ICpNonLinearOptimization.Explanatories

Syntax

Description

The Explanatories property returns the collection of explanatory (scenario) variables.

Comments

Collection elements are implemented by the INonLinearExplanatory interface. Values of each variable must be assigned before method is calculated.

Example

See below description of the procedure that sets all necessary parameters for calculation by method of non-linear optimization. Using two explanatory variables: "i" and "j", for each of which value and coefficients are determined.

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

Sub UserProc;
Var
    Optima: NonLinearOptimization;
    Vars: INonLoVariables; //variables list
    Vrbl: INonLoVariable; //variable
    VarConstr: IVarConstraint; //variable constraint
    VarConstrs: IVarConstraints; //list of variable constraints
    RetroX1: Array[3] Of Double;
    RetroX2: Array[3] Of Double;
    RetroU: Array[3] Of Double;
    RetroV: Array[3] Of Double;
    ValuesI: Array[4] Of Double;
    Funstions: Array[2] Of String;
    Res: INonLoResults;
    TimeInterval: Integer;
    s: String;
    ci: ICultureInfo;
    j, i: Integer;
    val: Double;
    Expl: INonLinearExplanatory;
Begin
    Optima := New NonLinearOptimization.Create;
    // Set variables values
    RetroX1[0] := 2; RetroX2[0] := 1;
    RetroX1[1] := 2.1; RetroX2[1] := 0.9;
    RetroX1[2] := 2.2; RetroX2[2] := 0;
    RetroU[0] := 1;      RetroV[0] := 0.5;
    RetroU[1] := 1.5; RetroV[1] := 0.75;
    RetroU[2] := 0;      RetroV[2] := 0;
    // 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 restrictions on 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 restrictions on 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 restrictions on it
    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 the "v" controlling variable and restrictions on it
    Vars := Optima.Variables;
    Vrbl := Vars.Add("v");
    Vrbl.Retrospective := RetroV;
    Vrbl.ControlVariable := True;
    Vrbl.CoefficientsOrder := "v[t];v[t-1]";
    VarConstrs := Vrbl.Constraints;
    For i := 0 To 3 Do
        VarConstr := VarConstrs.Add;
        VarConstr.LowerBound := 0.8;
        VarConstr.UpperBound := 4;
        VarConstr.Lag := i;
    End For;
    // Set the "i" explanatory series
    Expl := Optima.Explanatories.Add;
    Expl.VariableName := "i";
    Expl.CoefficientsOrder := "i[t]";
    ValuesI := New Double[4];
    ValuesI[0] := 11;
    ValuesI[1] := 11;
    ValuesI[2] := 11;
    ValuesI[3] := 11;
    Expl.Series := ValuesI;

    // Set the "j" explanatory series
    Expl := Optima.Explanatories.Add;
    Expl.VariableName := "j";
    Expl.CoefficientsOrder := "j[t]";
    ValuesI := New Double[4];
    ValuesI[0] := -1;
    ValuesI[1] := -1;
    ValuesI[2] := -1;
    ValuesI[3] := -1;
    Expl.Series := ValuesI;
    // Set phase variables calculation method
    Optima.VariablesCalculationTechnique := StateVariablesCalculationTechniqueType.IterativeCalculation;
    // Set equations and criterion function of non-linear optimization
    Funstions := New string[2];
    Funstions[0] := "0.3 * x1[t-1] + 0.1 * x2[t-2] + u[t-1] * x1[t-1] *x2[t-1] + i[t]+j[t]";
    Funstions[1] := "-0.2 * x1[t-1] + 0.4 *x2[t-1] + (x1[t-1] * x2[t-2])/v[t-1]+i[t]+j[t]";
    Optima.Equations := Funstions;
    Optima.CriterionFunction := "x1[t] * x1[t] - x1[t] * x2[t]+i[t]+j[t]";
    // Set optimization method and other parameters
    TimeInterval := 4;
    Optima.NodesCount := 2;
    Optima.MaxIterationsCount := 150;
    Optima.MethodType := CpNonLinearMethodType.SequentialQP;
    Optima.Tolerance := 0.05;
    Optima.Extremum := ExtremumType.Maximum;
    // Calculate
    Res := Optima.Evaluate(TimeInterval) As INonLoResults;
    If Res.Status = 0 Then
        // Display results
        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;
    Else
        Debug.WriteLine(Res.ErrorMsg);
    End If;
End Sub UserProc;

After executing the example the calculation results are displayed in the console window:

Optimal value: 1249.3495956170168
x1 x2 u v
t=1, 12,690000, 13,600000, 0,000000, 4,000000,
t=2, 13,907000, 16,074500, 0,000000, 4,000000,
t=3, 15,532100, 60,932200, 0,000000, 4,000000,
t=4, 16,267080, 93,684352, 0,000000, 0,800000,