ISmNonLinearOptimization.ObjValByIter

Fore Syntax

ObjValByIter: Array;

Fore.NET Syntax

ObjValByIter: System.Array;

Description

The ObjValByIter property returns values of the criterion function by iterations.

Comments

To determine criterion function, use the ISmNonLinearOptimization.FunctionString property.

Fore Example

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

Sub UserProc;
Var
    nlo: ISmNonLinearOptimization;
    lb, ub: Array[0..3] Of Double;
    init: Array[0..3] Of Double;
    LinConCfs: Array[0..3] Of Double;
    LinCons: ISlLinearConstraints;
    LinCon: ISlLinearConstraint;
    NonLinCons: INonLinearConstraints;
    NonLinCon: INonLinearConstraint;
    i, res: Integer;
Begin
    nlo := New SmNonLinearOptimization.Create;
    For i := 0 To 3 Do
        lb[i] := 1;
        ub[i] := 5;
        LinConCfs[i] := 1;
    End For;
    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;
    LinCons := nlo.LinearConstraints;
    LinCon := LinCons.Add;
    LinCon.BoundaryLower := -10e20;
    LinCon.BoundaryUpper := 20;
    LinConCfs[0] := 1;
    LinConCfs[1] := 1;
    LinConCfs[2] := 1;
    LinConCfs[3] := 1;
    LinCon.Value := LinConCfs;
    nlo.MaxIteration := 75;
    NonLinCons := nlo.NonLinearConstraints;
    NonLinCon := NonLinCons.Add;
    NonLinCon.BoundaryLower := -10e20;
    NonLinCon.BoundaryUpper := 40;
    NonLinCon.NonLinearFunction := "x1*x1+x2*x2+x3*x3+x4*x4";
    NonLinCon := NonLinCons.Add;
    NonLinCon.BoundaryLower := 25;
    NonLinCon.BoundaryUpper := 10e21;
    NonLinCon.NonLinearFunction := "x1*x2*x3*x4";
    // Do not use analytical derivatives when searching the solution:
    nlo.UseDerivatives := False;
    res := nlo.Execute;
    If res <> 0 Then
        Debug.WriteLine(nlo.Errors);
        Else
            Debug.WriteLine("=== Criterion function value by iterations ===");
            For i := 0 To nlo.ObjValByIter.Length - 1 Do
                Debug.WriteLine(i.ToString + ", " + nlo.ObjValByIter[i].ToString)
            End For;
    End If;
End Sub UserProc;

After executing the example the console window displays criterion function values by iterations.

Fore.NET Example

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;
    lb, ub: Array[0..3] Of Double;
    init: Array[0..3] Of Double;
    LinConCfs: Array[0..3] Of Double;
    LinCons: ISlLinearConstraints;
    LinCon: ISlLinearConstraint;
    NonLinCons: INonLinearConstraints;
    NonLinCon: INonLinearConstraint;
    i, res: Integer;
    ObjValByIter: System.Array;
Begin
    nlo := New SmNonLinearOptimization.Create();
    For i := 0 To 3 Do
        lb[i] := 1;
        ub[i] := 5;
        LinConCfs[i] := 1;
    End For;
    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;
    LinCons := nlo.LinearConstraints;
    LinCon := LinCons.Add();
    LinCon.BoundaryLower := -10e20;
    LinCon.BoundaryUpper := 20;
    LinConCfs[0] := 1;
    LinConCfs[1] := 1;
    LinConCfs[2] := 1;
    LinConCfs[3] := 1;
    LinCon.Value := LinConCfs;
    nlo.MaxIteration := 75;
    NonLinCons := nlo.NonLinearConstraints;
    NonLinCon := NonLinCons.Add();
    NonLinCon.BoundaryLower := -10e20;
    NonLinCon.BoundaryUpper := 40;
    NonLinCon.NonLinearFunction := "x1*x1+x2*x2+x3*x3+x4*x4";
    NonLinCon := NonLinCons.Add();
    NonLinCon.BoundaryLower := 25;
    NonLinCon.BoundaryUpper := 10e21;
    NonLinCon.NonLinearFunction := "x1*x2*x3*x4";
    // Do not use analytical derivatives when searching the solution:
    nlo.UseDerivatives := False;
    res := nlo.Execute();
    If res <> 0 Then
        System.Diagnostics.Debug.WriteLine(nlo.Errors);
        Else
            System.Diagnostics.Debug.WriteLine("=== Criterion function value by iterations ===");
            ObjValByIter := nlo.ObjValByIter;
            For i := 0 To nlo.ObjValByIter.Length - 1 Do
                System.Diagnostics.Debug.WriteLine(i.ToString() + ", " + ObjValByIter[i].ToString())
            End For;
    End If;
End Sub;