The in-memory representation of an OSiL instance.. More...
#include <OSInstance.h>
Public Member Functions | |
OSInstance () | |
The OSInstance class constructor. | |
~OSInstance () | |
The OSInstance class destructor. | |
bool | IsEqual (OSInstance *that) |
A function to check for the equality of two objects. | |
std::string | getInstanceName () |
Get instance name. | |
std::string | getInstanceSource () |
Get instance source. | |
std::string | getInstanceDescription () |
Get instance description. | |
std::string | getInstanceCreator () |
Get instance fileCreator. | |
std::string | getInstanceLicence () |
Get instance licence. | |
int | getVariableNumber () |
Get variable number. | |
std::string * | getVariableNames () |
Get variable names. | |
char * | getVariableTypes () |
Get variable initial values. | |
int | getNumberOfIntegerVariables () |
getNumberOfIntegerVariables | |
int | getNumberOfBinaryVariables () |
getNumberOfBinaryVariables | |
int | getNumberOfSemiContinuousVariables () |
getNumberOfSemiContinuousVariables | |
int | getNumberOfSemiIntegerVariables () |
getNumberOfSemiIntegerVariables | |
int | getNumberOfStringVariables () |
getNumberOfStringVariables | |
double * | getVariableLowerBounds () |
Get variable lower bounds. | |
double * | getVariableUpperBounds () |
Get variable upper bounds. | |
int | getObjectiveNumber () |
Get objective number. | |
std::string * | getObjectiveNames () |
Get objective names. | |
std::string * | getObjectiveMaxOrMins () |
Get objective maxOrMins. | |
int * | getObjectiveCoefficientNumbers () |
Get objective coefficient number. | |
double * | getObjectiveConstants () |
Get objective constants. | |
double * | getObjectiveWeights () |
Get objective weights. | |
SparseVector ** | getObjectiveCoefficients () |
Get objective coefficients. | |
double ** | getDenseObjectiveCoefficients () |
getDenseObjectiveCoefficients. | |
int | getConstraintNumber () |
Get constraint number. | |
std::string * | getConstraintNames () |
Get constraint names. | |
double * | getConstraintLowerBounds () |
Get constraint lower bounds. | |
double * | getConstraintUpperBounds () |
Get constraint upper bounds. | |
double * | getConstraintConstants () |
Get constraint constants. | |
char * | getConstraintTypes () |
Get constraint types. | |
int | getLinearConstraintCoefficientNumber () |
Get number of specified (usually nonzero) linear constraint coefficient values. | |
bool | getLinearConstraintCoefficientMajor () |
Get whether the constraint coefficients is in column major (true) or row major (false). | |
SparseMatrix * | getLinearConstraintCoefficientsInColumnMajor () |
Get linear constraint coefficients in column major. | |
SparseMatrix * | getLinearConstraintCoefficientsInRowMajor () |
Get linear constraint coefficients in row major. | |
int | getNumberOfQuadraticTerms () |
Get the number of specified (usually nonzero) qTerms in the quadratic coefficients. | |
QuadraticTerms * | getQuadraticTerms () |
Get all the quadratic terms in the instance. | |
int * | getQuadraticRowIndexes () |
Get the indexes of rows which have a quadratic term. | |
int | getNumberOfQuadraticRowIndexes () |
Get the number of rows which have a quadratic term. | |
int | getNumberOfNonlinearExpressions () |
Get number of nonlinear expressions. | |
Nl ** | getNonlinearExpressions () |
Get the pointers to the roots of all expression trees. | |
OSExpressionTree * | getNonlinearExpressionTree (int rowIdx) |
Get the expression tree for a given row index. | |
OSExpressionTree * | getNonlinearExpressionTreeMod (int rowIdx) |
Get the expression tree for a given row index for the modified expression trees (quadratic terms added). | |
std::vector< OSnLNode * > | getNonlinearExpressionTreeInPostfix (int rowIdx) |
Get the postfix tokens for a given row index. | |
std::vector< OSnLNode * > | getNonlinearExpressionTreeModInPostfix (int rowIdx) |
Get the postfix tokens for a given row index for the modified Expression Tree (quadratic terms added). | |
std::vector< OSnLNode * > | getNonlinearExpressionTreeInPrefix (int rowIdx) |
Get the prefix tokens for a given row index. | |
std::string | getNonlinearExpressionTreeInInfix (int rowIdx) |
Get the infix representation for a given row (or objective function) index. | |
std::vector< OSnLNode * > | getNonlinearExpressionTreeModInPrefix (int rowIdx) |
Get the prefix tokens for a given row index for the modified Expression Tree (quadratic terms added). | |
int | getNumberOfNonlinearObjectives () |
int | getNumberOfNonlinearConstraints () |
std::map< int, OSExpressionTree * > | getAllNonlinearExpressionTrees () |
std::map< int, OSExpressionTree * > | getAllNonlinearExpressionTreesMod () |
int * | getNonlinearExpressionTreeIndexes () |
Get all the nonlinear expression tree indexes, i.e. | |
int | getNumberOfNonlinearExpressionTreeIndexes () |
Get the number of unique nonlinear expression tree indexes. | |
int * | getNonlinearExpressionTreeModIndexes () |
Get all the nonlinear expression tree indexes, i.e., indexes of rows (objectives or constraints) that contain nonlinear expressions after modifying the expression tree to contain quadratic terms. | |
int | getNumberOfNonlinearExpressionTreeModIndexes () |
Get the number of unique nonlinear expression tree indexes after modifying the expression tree to contain quadratic terms. | |
std::string | getTimeDomainFormat () |
Get the format of the time domain ("stages"/"interval"). | |
int | getTimeDomainStageNumber () |
Get the number of stages that make up the time domain. | |
std::string * | getTimeDomainStageNames () |
Get the names of the stages (NULL or empty string ("") if a stage has not been given a name. | |
int * | getTimeDomainStageNumberOfVariables () |
Get the number of variables contained in each time stage. | |
int * | getTimeDomainStageNumberOfConstraints () |
Get the number of constraints contained in each time stage. | |
int * | getTimeDomainStageNumberOfObjectives () |
Get the number of objectives contained in each time stage. | |
int ** | getTimeDomainStageVarList () |
Get the list of variables in each stage. | |
int ** | getTimeDomainStageConList () |
Get the list of constraints in each stage. | |
int ** | getTimeDomainStageObjList () |
Get the list of objectives in each stage. | |
double | getTimeDomainIntervalStart () |
Get the start for the time domain interval. | |
double | getTimeDomainIntervalHorizon () |
Get the horizon for the time domain interval. | |
bool | setInstanceName (std::string name) |
set the instance name. | |
bool | setInstanceSource (std::string source) |
set the instance source. | |
bool | setInstanceDescription (std::string description) |
set the instance description. | |
bool | setInstanceCreator (std::string fileCreator) |
set the instance creator. | |
bool | setInstanceLicence (std::string licence) |
set the instance licence. | |
bool | setVariableNumber (int number) |
set the variable number. | |
bool | addVariable (int index, std::string name, double lowerBound, double upperBound, char type) |
add a variable. | |
bool | setVariables (int number, std::string *names, double *lowerBounds, double *upperBounds, char *types) |
set all the variable related elements. | |
bool | setObjectiveNumber (int number) |
set the objective number. | |
bool | addObjective (int index, std::string name, std::string maxOrMin, double constant, double weight, SparseVector *objectiveCoefficients) |
add an objective. | |
bool | setObjectives (int number, std::string *names, std::string *maxOrMins, double *constants, double *weights, SparseVector **objectitiveCoefficients) |
set all the objectives related elements. | |
bool | setConstraintNumber (int number) |
set the constraint number. | |
bool | addConstraint (int index, std::string name, double lowerBound, double upperBound, double constant) |
add a constraint. | |
bool | setConstraints (int number, std::string *names, double *lowerBounds, double *upperBounds, double *constants) |
set all the constraint related elements. | |
bool | setLinearConstraintCoefficients (int numberOfValues, bool isColumnMajor, double *values, int valuesBegin, int valuesEnd, int *indexes, int indexesBegin, int indexesEnd, int *starts, int startsBegin, int startsEnd) |
set linear constraint coefficients | |
bool | copyLinearConstraintCoefficients (int numberOfValues, bool isColumnMajor, double *values, int valuesBegin, int valuesEnd, int *indexes, int indexesBegin, int indexesEnd, int *starts, int startsBegin, int startsEnd) |
copy linear constraint coefficients: perform a deep copy of the sparse matrix | |
bool | setQuadraticTerms (int number, int *rowIndexes, int *varOneIndexes, int *varTwoIndexes, double *coefficients, int begin, int end) |
set quadratic terms | |
bool | setQuadraticTermsInNonlinearExpressions (int number, int *rowIndexes, int *varOneIndexes, int *varTwoIndexes, double *coefficients) |
set quadratic terms in nonlinearExpressions | |
bool | setNonlinearExpressions (int nexpr, Nl **root) |
set nonlinear expressions | |
std::string | printModel () |
Print the infix representation of the problem. | |
std::string | printModel (int rowIdx) |
Print the infix representation of the row (which could be an an objective function row) indexed by rowIdx. | |
bool | initializeNonLinearStructures () |
Initialize the data structures for the nonlinear API. | |
double | calculateFunctionValue (int idx, double *x, bool new_x) |
Calculate the function value for function (constraint or objective) indexed by idx. | |
double * | calculateAllConstraintFunctionValues (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder) |
Calculate all of the constraint function values. | |
double * | calculateAllConstraintFunctionValues (double *x, bool new_x) |
Calculate all of the constraint function values, we are overloading this function and this version of the method will not use any AD and will evaluate function values from the OS Expression Tree. | |
double * | calculateAllObjectiveFunctionValues (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder) |
Calculate all of the objective function values. | |
double * | calculateAllObjectiveFunctionValues (double *x, bool new_x) |
Calculate all of the objective function values, we are overloading this function and this version of the method will not use any AD and will evaluate function values from the OS Expression Tree. | |
SparseJacobianMatrix * | calculateAllConstraintFunctionGradients (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder) |
Calculate the gradient of all constraint functions. | |
SparseVector * | calculateConstraintFunctionGradient (double *x, double *objLambda, double *conLambda, int idx, bool new_x, int highestOrder) |
Calculate the gradient of the constraint function indexed by idx. | |
SparseVector * | calculateConstraintFunctionGradient (double *x, int idx, bool new_x) |
Calculate the gradient of the constraint function indexed by idx this function is overloaded. | |
double ** | calculateAllObjectiveFunctionGradients (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder) |
Calculate the gradient of all objective functions. | |
double * | calculateObjectiveFunctionGradient (double *x, double *objLambda, double *conLambda, int objIdx, bool new_x, int highestOrder) |
Calculate the gradient of the objective function indexed by objIdx. | |
double * | calculateObjectiveFunctionGradient (double *x, int objIdx, bool new_x) |
Calculate the gradient of the objective function indexed by objIdx this function is overloaded. | |
SparseHessianMatrix * | calculateLagrangianHessian (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder) |
Calculate the Hessian of the Lagrangian Expression Tree This method will build the CppAD expression tree for only the first iteration Use this method on if the value of x does not affect the operations sequence. | |
SparseHessianMatrix * | calculateHessian (double *x, int idx, bool new_x) |
Calculate the Hessian of a constraint or objective function. | |
bool | getSparseJacobianFromColumnMajor () |
bool | getSparseJacobianFromRowMajor () |
OSExpressionTree * | getLagrangianExpTree () |
std::map< int, int > | getAllNonlinearVariablesIndexMap () |
SparseHessianMatrix * | getLagrangianHessianSparsityPattern () |
bool | addQTermsToExressionTree () |
bool | addQTermsToExpressionTree () |
SparseJacobianMatrix * | getJacobianSparsityPattern () |
void | duplicateExpressionTreesMap () |
duplicate the map of expression trees. | |
bool | createOSADFun (std::vector< double > vdX) |
Create the a CppAD Function object: this is a function where the domain is the set of variables for the problem and the range is the objective function plus constraints. | |
std::vector< double > | forwardAD (int p, std::vector< double > vdX) |
Perform an AD forward sweep. | |
std::vector< double > | reverseAD (int p, std::vector< double > vdlambda) |
Perform an AD reverse sweep. | |
int | getADSparsityHessian () |
end revised AD code | |
bool | getIterateResults (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder) |
end revised AD code | |
bool | getZeroOrderResults (double *x, double *objLambda, double *conLambda) |
Calculate function values. | |
bool | getFirstOrderResults (double *x, double *objLambda, double *conLambda) |
Calculate first derivatives. | |
bool | getSecondOrderResults (double *x, double *objLambda, double *conLambda) |
Calculate second derivatives. | |
bool | initForAlgDiff () |
This should be called by nonlinear solvers using callback functions. | |
bool | initObjGradients () |
This should be called by initForAlgDiff(). | |
bool | setTimeDomain (std::string format) |
This sets the format of the time domain ("stages"/"interval"/"none"). | |
bool | setTimeDomainStages (int number, std::string *names) |
This sets the number (and optionally names) of the time stages. | |
bool | setTimeDomainStageVariablesOrdered (int numberOfStages, int *numberOfVariables, int *startIdx) |
This sets the variables associated with each time domain stage in temporal order. | |
bool | setTimeDomainStageVariablesUnordered (int numberOfStages, int *numberOfVariables, int **varIndex) |
This sets the variables associated with each time domain stage in srbitrary order. | |
bool | setTimeDomainStageConstraintsOrdered (int numberOfStages, int *numberOfConstraints, int *startIdx) |
This sets the constraints associated with each time domain stage in temporal order. | |
bool | setTimeDomainStageConstraintsUnordered (int numberOfStages, int *numberOfConstraints, int **conIndex) |
This sets the constraints associated with each time domain stage in srbitrary order. | |
bool | setTimeDomainStageObjectivesOrdered (int numberOfStages, int *numberOfObjectives, int *startIdx) |
This sets the objectives associated with each time domain stage in temporal order. | |
bool | setTimeDomainStageObjectivesUnordered (int numberOfStages, int *numberOfObjectives, int **varIndex) |
This sets the objectives associated with each time domain stage in arbitrary order. | |
bool | setTimeDomainInterval (double start, double horizon) |
This sets the start and end of the time interval. | |
OSInstance () | |
The OSInstance class constructor. | |
~OSInstance () | |
The OSInstance class destructor. | |
std::string | getInstanceName () |
Get instance name. | |
std::string | getInstanceSource () |
Get instance source. | |
std::string | getInstanceDescription () |
Get instance description. | |
int | getVariableNumber () |
Get variable number. | |
std::string * | getVariableNames () |
Get variable names. | |
char * | getVariableTypes () |
Get variable initial values. | |
int | getNumberOfIntegerVariables () |
getNumberOfIntegerVariables | |
int | getNumberOfBinaryVariables () |
getNumberOfBinaryVariables | |
double * | getVariableLowerBounds () |
Get variable lower bounds. | |
double * | getVariableUpperBounds () |
Get variable upper bounds. | |
int | getObjectiveNumber () |
Get objective number. | |
std::string * | getObjectiveNames () |
Get objective names. | |
std::string * | getObjectiveMaxOrMins () |
Get objective maxOrMins. | |
int * | getObjectiveCoefficientNumbers () |
Get objective coefficient number. | |
double * | getObjectiveConstants () |
Get objective constants. | |
double * | getObjectiveWeights () |
Get objective weights. | |
SparseVector ** | getObjectiveCoefficients () |
Get objective coefficients. | |
double ** | getDenseObjectiveCoefficients () |
getDenseObjectiveCoefficients. | |
int | getConstraintNumber () |
Get constraint number. | |
std::string * | getConstraintNames () |
Get constraint names. | |
double * | getConstraintLowerBounds () |
Get constraint lower bounds. | |
double * | getConstraintUpperBounds () |
Get constraint upper bounds. | |
char * | getConstraintTypes () |
Get constraint types. | |
int | getLinearConstraintCoefficientNumber () |
Get number of specified (usually nonzero) linear constraint coefficient values. | |
bool | getLinearConstraintCoefficientMajor () |
Get whether the constraint coefficients is in column major (true) or row major (false). | |
SparseMatrix * | getLinearConstraintCoefficientsInColumnMajor () |
Get linear constraint coefficients in column major. | |
SparseMatrix * | getLinearConstraintCoefficientsInRowMajor () |
Get linear constraint coefficients in row major. | |
int | getNumberOfQuadraticTerms () |
Get the number of specified (usually nonzero) qTerms in the quadratic coefficients. | |
QuadraticTerms * | getQuadraticTerms () |
Get all the quadratic terms in the instance. | |
int * | getQuadraticRowIndexes () |
Get the indexes of rows which have a quadratic term. | |
int | getNumberOfQuadraticRowIndexes () |
Get the number of rows which have a quadratic term. | |
int | getNumberOfNonlinearExpressions () |
Get number of nonlinear expressions. | |
OSExpressionTree * | getNonlinearExpressionTree (int rowIdx) |
Get the expression tree for a given row index. | |
OSExpressionTree * | getNonlinearExpressionTreeMod (int rowIdx) |
Get the expression tree for a given row index for the modified expression trees (quadratic terms added). | |
std::vector< OSnLNode * > | getNonlinearExpressionTreeInPostfix (int rowIdx) |
Get the postfix tokens for a given row index. | |
std::vector< OSnLNode * > | getNonlinearExpressionTreeModInPostfix (int rowIdx) |
Get the postfix tokens for a given row index for the modified Expression Tree (quadratic terms added). | |
std::vector< OSnLNode * > | getNonlinearExpressionTreeInPrefix (int rowIdx) |
Get the prefix tokens for a given row index. | |
std::vector< OSnLNode * > | getNonlinearExpressionTreeModInPrefix (int rowIdx) |
Get the prefix tokens for a given row index for the modified Expression Tree (quadratic terms added). | |
int | getNumberOfNonlinearObjectives () |
int | getNumberOfNonlinearConstraints () |
std::map< int, OSExpressionTree * > | getAllNonlinearExpressionTrees () |
std::map< int, OSExpressionTree * > | getAllNonlinearExpressionTreesMod () |
int * | getNonlinearExpressionTreeIndexes () |
Get all the nonlinear expression tree indexes, i.e. | |
int | getNumberOfNonlinearExpressionTreeIndexes () |
Get the number of unique Nonlinear expression tree indexes. | |
int * | getNonlinearExpressionTreeModIndexes () |
Get all the nonlinear expression tree indexes, i.e. | |
int | getNumberOfNonlinearExpressionTreeModIndexes () |
Get the number of unique Nonlinear expression tree indexes after modifying the expression tree to contain quadratic terms. | |
std::string | getTimeDomainFormat () |
Get the format of the time domain ("stages"/"interval"). | |
int | getTimeDomainStageNumber () |
Get the number of stages that make up the time domain. | |
std::string * | getTimeDomainStageNames () |
Get the names of the stages (NULL or empty string ("") if a stage has not been given a name. | |
int * | getTimeDomainStageNumberOfVariables () |
Get the number of variables contained in each time stage. | |
int * | getTimeDomainStageNumberOfConstraints () |
Get the number of constraints contained in each time stage. | |
int * | getTimeDomainStageNumberOfObjectives () |
Get the number of objectives contained in each time stage. | |
int ** | getTimeDomainStageVarList () |
Get the list of variables in each stage. | |
int ** | getTimeDomainStageConList () |
Get the list of constraints in each stage. | |
int ** | getTimeDomainStageObjList () |
Get the list of objectives in each stage. | |
double | getTimeDomainIntervalStart () |
Get the start for the time domain interval. | |
double | getTimeDomainIntervalHorizon () |
Get the horizon for the time domain interval. | |
bool | setInstanceSource (std::string source) |
set the instance source. | |
bool | setInstanceDescription (std::string description) |
set the instance description. | |
bool | setInstanceName (std::string name) |
set the instance name. | |
bool | setVariableNumber (int number) |
set the variable number. | |
bool | addVariable (int index, std::string name, double lowerBound, double upperBound, char type) |
add a variable. | |
bool | setVariables (int number, std::string *names, double *lowerBounds, double *upperBounds, char *types) |
set all the variable related elements. | |
bool | setObjectiveNumber (int number) |
set the objective number. | |
bool | addObjective (int index, std::string name, std::string maxOrMin, double constant, double weight, SparseVector *objectiveCoefficients) |
add an objective. | |
bool | setObjectives (int number, std::string *names, std::string *maxOrMins, double *constants, double *weights, SparseVector **objectitiveCoefficients) |
set all the objectives related elements. | |
bool | setConstraintNumber (int number) |
set the constraint number. | |
bool | addConstraint (int index, std::string name, double lowerBound, double upperBound, double constant) |
add a constraint. | |
bool | setConstraints (int number, std::string *names, double *lowerBounds, double *upperBounds, double *constants) |
set all the constraint related elements. | |
bool | setLinearConstraintCoefficients (int numberOfValues, bool isColumnMajor, double *values, int valuesBegin, int valuesEnd, int *indexes, int indexesBegin, int indexesEnd, int *starts, int startsBegin, int startsEnd) |
set linear constraint coefficients | |
bool | setQuadraticTerms (int number, int *rowIndexes, int *varOneIndexes, int *varTwoIndexes, double *coefficients, int begin, int end) |
set quadratic terms | |
bool | setQuadraticTermsInNonlinearExpressions (int number, int *rowIndexes, int *varOneIndexes, int *varTwoIndexes, double *coefficients) |
set quadratic terms in nonlinearExpressions | |
bool | initializeNonLinearStructures () |
Initialize the data structures for the nonlinear API. | |
double | calculateFunctionValue (int idx, double *x, bool new_x) |
Calculate the function value for function (constraint or objective) indexed by idx. | |
double * | calculateAllConstraintFunctionValues (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder) |
Calculate all of the constraint function values. | |
double * | calculateAllConstraintFunctionValues (double *x, bool new_x) |
Calculate all of the constraint function values, we are overloading this function and this version of the method will not use any AD and will evaluate function values from the OS Expression Tree. | |
double * | calculateAllObjectiveFunctionValues (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder) |
Calculate all of the objective function values. | |
double * | calculateAllObjectiveFunctionValues (double *x, bool new_x) |
Calculate all of the objective function values, we are overloading this function and this version of the method will not use any AD and will evaluate function values from the OS Expression Tree. | |
SparseJacobianMatrix * | calculateAllConstraintFunctionGradients (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder) |
Calculate the gradient of all constraint functions. | |
SparseVector * | calculateConstraintFunctionGradient (double *x, double *objLambda, double *conLambda, int idx, bool new_x, int highestOrder) |
Calculate the gradient of the constraint function indexed by idx. | |
SparseVector * | calculateConstraintFunctionGradient (double *x, int idx, bool new_x) |
Calculate the gradient of the constraint function indexed by idx this function is overloaded. | |
double ** | calculateAllObjectiveFunctionGradients (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder) |
Calculate the gradient of all objective functions. | |
double * | calculateObjectiveFunctionGradient (double *x, double *objLambda, double *conLambda, int objIdx, bool new_x, int highestOrder) |
Calculate the gradient of the objective function indexed by objIdx. | |
double * | calculateObjectiveFunctionGradient (double *x, int objIdx, bool new_x) |
Calculate the gradient of the objective function indexed by objIdx this function is overloaded. | |
SparseHessianMatrix * | calculateLagrangianHessian (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder) |
Calculate the Hessian of the Lagrangian Expression Tree This method will build the CppAD expression tree for only the first iteration Use this method on if the value of x does not affect the operations sequence. | |
SparseHessianMatrix * | calculateHessian (double *x, int idx, bool new_x) |
Calculate the Hessian of a constraint or objective function. | |
bool | getSparseJacobianFromColumnMajor () |
bool | getSparseJacobianFromRowMajor () |
OSExpressionTree * | getLagrangianExpTree () |
std::map< int, int > | getAllNonlinearVariablesIndexMap () |
SparseHessianMatrix * | getLagrangianHessianSparsityPattern () |
bool | addQTermsToExressionTree () |
SparseJacobianMatrix * | getJacobianSparsityPattern () |
void | duplicateExpressionTreesMap () |
duplicate the map of expression trees. | |
bool | createOSADFun (std::vector< double > vdX) |
Create the a CppAD Function object: this is a function where the domain is the set of variables for the problem and the range is the objective function plus constraints. | |
std::vector< double > | forwardAD (int p, std::vector< double > vdX) |
Perform an AD forward sweep. | |
std::vector< double > | reverseAD (int p, std::vector< double > vdlambda) |
Perform an AD reverse sweep. | |
int | getADSparsityHessian () |
end revised AD code | |
bool | getIterateResults (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder) |
end revised AD code | |
bool | getZeroOrderResults (double *x, double *objLambda, double *conLambda) |
Calculate function values. | |
bool | getFirstOrderResults (double *x, double *objLambda, double *conLambda) |
Calculate first derivatives. | |
bool | getSecondOrderResults (double *x, double *objLambda, double *conLambda) |
Calculate second derivatives. | |
bool | initForAlgDiff () |
This should be called by nonlinear solvers using callback functions. | |
bool | initObjGradients () |
This should be called by initForAlgDiff(). | |
bool | setTimeDomain (std::string format) |
This sets the format of the time domain ("stages"/"interval"/"none"). | |
bool | setTimeDomainStages (int number, std::string *names) |
This sets the number (and optionally names) of the time stages. | |
bool | setTimeDomainStageVariablesOrdered (int numberOfStages, int *numberOfVariables, int *startIdx) |
This sets the variables associated with each time domain stage in temporal order. | |
bool | setTimeDomainStageVariablesUnordered (int numberOfStages, int *numberOfVariables, int **varIndex) |
This sets the variables associated with each time domain stage in srbitrary order. | |
bool | setTimeDomainStageConstraintsOrdered (int numberOfStages, int *numberOfConstraints, int *startIdx) |
This sets the constraints associated with each time domain stage in temporal order. | |
bool | setTimeDomainStageConstraintsUnordered (int numberOfStages, int *numberOfConstraints, int **conIndex) |
This sets the constraints associated with each time domain stage in srbitrary order. | |
bool | setTimeDomainStageObjectivesOrdered (int numberOfStages, int *numberOfObjectives, int *startIdx) |
This sets the objectives associated with each time domain stage in temporal order. | |
bool | setTimeDomainStageObjectivesUnordered (int numberOfStages, int *numberOfObjectives, int **varIndex) |
This sets the objectives associated with each time domain stage in arbitrary order. | |
bool | setTimeDomainInterval (double start, double horizon) |
This sets the start and end of the time interval. | |
Public Attributes | |
GeneralFileHeader * | instanceHeader |
the instanceHeader is implemented as a general file header object to allow sharing of classes between schemas | |
InstanceData * | instanceData |
A pointer to an InstanceData object. | |
bool | bVariablesModified |
bVariablesModified is true if the variables data has been modified. | |
bool | bObjectivesModified |
bObjectivesModified is true if the objective function data has been modified. | |
bool | bConstraintsModified |
bConstraintsModified is true if the constraints data has been modified. | |
bool | bAMatrixModified |
bAMatrixModified is true if the A matrix data has been modified. | |
CppAD::ADFun< double > * | Fad |
F is a CppAD function the range space is the objective + constraints functions, x is the domeain space. | |
bool | bUseExpTreeForFunEval |
bUseExpTreeForFunEval is set to true if you wish to use the OS Expression Tree for function evaluations instead of AD -- false by default. | |
InstanceHeader * | instanceHeader |
A pointer to an InstanceHeader object. | |
Private Member Functions | |
bool | processVariables () |
process variables. | |
bool | processObjectives () |
process objectives. | |
bool | processConstraints () |
process constraints. | |
bool | processLinearConstraintCoefficients () |
process linear constraint coefficients. | |
bool | processVariables () |
process variables. | |
bool | processObjectives () |
process objectives. | |
bool | processConstraints () |
process constraints. | |
bool | processLinearConstraintCoefficients () |
process linear constraint coefficients. | |
Private Attributes | |
std::string | m_sInstanceName |
m_sInstanceName holds the instance name. | |
std::string | m_sInstanceSource |
m_sInstanceSource holds the instance source. | |
std::string | m_sInstanceDescription |
m_sInstanceDescription holds the instance description. | |
std::string | m_sInstanceCreator |
m_sInstanceSource holds the instance source. | |
std::string | m_sInstanceLicence |
m_sInstanceDescription holds the instance fileCreator info. | |
bool | m_bProcessVariables |
m_bProcessVariables holds whether the variables are processed. | |
int | m_iVariableNumber |
m_iVariableNumber holds the variable number. | |
int | m_iNumberOfIntegerVariables |
m_iNumberOfIntegerVariables holds the number of integer variables. | |
int | m_iNumberOfBinaryVariables |
m_iNumberOfBinaryVariables holds the number of binary variables. | |
int | m_iNumberOfSemiContinuousVariables |
m_iNumberOfSemiContinuousVariables holds the number of semi-continuous variables. | |
int | m_iNumberOfSemiIntegerVariables |
m_iNumberOfSemiIntegerVariables holds the number of semi-integer variables. | |
int | m_iNumberOfStringVariables |
m_iNumberOfStringVariables holds the number of string-valued variables. | |
int | m_iNumberOfQuadraticRowIndexes |
m_iNumberOfQuadraticRowIndexes holds the number of distinct rows and objectives with quadratic terms. | |
bool | m_bQuadraticRowIndexesProcessed |
m_bQuadraticRowIndexesProcessed is true if getQuadraticRowIndexes() has been called. | |
int * | m_miQuadRowIndexes |
m_miQuadRowIndexes is an integer pointer to the distinct rows indexes with a quadratic term. | |
int | m_iNumberOfNonlinearExpressionTreeIndexes |
m_iNumberOfNonlinearExpressionTreeIndexes holds the number of distinct rows and objectives with nonlinear terms. | |
bool | m_bNonlinearExpressionTreeIndexesProcessed |
m_bNonlinearExpressionTreeIndexesProcessed is true if getNonlinearExpressionTreeIndexes has been called. | |
int * | m_miNonlinearExpressionTreeIndexes |
m_miNonlinearExpressionTreeIndexes is an integer pointer to the distinct rows indexes in the nonlinear expression tree map. | |
int | m_iNumberOfNonlinearExpressionTreeModIndexes |
m_iNumberOfNonlinearExpressionTreeModIndexes holds the number of distinct rows and objectives with nonlinear terms including quadratic terms added to the nonlinear expression trees. | |
bool | m_bNonlinearExpressionTreeModIndexesProcessed |
m_bNonlinearExpressionTreeModIndexesProcessed is true if getNonlinearExpressionTreeModIndexes has been called. | |
int * | m_miNonlinearExpressionTreeModIndexes |
m_miNonlinearExpressionTreeModIndexes is an integer pointer to the distinct rows indexes in the modified expression tree map. | |
std::string * | m_msVariableNames |
m_msVariableNames holds an array of variable names. | |
char * | m_mcVariableTypes |
m_mcVariableTypes holds a char array of variable types (default = 'C'). | |
double * | m_mdVariableLowerBounds |
m_mdVariableLowerBounds holds a double array of variable lower bounds (default = 0.0). | |
double * | m_mdVariableUpperBounds |
m_mdVariableUpperBounds holds a double array of variable upper bounds (default = INF). | |
bool | m_bProcessObjectives |
m_bProcessObjectives holds whether the objectives are processed. | |
int | m_iObjectiveNumber |
m_iObjectiveNumber is the number of objective functions. | |
int | m_iObjectiveNumberNonlinear |
m_iObjectiveNumber is the number of objective functions with a nonlinear term. | |
std::string * | m_msObjectiveNames |
m_msObjectiveNames holds an array of objective names. | |
std::string * | m_msMaxOrMins |
m_msMaxOrMins holds a std::string array of objective maxOrMins ("max" or "min"). | |
int * | m_miNumberOfObjCoef |
m_miNumberOfObjCoef holds an integer array of number of objective coefficients (default = 0.0). | |
double * | m_mdObjectiveConstants |
m_mdObjectiveConstants holds an array of objective constants (default = 0.0). | |
double * | m_mdObjectiveWeights |
m_mdObjectiveWeights holds an array of objective weights (default = 1.0). | |
SparseVector ** | m_mObjectiveCoefficients |
m_mObjectiveCoefficients holds an array of objective coefficients, one set of objective coefficients for each objective. | |
bool | m_bGetDenseObjectives |
m_bGetDenseObjectives holds whether the dense objective functions are processed. | |
double ** | m_mmdDenseObjectiveCoefficients |
m_mmdDenseObjectiveCoefficients holds an array of pointers, each pointer points to a vector of dense objective function coefficients | |
bool | m_bProcessConstraints |
m_bProcessConstraints holds whether the constraints are processed. | |
int | m_iConstraintNumber |
m_iConstraintNumber is the number of constraints. | |
int | m_iConstraintNumberNonlinear |
m_iConstraintNumberNonlinear is the number of constraints that have a nonlinear term. | |
std::string * | m_msConstraintNames |
m_msConstraintNames holds an array of constraint names. | |
double * | m_mdConstraintLowerBounds |
m_mdConstraintLowerBounds holds an array of constraint lower bounds (default = -INF). | |
double * | m_mdConstraintUpperBounds |
m_mdConstraintUpperBounds holds an array of constraint upper bounds (default = INF). | |
double * | m_mdConstraintConstants |
m_mdConstraintConstants holds an array of constraint constants (default = 0.0). | |
char * | m_mcConstraintTypes |
m_mcConstraintTypes holds a char array of constraint types (R for range; L for <=; G for >=; E for =; U for unconstrained) | |
bool | m_bProcessLinearConstraintCoefficients |
m_bProcessLinearConstraintCoefficients holds whether the linear constraint coefficients are processed. | |
int | m_iLinearConstraintCoefficientNumber |
m_iLinearConstraintCoefficientNumber holds the number of specified (usually nonzero) linear constraint coefficient values. | |
bool | m_bColumnMajor |
m_bColumnMajor holds whether the linear constraint coefficients are stored in column major. | |
bool | m_binitForAlgDiff |
m_binitForAlgDiff is true if initForAlgDiff() has been called. | |
SparseMatrix * | m_linearConstraintCoefficientsInColumnMajor |
m_linearConstraintCoefficientsInColumnMajor holds the standard 3 array data structure for linear constraint coefficients (starts, indexes and values) in column major. | |
SparseMatrix * | m_linearConstraintCoefficientsInRowMajor |
m_linearConstraintCoefficientsInRowMajor holds the standard 3 array data structure for linear constraint coefficients (starts, indexes and values) in row major. | |
bool | m_bProcessQuadraticTerms |
m_bProcessQuadraticTerms holds whether the quadratic terms are processed. | |
int | m_iQuadraticTermNumber |
m_iQuadraticTermNumber holds the number of specified (usually nonzero) qTerms in the quadratic coefficients. | |
double * | m_mdConstraintFunctionValues |
m_mdConstraintFunctionValues holds a double array of constraint function values -- the size of the array is equal to getConstraintNumber(). | |
double * | m_mdObjectiveFunctionValues |
m_mdObjectiveFunctionValues holds a double array of objective function values -- the size of the array is equal to getObjectiveNumber(). | |
int | m_iJacValueSize |
m_iJacValueSize is the number of nonzero partial derivates in the Jacobian. | |
int * | m_miJacStart |
m_miJacStart holds a int array of starts for the Jacobian matrix in sparse form (row major). | |
int * | m_miJacIndex |
m_miJacIndex holds a int array of variable indices for the Jacobian matrix in sparse form (row major). | |
double * | m_mdJacValue |
m_mdJacValue holds a double array of partial derivatives for the Jacobian matrix in sparse form (row major). | |
int * | m_miJacNumConTerms |
m_miJacNumConTerms holds a int array of the number of constant terms (gradient does not change) for the Jacobian matrix in sparse form (row major). | |
SparseJacobianMatrix * | m_sparseJacMatrix |
m_sparseJacMatrix is the Jacobian matrix stored in sparse matrix format | |
int | m_iHighestTaylorCoeffOrder |
m_iHighestTaylorCoeffOrder is the order of highest calculated Taylor coefficient | |
QuadraticTerms * | m_quadraticTerms |
m_quadraticTerms the data structure for all the quadratic terms in the instance. | |
bool | m_bQTermsAdded |
m_bQTermsAdded is true if we add the quadratic terms to the expression tree | |
unsigned int | m_iNumberOfNonlinearVariables |
m_iNumberOfNonlinearVariables is the number of variables that appear in a nonlinear expression. | |
bool | m_bProcessNonlinearExpressions |
m_bProcessNonlinearExpressions holds whether the nonlinear expressions are processed. | |
int | m_iNonlinearExpressionNumber |
m_iNonlinearExpressionNumber holds the number of nonlinear expressions. | |
int * | m_miNonlinearExpressionIndexes |
m_miNonlinearExpressionIndexes holds an integer array of nonlinear expression indexes, negative indexes correspond to objectives. | |
bool | m_bProcessExpressionTrees |
m_bProcessExpressionTrees is true if the expression trees have been processed. | |
bool | m_bProcessExpressionTreesMod |
m_bProcessExpressionTreesMod is true if the modified expression trees have been processed. | |
std::map< int, OSExpressionTree * > | m_mapExpressionTrees |
m_mapExpressionTrees holds a hash map of expression tree pointers, with the key being the row index and value being the expression tree representing the nonlinear expression of that row. | |
std::map< int, int > | m_mapOSADFunRangeIndex |
OSExpressionTree * | m_LagrangianExpTree |
m_LagrangianExpTree is an OSExpressionTree object that is the expression tree for the Lagrangian function. | |
bool | m_bLagrangianExpTreeCreated |
m_bLagrangianHessionCreated is true if a Lagrangian function for the Hessian has been created | |
SparseHessianMatrix * | m_LagrangianSparseHessian |
m_LagrangianSparseHessian is the Hessian Matrix of the Lagrangian function in sparse format | |
bool | m_bLagrangianSparseHessianCreated |
m_bLagrangianSparseHessianCreated is true if the sparse Hessian Matrix for the Lagrangian was created | |
std::map< int, int > | m_mapAllNonlinearVariablesIndex |
m_mapAllNonlinearVariablesIndexMap is a map of the variables in the Lagrangian function | |
int * | m_miNonLinearVarsReverseMap |
m_miNonLinearVarsReverseMap maps the nonlinear variable number back into the original variable space | |
bool | m_bAllNonlinearVariablesIndex |
m_bAllNonlinearVariablesIndexMap is true if the map of the variables in the Lagrangian function has been constructed | |
std::map< int, OSExpressionTree * > | m_mapExpressionTreesMod |
m_mapExpressionTreesMod holds a map of expression trees, with the key being the row index and value being the expression tree representing a modification of the nonlinear expression of that row. | |
bool | m_bOSADFunIsCreated |
m_bOSADFunIsCreated is true if we have created the OSInstanc OSAD Function | |
bool | m_bCppADTapesBuilt |
is true if a CppAD Expresion Tree has been built for each row and objective with a nonlinear expression. | |
bool | m_bCppADMustReTape |
is true if a CppAD Expresion Tree has an expression that can change depending on the value of the input, e.g. | |
bool | m_bDuplicateExpressionTreesMap |
m_bDuplicateExpressionTreeMap is true if m_mapExpressionTrees was duplicated. | |
bool | m_bNonLinearStructuresInitialized |
m_bNonLinearStructuresInitialized is true if initializeNonLinearStructures( ) has been called. | |
bool | m_bSparseJacobianCalculated |
m_bSparseJacobianCalculated is true if getJacobianSparsityPattern() has been called. | |
std::map< int, std::vector < OSnLNode * > > | m_mapExpressionTreesInPostfix |
m_mapExpressionTreesInPostfix holds a hash map of expression trees in postfix format, with the key being the row index and value being the expression tree representing the nonlinear expression of that row. | |
int | m_iHighestOrderEvaluated |
m_iHighestOrderEvaluated is the highest order derivative of the current iterate | |
double ** | m_mmdObjGradient |
m_mdObjGradient holds an array of pointers, each pointer points to gradient of each objective function | |
std::vector< double > | m_vdX |
m_vdX is a vector of primal variables at each iteration | |
std::vector< double > | m_vdYval |
m_vdYval is a vector of function values | |
std::vector< bool > | m_vbLagHessNonz |
m_vbLagHessNonz is a boolean vector holding the nonzero pattern of the Lagrangian of the Hessian | |
std::vector< double > | m_vdYjacval |
m_vdYval is a vector equal to a column or row of the Jacobian | |
std::vector< double > | m_vdw |
m_vdYval is a vector of derivatives -- output from a reverse sweep | |
std::vector< double > | m_vdLambda |
m_vdYval is a vector of Lagrange multipliers | |
std::vector< double > | m_vdDomainUnitVec |
m_vdDomainUnitVec is a unit vector in the domain space | |
std::vector< double > | m_vdRangeUnitVec |
m_vdRangeUnitVec is a unit vector in the range space | |
bool | m_bProcessTimeDomain |
m_bProcessTimeDomain holds whether the time domain has been processed. | |
bool | m_bProcessTimeStages |
m_bProcessTimeStages holds whether the time stages have been processed. | |
bool | m_bProcessTimeInterval |
m_bProcessTimeInterval holds whether a time interval has been processed. | |
bool | m_bFiniteTimeStages |
m_bFiniteTimeStages holds whether the time domain has the form of finite (discrete) stages. | |
int | m_iNumberOfTimeStages |
m_iNumberOfTimeStages holds the number of discrete stages | |
std::string | m_sTimeDomainFormat |
m_sTimeDomainFormat holds the format ("stages"/"interval") of the time domain. | |
std::string * | m_msTimeDomainStageNames |
m_msTimeDomainStageNames holds the names of the time stages. | |
int * | m_miTimeDomainStageVariableNumber |
m_miTimeDomainStageVariableNumber holds the number of variables in each stage. | |
int ** | m_mmiTimeDomainStageVarList |
m_mmiTimeDomainStageVarList holds the list of variables in each stage. | |
int * | m_miTimeDomainStageConstraintNumber |
m_miTimeDomainStageConstraintNumber holds the number of constraints in each stage. | |
int ** | m_mmiTimeDomainStageConList |
m_mmiTimeDomainStageConList holds the list of constraints in each stage. | |
int * | m_miTimeDomainStageObjectiveNumber |
m_miTimeDomainStageObjectiveNumber holds the number of objectives in each stage. | |
int ** | m_mmiTimeDomainStageObjList |
m_mmiTimeDomainStageObjList holds the list of objectives in each stage. |
The in-memory representation of an OSiL instance..
1. Elements become objects of class type (the ComplexType is the class)
2. The attributes, children of the element, and text correspond to members of the class. (Note text does not have a name and becomes .value)
3. Model groups such as choice and sequence and all correspond to arrays
The OSInstance class is composed of two objects: the header object instanceHeader and the data object instanceData
1. Elements become objects of class type (the ComplexType is the class)
2. The attributes, children of the element, and text correspond to members of the class. (Note text does not have a name and becomes .value)
3. Model groups such as choice and sequence and all correspond to arrays
The OSInstance class is composed of two objects: an InstanceHeader object and and InstanceData object
Definition at line 797 of file OSInstance.h.
OSInstance::OSInstance | ( | ) |
The OSInstance class constructor.
Definition at line 36 of file OSInstance.cpp.
OSInstance::~OSInstance | ( | ) |
The OSInstance class destructor.
Definition at line 148 of file OSInstance.cpp.
OSInstance::OSInstance | ( | ) |
The OSInstance class constructor.
OSInstance::~OSInstance | ( | ) |
The OSInstance class destructor.
bool OSInstance::IsEqual | ( | OSInstance * | that | ) |
A function to check for the equality of two objects.
Definition at line 5733 of file OSInstance.cpp.
bool OSInstance::processVariables | ( | ) | [private] |
process variables.
Exception | if the elements in variables are logically inconsistent. |
Definition at line 1131 of file OSInstance.cpp.
bool OSInstance::processObjectives | ( | ) | [private] |
process objectives.
Exception | if the elements in objectives are logically inconsistent. |
Definition at line 1283 of file OSInstance.cpp.
bool OSInstance::processConstraints | ( | ) | [private] |
process constraints.
Exception | if the elements in constraints are logically inconsistent. |
Definition at line 1431 of file OSInstance.cpp.
bool OSInstance::processLinearConstraintCoefficients | ( | ) | [private] |
process linear constraint coefficients.
Exception | if the elements in linear constraint coefficients are logically inconsistent. |
Definition at line 1540 of file OSInstance.cpp.
string OSInstance::getInstanceName | ( | ) |
Get instance name.
Definition at line 1065 of file OSInstance.cpp.
string OSInstance::getInstanceSource | ( | ) |
Get instance source.
Definition at line 1076 of file OSInstance.cpp.
string OSInstance::getInstanceDescription | ( | ) |
Get instance description.
Definition at line 1087 of file OSInstance.cpp.
string OSInstance::getInstanceCreator | ( | ) |
Get instance fileCreator.
Definition at line 1098 of file OSInstance.cpp.
string OSInstance::getInstanceLicence | ( | ) |
Get instance licence.
Definition at line 1109 of file OSInstance.cpp.
int OSInstance::getVariableNumber | ( | ) |
string * OSInstance::getVariableNames | ( | ) |
Get variable names.
Exception | if the elements in variables are logically inconsistent. |
Definition at line 1217 of file OSInstance.cpp.
char * OSInstance::getVariableTypes | ( | ) |
Get variable initial values.
Exception | if the elements in variables are logically inconsistent. -- now deprecated Get variable initial std::string values. |
Exception | if the elements in variables are logically inconsistent. -- now deprecated Get variable types.
|
Exception | if the elements in variables are logically inconsistent. |
Definition at line 1223 of file OSInstance.cpp.
int OSInstance::getNumberOfIntegerVariables | ( | ) |
getNumberOfIntegerVariables
Definition at line 1235 of file OSInstance.cpp.
int OSInstance::getNumberOfBinaryVariables | ( | ) |
getNumberOfBinaryVariables
Definition at line 1229 of file OSInstance.cpp.
int OSInstance::getNumberOfSemiContinuousVariables | ( | ) |
getNumberOfSemiContinuousVariables
Definition at line 1241 of file OSInstance.cpp.
int OSInstance::getNumberOfSemiIntegerVariables | ( | ) |
getNumberOfSemiIntegerVariables
Definition at line 1247 of file OSInstance.cpp.
int OSInstance::getNumberOfStringVariables | ( | ) |
getNumberOfStringVariables
Definition at line 1253 of file OSInstance.cpp.
double * OSInstance::getVariableLowerBounds | ( | ) |
Get variable lower bounds.
Exception | if the elements in variables are logically inconsistent. |
Definition at line 1259 of file OSInstance.cpp.
double * OSInstance::getVariableUpperBounds | ( | ) |
Get variable upper bounds.
Exception | if the elements in variables are logically inconsistent. |
Definition at line 1265 of file OSInstance.cpp.
int OSInstance::getObjectiveNumber | ( | ) |
string * OSInstance::getObjectiveNames | ( | ) |
Get objective names.
Exception | if the elements in objectives are logically inconsistent. |
Definition at line 1346 of file OSInstance.cpp.
string * OSInstance::getObjectiveMaxOrMins | ( | ) |
Get objective maxOrMins.
One maxOrMin for each objective.
Exception | if the elements in objectives are logically inconsistent. |
Definition at line 1352 of file OSInstance.cpp.
int * OSInstance::getObjectiveCoefficientNumbers | ( | ) |
Get objective coefficient number.
One number for each objective.
Exception | if the elements in objectives are logically inconsistent. |
Definition at line 1358 of file OSInstance.cpp.
double * OSInstance::getObjectiveConstants | ( | ) |
Get objective constants.
One constant for each objective.
Exception | if the elements in objectives are logically inconsistent. |
Definition at line 1364 of file OSInstance.cpp.
double * OSInstance::getObjectiveWeights | ( | ) |
Get objective weights.
One weight for each objective.
Exception | if the elements in objectives are logically inconsistent. |
Definition at line 1370 of file OSInstance.cpp.
SparseVector ** OSInstance::getObjectiveCoefficients | ( | ) |
Get objective coefficients.
One set of objective coefficients for each objective.
Exception | if the elements in objectives are logically inconsistent. |
Definition at line 1376 of file OSInstance.cpp.
double ** OSInstance::getDenseObjectiveCoefficients | ( | ) |
getDenseObjectiveCoefficients.
Definition at line 1383 of file OSInstance.cpp.
int OSInstance::getConstraintNumber | ( | ) |
string * OSInstance::getConstraintNames | ( | ) |
Get constraint names.
Exception | if the elements in constraints are logically inconsistent. |
Definition at line 1496 of file OSInstance.cpp.
double * OSInstance::getConstraintLowerBounds | ( | ) |
Get constraint lower bounds.
Exception | if the elements in constraints are logically inconsistent. |
Definition at line 1509 of file OSInstance.cpp.
double * OSInstance::getConstraintUpperBounds | ( | ) |
Get constraint upper bounds.
Exception | if the elements in constraints are logically inconsistent. |
Definition at line 1515 of file OSInstance.cpp.
double * OSInstance::getConstraintConstants | ( | ) |
Get constraint constants.
Exception | if the elements in constraints are logically inconsistent. |
Definition at line 1521 of file OSInstance.cpp.
char * OSInstance::getConstraintTypes | ( | ) |
Get constraint types.
The contraint types are not part of the OSiL schema, but they are used in solver interfaces such as OSLindoSolver.cpp.
Exception | if the elements in constraints are logically inconsistent. |
Definition at line 1503 of file OSInstance.cpp.
int OSInstance::getLinearConstraintCoefficientNumber | ( | ) |
Get number of specified (usually nonzero) linear constraint coefficient values.
Definition at line 1528 of file OSInstance.cpp.
bool OSInstance::getLinearConstraintCoefficientMajor | ( | ) |
Get whether the constraint coefficients is in column major (true) or row major (false).
Exception | if the elements in linear constraint coefficients are logically inconsistent. |
Definition at line 1604 of file OSInstance.cpp.
SparseMatrix * OSInstance::getLinearConstraintCoefficientsInColumnMajor | ( | ) |
Get linear constraint coefficients in column major.
Exception | if the elements in linear constraint coefficients are logically inconsistent. |
Definition at line 1610 of file OSInstance.cpp.
SparseMatrix * OSInstance::getLinearConstraintCoefficientsInRowMajor | ( | ) |
Get linear constraint coefficients in row major.
