ISmLinearProgramming.CriterionFunction

Syntax

CriterionFunction: Array;

Description

The CriterionFunction property determines criterion function.

Comments

Indexing of array of coefficients of criterion function must start with zero.

Example

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

Sub UserProc;
Var
    LP: SmLinearProgramming;
    Bound: ISlBoundaryRegion;
    LCon1, LCon2: ISlLinearConstraint;
    CF, Lb, Ub, LinC1, LinC2, Sol: Array Of Double;
    i, N, Res: Integer;
    d, OptVal: Double;
Begin
    N := 4;
    CF := New Double[N];
    Lb := New Double[N];
    Ub := New Double[N];
    LinC1 := New Double[N];
    LinC2 := New Double[N];
    CF[0] := 5; Lb[0] := 0; Ub[0] := 5; LinC1[0] := 2; LinC2[0] := 3;
    CF[1] := -7; Lb[1] := 0; Ub[1] := 10; LinC1[1] := 4; LinC2[1] := 3;
    CF[2] := 2; Lb[2] := 0; Ub[2] := 5; LinC1[2] := 1; LinC2[2] := 0;
    CF[3] := -2; Lb[3] := 0; Ub[3] := 5; LinC1[3] := 0; LinC2[3] := 2;
    LP := New SmLinearProgramming.Create;
    LP.InitialApproximation.AutoCreate := True;
    //Criterion function
    LP.CriterionFunction := CF;
    Bound := LP.Boundary;
    Bound.BoundaryLower := Lb; //Lower area boundary
    Bound.BoundaryUpper := Ub; //Upper area boundary
    LCon1 := LP.LinearConstraints.Add; // first linear constraint
    LCon1.Value := LinC1; // Linear constraint coefficients
    LCon1.BoundaryLower := -100; // lower linear constraint
    LCon1.BoundaryUpper := 100; //upper linear constraint
    LCon2 := LP.LinearConstraints.Add; // second linear constraint
    LCon2.Value := LinC2;
    LCon2.BoundaryLower := -100;
    LCon2.BoundaryUpper := 90;
    Res := LP.Execute;
    If Res <> 0 Then
        Debug.WriteLine(LP.Errors);
        Else
            Debug.WriteLine("== Criterion function value ==");
            OptVal := LP.OptimalFunctionValue;
            Debug.WriteLine(OptVal.ToString);
            Debug.WriteLine("== Solution ==");
            Sol := LP.Solution;
            For i := 0 To N - 1 Do
                d := Sol[i];
                Debug.AssertMsg(False, i.ToString + " = " + d.ToString);
            End For;
    End If;
End Sub UserProc;

After executing the example the console window displays the found solution and criterion function value corresponding to this solution:

== Criterion function value ==

-80

== Solution ==

0 = 0

1 = 10

2 = 0

3 = 5