INonLinearExplanatory.Retrospective

Syntax

Retrospective: Array;

Description

The Retrospective property determines variable values before optimization start.

Comments

To determine a variable value, use the INonLinearExplanatory.Series property.

Example

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

Sub UserProc;
Var
    Optima: NonLinearOptimization;
    Vars: INonLoVariables;
    Vrbl: INonLoVariable;
    VarConstr: IVarConstraint;
    VarConstrs: IVarConstraints;
    Expl: INonLinearExplanatory;
    Res: INonLoResults;
    Constr : INonLoConstraint;
    RetroA, RetroX, RetroZ: Array[1] Of Double;
    explar: Array[4] Of Double;
    Funstions: Array[2] Of String;
    TimeInterval, i, j: Integer;
    Val: Double;
    s: String;
    Trajectory: Array Of Double;
Begin
    Optima := New NonLinearOptimization.Create;
    RetroA[0] := 2000;
    RetroX[0] := 0;
    RetroZ[0] := 0;
    // Variables and constraints
    Vars := Optima.Variables;
    Vars.Clear;
    Vrbl := Vars.Add("A");
    Vrbl.Retrospective := RetroA;
    Vrbl.CoefficientsOrder := "a[t];a[t-1];a[t-2];a[t-3]";
    Vrbl := Vars.Add("Z");
    Vrbl.Retrospective := RetroZ;
    Vrbl.CoefficientsOrder := "z[t];z[t-1];z[t-2];z[t-3]";
    VarConstrs := Vrbl.Constraints;
    // Controlling variable
    Vrbl := Vars.Add("X");
    Vrbl.Retrospective := RetroX;
    Vrbl.ControlVariable := True;
    Vrbl.CoefficientsOrder := "x[t];x[t-1];x[t-2];x[t-3]";
    VarConstrs := Vrbl.Constraints;
    // Constraint for variable
    TimeInterval := 4;
    For i:=0 To TimeInterval-1 Do
        VarConstr := VarConstrs.Add;
        VarConstr.LowerBound := 0;
        VarConstr.UpperBound := 1000;
        VarConstr.Lag := i;
    End For;
    // Explanatory variable
    Optima.Explanatories.Clear;
    Expl := Optima.Explanatories.Add;
    Expl.VariableName := "scen";
    Expl.Series := explar;
    Expl.CoefficientsOrder := "scen[t];scen[t-1]";
    For i:=0 To explar.Length-1 Do
        explar[i]:=0;
    End For;
    Expl.Retrospective := explar;
    // Non-linear optimization equation
    Funstions := New string[2];
    Funstions[0] := "0.5 * a[t-1]-0.4*x[t-1]+scen[t-1]";
    Funstions[1] := "z[t-1]+2*a[t]+x[t]";
    Optima.Equations := Funstions;
    // Non-linear optimization constraints
    Optima.Constraints.Clear;
    Constr:=Optima.Constraints.Add;
    Constr.Expression :="a[t]-x[t]";
    Constr.LowerBound :="0";
    // Criterion function
    Optima.CriterionFunction := "z[t]";
    // Number of intervals
    Optima.NodesCount := 8;
    // Maximum number of iterations
    Optima.MaxIterationsCount := 150;
    // Solution search method
    Optima.MethodType := CpNonLinearMethodType.SequentialQP;
    // Parameters of differential revolution method
    Optima.DifferEvolutionParams.PopulationSize := 100;
    Optima.DifferEvolutionParams.MaxGeneration := 200;
    Optima.DifferEvolutionParams.CrossProb := 0.60;
    Optima.DifferEvolutionParams.DiffScale := 0.50;
    Optima.DifferEvolutionParams.EvolutionStrategy := DiffEvolutionStrategyType.Best1Bin;
    // Accuracy of solution
    Optima.Tolerance :=  0.001;
    // Extremum type
    Optima.Extremum := ExtremumType.Maximum;
    // Model calculation:
    Res := Optima.Evaluate(TimeInterval) As INonLoResults;
    Debug.WriteLine("Status : " + Res.Status.ToString);
    Debug.WriteLine("Error : " + Res.ErrorMsg);
    Debug.WriteLine("Optimal value: " + Res.OptimalValue.ToString);
    Debug.WriteLine("Optimal value by iterations:");
    If res.Status = 0 Then
        For i := 0 To Res.ObjValByIter.Length - 1 Do
            Debug.WriteLine(Res.ObjValByIter[i]);
        End For;
    End If;
    s := "     ";
    For j := 1 To Vars.Count Do
        Vrbl := Vars.Item(j - 1);
        s := s + Vrbl.Id + "     ";
    End For;
    s:= s + "Trajectory";
    Debug.WriteLine(s);
    If Res.Status = 0 Then
        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 + Val.ToString + ", ";
            End For;
            Trajectory := res.CriterionFunctionTrajectory;
            s:= s + Trajectory[i-1].ToString;
            Debug.WriteLine(s);
        End For;
    End If;
End Sub UserProc;

After executing the example the console window displays the following:

Status : 0

Error : No error

Optimal value: 3875.00000000001

Optimal value by iterations:

3750

3870,36758872495

3870,40603555176

3874,99999253258

3875,00000000001

A Z X Trajectory

t=1, 1000, 2000, 0, 2000

t=2, 500, 3000, 0, 3000

t=3, 250, 3500, 0, 3500

t=4, 125, 3875.00000001261, 125.000000000008, 3875.00000000001