SetArgValues;

    Public Function GetObjFunValue: Variant;
    Begin
        res := U[0]-4*U[1]+2*U[2];
        CallCount := CallCount + 1;
        If MAXCOUNT < CAllCount Then
            options[0] := 1;
        End If;
        Return res;
    End Function GetObjFunValue;

    Public Function GetObjFunPartialDeriv(indx: Integer) : Variant;
    Begin
        Return 0;
    End Function GetObjFunPartialDeriv;

    Public Function GetConstraintValue(indx: Integer) : Variant;
    Begin
        Return 0;
    End Function GetConstraintValue;

    Public Function GetConstraintPartialDeriv(indxCnstr: Integer; indxVrb: Integer) : Variant;
    Begin
        Return 0;
    End Function GetConstraintPartialDeriv;

    Public Sub set_Options(Val: Array Of Double);
    Begin
        val := Options;
    End Sub set_Options;

    Public Function get_Options: Array Of Double;
    Begin
        Return Options;
    End Function get_Options;
End Class CallBackBCO;

Add a link to the Stat system assembly.

Public Class CallBackBCO : Object, ICallbackNLOptimization
    Public  U: array[3] Of double;
            res: double;
    Public  CallCount: integer;
    Public  log: boolean;
    Public  _options: array[16] Of double;
    Public  MAXCOUNT: integer;
            i: integer;

    Public Sub SetArgValues(indx: integer; Value: double);
    Begin
        U[indx] := Value;
    End Sub SetArgValues;

    Public Function GetObjFunValue(): object;
    Begin
        res := U[0]-4*U[1]+2*U[2];
        CallCount := CallCount + 1;
        If MAXCOUNT < CAllCount Then
            _options[0] := 1;
        End If;
        Return res;
    End Function GetObjFunValue;

    Public Function GetObjFunPartialDeriv(indx: integer) : object;
    Begin
        Return 0;
    End Function GetObjFunPartialDeriv;

    Public Function GetConstraintValue(indx: integer) : object;
    Begin
        Return 0;
    End Function GetConstraintValue;

    Public Function GetConstraintPartialDeriv(indxCnstr: integer; indxVrb: integer) : object;
    Begin
        Return 0;
    End Function GetConstraintPartialDeriv;

    Public Property Options: Array
    Get
        Begin
            Return _options;
        End Get
        Set
        Begin
            _options := Value As Array Of double;
        End Set
    End Property;
End Class CallBackBCO;

ICallbackNLOptimization.GetConstraintPartialDeriv

Fore Syntax

Fore.NET Syntax

Parameters

Description

Comments

Fore and Fore.NET Examples for CallBackNLO Class

Fore and Fore.NET Examples for CallBackBCO Class