ICpNonLinearOptimization.CriterionFunction

Syntax

CriterionFunction: String;

Description

The CriterionFunction property determines criterion function.

Comments

Use the ICpNonLinearOptimization.Equations property to determine a non-linear variable optimization equation.

Example

Add a link to the Cp system assembly.

Sub UserProc;
Var
    Optima: NonLinearOptimization;
    Vars: INonLoVariables; //list of variables
    Vrbl: INonLoVariable; //variable
    VarConstr: IVarConstraint; //variable constraint
    VarConstrs: IVarConstraints; //list of variable constraints
    RetroX1, RetroX2, RetroU: Array[3] Of Double;
    Functions: Array[2] Of String;
    DifferEvolutionParams: IDifferEvolutionParams;
    Res: INonLoResults;
    ci: ICultureInfo;
    TimeInterval, j, i: Integer;
    val: Double;
    s: String;
Begin
    Optima := New NonLinearOptimization.Create;
    RetroX1[0] := 2;
    RetroX1[1] := 2.1;
    RetroX1[2] := 2.2;
    RetroX2[0] := 1;
    RetroX2[1] := 0.9;
    RetroX2[2] := 0;
    RetroU[0] := 1;
    RetroU[1] := 1.5;
    RetroU[2] := 0;
    // Variables and constraints
    // Set the "x1" variable
    Vars := Optima.Variables;
    Vrbl := Vars.Add("x1");
    Vrbl.Retrospective := RetroX1;
    Vrbl.CoefficientsOrder := "x1[t];x1[t-1];x1[t-2];x1[t-3]";
    VarConstrs := Vrbl.Constraints;
    // Set constraints for the "x1" variable
    VarConstr := VarConstrs.Add;
    VarConstr.LowerBound := -101;
    VarConstr.UpperBound := 101;
    VarConstr.Lag := 3;
    VarConstr := VarConstrs.Add;
    VarConstr.LowerBound := -102;
    VarConstr.UpperBound := 102;
    VarConstr.Lag := 2;
    VarConstr := VarConstrs.Add;
    VarConstr.LowerBound := -10030;
    VarConstr.UpperBound := 10030;
    VarConstr.Lag := 1;
    VarConstr := VarConstrs.Add;
    VarConstr.LowerBound := -13040;
    VarConstr.UpperBound := 13040;
    VarConstr.Lag := 0;
    // Set the "x2" variable
    Vars := Optima.Variables;
    Vrbl := Vars.Add("x2");
    Vrbl.Retrospective := RetroX2;
    Vrbl.CoefficientsOrder := "x2[t];x2[t-1];x2[t-2]";
    VarConstrs := Vrbl.Constraints;
    // Set constraints for the "x2" variable
    VarConstr := VarConstrs.Add;
    VarConstr.LowerBound := -201;
    VarConstr.UpperBound := 201;
    VarConstr.Lag := 3;
    VarConstr := VarConstrs.Add;
    VarConstr.LowerBound := -202;
    VarConstr.UpperBound := 202;
    VarConstr.Lag := 2;
    VarConstr := VarConstrs.Add;
    VarConstr.LowerBound := -203;
    VarConstr.UpperBound := 203;
    VarConstr.Lag := 1;
    VarConstr := VarConstrs.Add;
    VarConstr.LowerBound := -12040;
    VarConstr.UpperBound := 12040;
    VarConstr.Lag := 0;
    // Set the "u" controlling variable and its constraints
    Vars := Optima.Variables;
    Vrbl := Vars.Add("u");
    Vrbl.Retrospective := RetroU;
    Vrbl.ControlVariable := True;
    Vrbl.CoefficientsOrder := "u[t];u[t-1]";
    VarConstrs := Vrbl.Constraints;
    For i := 0 To 3 Do
    VarConstr := VarConstrs.Add;
    VarConstr.LowerBound := 0;
    VarConstr.UpperBound := 1;
    VarConstr.Lag := i;
    End For;
    // Set equations and non-linear optimization criterion function
    Functions := New string[2];
    Functions[0] := "0.3 * x1[t-1] + 0.1 * x2[t-2] + u[t-1] * x1[t-1] *x2[t-1]";
    Functions[1] := "-0.2 * x1[t-1] + 0.4 *x2[t-1] + (x1[t-1] * x2[t-2]+u[t-1])";
    Optima.Equations := Functions;
    Optima.CriterionFunction := "x1[t] * x2[t] - x1[t]";
    TimeInterval := 4;
    Optima.NodesCount := 2;
    Optima.MaxIterationsCount := 1500;
    Optima.MethodType := CpNonLinearMethodType.DifferentEvolution;
    Optima.Tolerance := 0.00001;
    Optima.Extremum := ExtremumType.Maximum;
    // Set differential evolution parameters
    DifferEvolutionParams := Optima.DifferEvolutionParams;
    DifferEvolutionParams.PopulationSize := 18;
    DifferEvolutionParams.DiffScale := 0.6;
    DifferEvolutionParams.CrossProb := 0.4;
    DifferEvolutionParams.MaxGeneration := 250;
    DifferEvolutionParams.EvolutionStrategy := DiffEvolutionStrategyType.Best1Exp;
    // Perform calculation and display results
    Res := Optima.Evaluate(TimeInterval) As INonLoResults;
    s := "Optimal value: " + Res.OptimalValue.ToString;
    Debug.WriteLine(s);
    s := "     ";
    For j := 1 To Vars.Count Do
        Vrbl := Vars.Item(j - 1);
        s := s + Vrbl.Id + "        ";
    End For;
    Debug.WriteLine(s);
    ci := CultureInfo.Current;
    For i := 1 To TimeInterval Do
        s := "t=" + i.ToString + ", ";
        For j := 1 To Vars.Count Do
            Vrbl := Vars.Item(j - 1);
            Val := Res.VarValues(Vrbl.Id)[i - 1];
            s := s + ci.FormatDoublePrec(Val, 6) + ", ";
        End For;
        Debug.WriteLine(s);
    End For;
    s := "State : " + Res.Status.ToString;
    Debug.WriteLine(s);
    s := "Error : " + Res.ErrorMsg;
    Debug.WriteLine(s);
End Sub UserProc;

Executing this example shows the calculation results in the console window.