Result: Double;
Result: double;
The Result property returns non-linear constraint value.
To determine non-linear function of constraint, use the INonLinearConstraint.NonLinearFunction property.
Add a link to the Stat system assembly.
Sub UserProc;
Var
nlo: ISmNonLinearOptimization;
LinCons: ISlLinearConstraints;
LinCon: ISlLinearConstraint;
NonLinCons: INonLinearConstraints;
NonLinCon1, NonLinCon2: INonLinearConstraint;
lb,ub: Array[0..3] Of Double;
init: Array[0..3] Of Double;
LinConCfs: Array[0..3] Of Double;
i,res: Integer;
OptVal: Double;
Sol, FuncGrad: Array Of Double;
Begin
nlo := New SmNonLinearOptimization.Create;
For i := 0 To 3 Do
lb[i] := 1;
ub[i] := 5;
LinConCfs[i] := 1;
End For;
// Function optimization parameters
nlo.Boundary.BoundaryLower := lb;
nlo.Boundary.BoundaryUpper := ub;
nlo.CoefficientsOrder := "x1;x2;x3;x4";
nlo.FunctionString := "x1*x4*(x1+x2+x3)+x3";
init[0] := 1;
init[1] := 5;
init[2] := 5;
init[3] := 1;
nlo.InitApproximation := init;
nlo.MaxIteration := 75;
// === Collection of linear constraints ===
LinCons := nlo.LinearConstraints;
// Linear constraint parameters
LinCon := LinCons.Add;
LinCon.BoundaryLower := -10e20;
LinCon.BoundaryUpper := 20;
LinConCfs[0] := 1;
LinConCfs[1] := 1;
LinConCfs[2] := 1;
LinConCfs[3] := 1;
LinCon.Value := LinConCfs;
// === Collection of non-linear constraints ===
NonLinCons := nlo.NonLinearConstraints;
// First non-linear constraint
NonLinCon1 := NonLinCons.Add;
NonLinCon1.BoundaryLower := -10e20;
NonLinCon1.BoundaryUpper := 40;
NonLinCon1.NonLinearFunction := "x1*x1+x2*x2+x3*x3+x4*x4";
// Second non-linear constraint
NonLinCon2 := NonLinCons.Add;
NonLinCon2.BoundaryLower := 25;
NonLinCon2.BoundaryUpper := 10e21;
NonLinCon2.NonLinearFunction := "x1*x2*x3*x4";
// Calculate model
res := nlo.Execute;
If res<>0 Then
Debug.WriteLine(nlo.Errors);
Else
Debug.WriteLine("== Criterion function value ==");
OptVal := nlo.OptimalFunctionValue;
Debug.WriteLine(OptVal.ToString);
Debug.WriteLine("=== Solution ===");
Sol := nlo.Solution;
For i := 0 To Sol.Length - 1 Do
Debug.WriteLine(i.ToString + ". " + Sol[i].ToString);
End For;
Debug.WriteLine("=== Criterion function gradient ===");
FuncGrad := nlo.FunctionGradient;
For i := 0 To FuncGrad.Length - 1 Do
Debug.WriteLine(i.ToString + ". " + FuncGrad[i].ToString);
End For;
Debug.WriteLine("=== Values of non-linear constraints ===");
Debug.WriteLine("1. " + NonLinCon1.Result.ToString);
Debug.WriteLine("2. " + NonLinCon2.Result.ToString);
End If;
End Sub UserProc;
After executing the example the console window displays the found solution, criterion function gradient, and values of non-linear constraints.
The requirements and result of the Fore.NET example execution match with those in the Fore example.
Imports Prognoz.Platform.Interop.Stat;
…
Public Shared Sub Main(Params: StartParams);
Var
nlo: ISmNonLinearOptimization;
LinCons: ISlLinearConstraints;
LinCon: ISlLinearConstraint;
NonLinCons: INonLinearConstraints;
NonLinCon1, NonLinCon2: INonLinearConstraint;
lb,ub: Array[0..3] Of Double;
init: Array[0..3] Of Double;
LinConCfs: Array[0..3] Of Double;
i,res: Integer;
OptVal: Double;
Sol, FuncGrad: System.Array;
Begin
nlo := New SmNonLinearOptimization.Create();
For i := 0 To 3 Do
lb[i] := 1;
ub[i] := 5;
LinConCfs[i] := 1;
End For;
// Function optimization parameters
nlo.Boundary.BoundaryLower := lb;
nlo.Boundary.BoundaryUpper := ub;
nlo.CoefficientsOrder := "x1;x2;x3;x4";
nlo.FunctionString := "x1*x4*(x1+x2+x3)+x3";
init[0] := 1;
init[1] := 5;
init[2] := 5;
init[3] := 1;
nlo.InitApproximation := init;
nlo.MaxIteration := 75;
// === Collection of linear constraints ===
LinCons := nlo.LinearConstraints;
// Linear constraint parameters
LinCon := LinCons.Add();
LinCon.BoundaryLower := -10e20;
LinCon.BoundaryUpper := 20;
LinConCfs[0] := 1;
LinConCfs[1] := 1;
LinConCfs[2] := 1;
LinConCfs[3] := 1;
LinCon.Value := LinConCfs;
// === Collection of non-linear constraints ===
NonLinCons := nlo.NonLinearConstraints;
// First non-linear constraint
NonLinCon1 := NonLinCons.Add();
NonLinCon1.BoundaryLower := -10e20;
NonLinCon1.BoundaryUpper := 40;
NonLinCon1.NonLinearFunction := "x1*x1+x2*x2+x3*x3+x4*x4";
// Second non-linear constraint
NonLinCon2 := NonLinCons.Add();
NonLinCon2.BoundaryLower := 25;
NonLinCon2.BoundaryUpper := 10e21;
NonLinCon2.NonLinearFunction := "x1*x2*x3*x4";
// Calculate model
res := nlo.Execute();
If res<>0 Then
System.Diagnostics.Debug.WriteLine(nlo.Errors);
Else
System.Diagnostics.Debug.WriteLine("== Criterion function value ==");
OptVal := nlo.OptimalFunctionValue;
System.Diagnostics.Debug.WriteLine(OptVal.ToString());
System.Diagnostics.Debug.WriteLine("=== Solution ===");
Sol := nlo.Solution;
For i := 0 To Sol.Length - 1 Do
System.Diagnostics.Debug.WriteLine(i.ToString() + ". " + Sol[i].ToString());
End For;
System.Diagnostics.Debug.WriteLine("=== Criterion function gradient ===");
FuncGrad := nlo.FunctionGradient;
For i := 0 To FuncGrad.Length - 1 Do
System.Diagnostics.Debug.WriteLine(i.ToString() + ". " + FuncGrad[i].ToString());
End For;
System.Diagnostics.Debug.WriteLine("=== Values of non-linear constraints ===");
System.Diagnostics.Debug.WriteLine("1. " + NonLinCon1.Result.ToString());
System.Diagnostics.Debug.WriteLine("2. " + NonLinCon2.Result.ToString());
End If;
End Sub;
See also: