ICpTargetAdjustment.Tolerance

The example uses the MyCallBackCycle custom class. Implementation of this class is given in the example for ICallbackCycle.Execute.

Fore Fore.NET

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 constraints of phase variable
 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;
 // Determine current time point
 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 the x2 phase variable
 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 constraints of controlling variable
 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 current moment of time
 VarConstr.TimeMoment := i;
 End For;
 // Add a controlling dimension 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 controlling series i
 Expl := Expls.Add;
 Expl.VariableName := "i";
 Expl.CoefficientsOrder := "i[t]";
 Expl.Series := ValuesI;
 // Set explanatory series j
 Expl := Expls.Add;
 Expl.VariableName := "j";
 Expl.CoefficientsOrder := "j[t]";
 Expl.Series := ValuesJ;
 // Set target trajectory
 ser[0] := 1;
 ser[1] := 2;
 ser[2] := 3;
 ser[3] := 4;
 TargetAdj.TargetTrajectory := Ser;
 // Set target function
 TargetAdj.CriterionFunction := "x1[t] + x2[t-1] - u[t] + i[t] + j[t]";
 // Set number of iterations
 TargetAdj.MaxIterationsCount := 25000;
 // Set solution accuracy
 TargetAdj.Tolerance := 0.00001;
 // Get non-linear constraints of target function
 Constraints := TargetAdj.Constraints;
 // Add a non-linear constraint
 Constraint := Constraints.Add;
 // Set expression of non-linear constraint
 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 deleted during one iteration     TargetAdj.AutoAdjustRemoveCount := 2;     // Set handler to calculate values for controlling variables     MyCallBackC := New MyCallbackCycle.Create;     TargetAdj.CallbackCycle := MyCallBackC;     // Calculate     Res := TargetAdj.Evaluate(T) As ITargetResults;     // If calculation is without errors, then display results to console     If res.Status = 0 Then     // Display optimal value     Debug.WriteLine("Optimal value:");     Debug.Indent;     Debug.WriteLine(res.OptimalValue);     Debug.Unindent;     // Display values of controlling variables     For j := 1 To VarsC.Count Do         VrblC := VarsC.Item(j - 1);         Debug.WriteLine("Values of controlling variable '" + 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;     // Display values of phase variables     For j := 1 To VarsP.Count Do         VrblP := VarsP.Item(j - 1);         Debug.WriteLine("Values of phase variable '" + 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;     // Display progress of target function change during calculation     // of non-linear programming problem       Debug.WriteLine("Progress of target function change during calculation" +         " of non-linear programming problem:");     Debug.Indent;     For i := 0 To Res.ObjValByIter.Length - 1 Do         Debug.WriteLine(Res.ObjValByIter[i]);     End For;     Debug.Unindent;     // Display progress of target function change during     // consecutive weakening of borders     Debug.WriteLine("Progress of target function change during" +         " consecutive weakening of borders:");     Debug.Indent;     For i := 0 To Res.ObjValByAdjustIter.Length - 1 Do         Debug.WriteLine(Res.ObjValByAdjustIter[i]);     End For;     Debug.Unindent;     // Display optimal trajectory of target function     Debug.WriteLine("Optimal trajectory of target function:");     Debug.Indent;     For i := 0 To Res.CriterionFunctionTrajectory.Length - 1 Do         Debug.WriteLine(Res.CriterionFunctionTrajectory[i]);     End For;     Debug.Unindent;     // If calculation is finished with error, then display 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 calculating values of controlling variables     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 values of controlling variables     For j := 1 To VarsC.Count Do         VrblC := VarsC.Item[j - 1];         System.Diagnostics.Debug.WriteLine("Values of controlling variable '" + 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 values of phase variables     For j := 1 To VarsP.Count Do         VrblP := VarsP.Item[j - 1];         System.Diagnostics.Debug.WriteLine("Values of phase variable '" + 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 of     // non-linear programming problem       System.Diagnostics.Debug.WriteLine("Change progress of criterion function during solution of" +         " non-linear programming problem:");     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      // sequential loosening of limits     System.Diagnostics.Debug.WriteLine("Change progress of criterion function during" +         " sequential loosening of limits:");     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.

ICpTargetAdjustment.Tolerance

Syntax

Description

Comments

Example