ISmNonLinearOptimization.Callback

Syntax

Description

The Callback property determines the custom class used to calculate values of variables, criterion function and non-linear constraints.

Comments

If the Callback property is used, and if ISmNonLinearOptimization.UseDerivatives = True, the GetObjFunPartialDeriv and GetConstraintPartialDeriv methods are used to calculate derivatives, the methods are determined in Callback; if ISmNonLinearOptimization.UseDerivatives = False, function gradient is calculated to get derivative values.

To get value of criterion function, use the ISmNonLinearOptimization.OptimalFunctionValue property.

Example

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

The example uses the CallBackNLO custom class described in ICallbackNLOptimization.GetConstraintPartialDeriv.

Sub UserProc;
Var
    nlo: ISmNonLinearOptimization;
    lb, ub: Array[0..3] Of Double;
    LinConCfs: Array[0..3] Of Double;
    LinCons: ISlLinearConstraints;
    LinCon: ISlLinearConstraint;
    NonLinCons: INonLinearConstraints;
    NonLinCon: INonLinearConstraint;
    CallBack : CallBackNLO;
    i, res: Integer;
    lcv: Array[4] Of Double;
    OptVal: Double;
Begin
    nlo := New SmNonLinearOptimization.Create;
    For i := 0 To 3 Do
        lb[i] := 1;
        ub[i] := 5;
        LinConCfs[i] := 1;
    End For;
    // Definition area parameters:
    nlo.Boundary.BoundaryLower := lb;
    nlo.Boundary.BoundaryUpper := ub;
    // Coefficient order:
    nlo.CoefficientsOrder := "x1;x2;x3;x4";
    // Linear constraint parameters:
    LinCons := nlo.LinearConstraints;
    LinCons.Clear;
    LinCon := LinCons.Add;
    LinCon.BoundaryLower := -10e20;
    LinCon.BoundaryUpper := 20;
    LinConCfs[0] := 1;
    LinConCfs[1] := 1;
    LinConCfs[2] := 1;
    LinConCfs[3] := 1;
    LinCon.Value := LinConCfs;
    // Maximum number of iterations and precision:
    nlo.MaxIteration := 75;
    nlo.Tolerance := 0.001;
    // Non-linear constraint parameters:
    NonLinCons := nlo.NonLinearConstraints;
    NonLinCons.Clear;
    NonLinCon := NonLinCons.Add;
    NonLinCon.BoundaryLower := -10e20;
    NonLinCon.BoundaryUpper := 40;
    NonLinCon := NonLinCons.Add;
    NonLinCon.BoundaryLower := 25;
    NonLinCon.BoundaryUpper := 10e21;
    // Linear constraint parameters:
    LinCon := LinCons.Add;
    lcv[0] := 1; lcv[1] := 1; lcv[2] := 1; lcv[3] := 1;
    LinCon.Value := lcv;
    LinCon.BoundaryLower := -10;
    LinCon.BoundaryUpper := 9;
    // CallBack:
    CallBack := New CallBackNLO.Create;
    Callback.MAXCOUNT := 1000;
    Callback.CallCount := 0;
    nlo.Callback := CallBack;
    // Task calculation:
    res := nlo.Execute;
    If res <> 0 Then
        Debug.WriteLine(nlo.Errors);
        Else
            Debug.WriteLine("=== Criterion function value ===");
            Debug.Indent;
            OptVal := nlo.OptimalFunctionValue;
            Debug.WriteLine(OptVal.ToString);
            Debug.Unindent;
            Debug.WriteLine("=== Solution ===");
            Debug.Indent;
            For i := 0 To nlo.Solution.Length - 1 Do
                Debug.WriteLine(i.ToString + ", " + nlo.Solution[i].ToString)
            End For;
            Debug.Unindent;
            Debug.WriteLine("=== Criterion function gradient ===");
            Debug.Indent;
            For i := 0 To nlo.FunctionGradient.Length - 1 Do
                Debug.WriteLine(i.ToString + ", " + nlo.FunctionGradient[i].ToString);
            End For;
            Debug.Unindent;
    End If;
End Sub UserProc;

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

Criterion function value.
Solution.
Criterion function gradient.