Exception | if the elements in linear constraint coefficients are logically inconsistent. |
Definition at line 1630 of file OSInstance.cpp.
int OSInstance::getNumberOfQuadraticTerms | ( | ) |
Get the number of specified (usually nonzero) qTerms in the quadratic coefficients.
Definition at line 1651 of file OSInstance.cpp.
QuadraticTerms * OSInstance::getQuadraticTerms | ( | ) |
Get all the quadratic terms in the instance.
Exception | if the elements in quadratic coefficients are logically inconsistent. |
Definition at line 1662 of file OSInstance.cpp.
int * OSInstance::getQuadraticRowIndexes | ( | ) |
Get the indexes of rows which have a quadratic term.
Definition at line 1703 of file OSInstance.cpp.
int OSInstance::getNumberOfQuadraticRowIndexes | ( | ) |
Get the number of rows which have a quadratic term.
Definition at line 1697 of file OSInstance.cpp.
int OSInstance::getNumberOfNonlinearExpressions | ( | ) |
Get number of nonlinear expressions.
Definition at line 1739 of file OSInstance.cpp.
Nl ** OSInstance::getNonlinearExpressions | ( | ) |
Get the pointers to the roots of all expression trees.
Definition at line 1750 of file OSInstance.cpp.
OSExpressionTree * OSInstance::getNonlinearExpressionTree | ( | int | rowIdx | ) |
Get the expression tree for a given row index.
define an iterator for the expression trees map allExpTrees
for(pos = m_mapExpressionTrees.begin(); pos != m_mapExpressionTrees.end(); ++pos){
Definition at line 1839 of file OSInstance.cpp.
OSExpressionTree * OSInstance::getNonlinearExpressionTreeMod | ( | int | rowIdx | ) |
Get the expression tree for a given row index for the modified expression trees (quadratic terms added).
define an iterator for the expression trees map allExpTrees
for(pos = m_mapExpressionTrees.begin(); pos != m_mapExpressionTrees.end(); ++pos){
Definition at line 1858 of file OSInstance.cpp.
std::vector< OSnLNode * > OSInstance::getNonlinearExpressionTreeInPostfix | ( | int | rowIdx | ) |
Get the postfix tokens for a given row index.
Definition at line 1876 of file OSInstance.cpp.
std::vector< OSnLNode * > OSInstance::getNonlinearExpressionTreeModInPostfix | ( | int | rowIdx | ) |
Get the postfix tokens for a given row index for the modified Expression Tree (quadratic terms added).
Definition at line 2236 of file OSInstance.cpp.
std::vector< OSnLNode * > OSInstance::getNonlinearExpressionTreeInPrefix | ( | int | rowIdx | ) |
Get the prefix tokens for a given row index.
Definition at line 2262 of file OSInstance.cpp.
std::string OSInstance::getNonlinearExpressionTreeInInfix | ( | int | rowIdx | ) |
Get the infix representation for a given row (or objective function) index.
rowIdx | is the index of the row we want to express in infix. |
Definition at line 1900 of file OSInstance.cpp.
std::vector< OSnLNode * > OSInstance::getNonlinearExpressionTreeModInPrefix | ( | int | rowIdx | ) |
Get the prefix tokens for a given row index for the modified Expression Tree (quadratic terms added).
Definition at line 2287 of file OSInstance.cpp.
int OSInstance::getNumberOfNonlinearObjectives | ( | ) |
Definition at line 1832 of file OSInstance.cpp.
int OSInstance::getNumberOfNonlinearConstraints | ( | ) |
Definition at line 1825 of file OSInstance.cpp.
std::map< int, OSExpressionTree * > OSInstance::getAllNonlinearExpressionTrees | ( | ) |
Definition at line 2312 of file OSInstance.cpp.
std::map< int, OSExpressionTree * > OSInstance::getAllNonlinearExpressionTreesMod | ( | ) |
Definition at line 2384 of file OSInstance.cpp.
int * OSInstance::getNonlinearExpressionTreeIndexes | ( | ) |
Get all the nonlinear expression tree indexes, i.e.
indexes of rows (objectives or constraints) that contain nonlinear expressions.
Definition at line 1767 of file OSInstance.cpp.
int OSInstance::getNumberOfNonlinearExpressionTreeIndexes | ( | ) |
Get the number of unique nonlinear expression tree indexes.
Definition at line 1761 of file OSInstance.cpp.
int * OSInstance::getNonlinearExpressionTreeModIndexes | ( | ) |
Get all the nonlinear expression tree indexes, i.e., indexes of rows (objectives or constraints) that contain nonlinear expressions after modifying the expression tree to contain quadratic terms.
Definition at line 1799 of file OSInstance.cpp.
int OSInstance::getNumberOfNonlinearExpressionTreeModIndexes | ( | ) |
Get the number of unique nonlinear expression tree indexes after modifying the expression tree to contain quadratic terms.
Definition at line 1793 of file OSInstance.cpp.
std::string OSInstance::getTimeDomainFormat | ( | ) |
Get the format of the time domain ("stages"/"interval").
Definition at line 2394 of file OSInstance.cpp.
int OSInstance::getTimeDomainStageNumber | ( | ) |
Get the number of stages that make up the time domain.
Definition at line 2405 of file OSInstance.cpp.
std::string * OSInstance::getTimeDomainStageNames | ( | ) |
Get the names of the stages (NULL or empty string ("") if a stage has not been given a name.
Definition at line 2416 of file OSInstance.cpp.
int * OSInstance::getTimeDomainStageNumberOfVariables | ( | ) |
Get the number of variables contained in each time stage.
Definition at line 2435 of file OSInstance.cpp.
int * OSInstance::getTimeDomainStageNumberOfConstraints | ( | ) |
Get the number of constraints contained in each time stage.
Definition at line 2453 of file OSInstance.cpp.
int * OSInstance::getTimeDomainStageNumberOfObjectives | ( | ) |
Get the number of objectives contained in each time stage.
Definition at line 2471 of file OSInstance.cpp.
int ** OSInstance::getTimeDomainStageVarList | ( | ) |
Get the list of variables in each stage.
Definition at line 2489 of file OSInstance.cpp.
int ** OSInstance::getTimeDomainStageConList | ( | ) |
Get the list of constraints in each stage.
Definition at line 2527 of file OSInstance.cpp.
int ** OSInstance::getTimeDomainStageObjList | ( | ) |
Get the list of objectives in each stage.
Definition at line 2565 of file OSInstance.cpp.
double OSInstance::getTimeDomainIntervalStart | ( | ) |
Get the start for the time domain interval.
Definition at line 2602 of file OSInstance.cpp.
double OSInstance::getTimeDomainIntervalHorizon | ( | ) |
Get the horizon for the time domain interval.
Definition at line 2613 of file OSInstance.cpp.
bool OSInstance::setInstanceName | ( | std::string | name | ) |
set the instance name.
name | holds the instance name. |
bool OSInstance::setInstanceSource | ( | std::string | source | ) |
set the instance source.
source | holds the instance source. |
bool OSInstance::setInstanceDescription | ( | std::string | description | ) |
set the instance description.
description | holds the instance description. |
bool OSInstance::setInstanceCreator | ( | std::string | fileCreator | ) |
set the instance creator.
fileCreator | holds the instance creator. |
bool OSInstance::setInstanceLicence | ( | std::string | licence | ) |
set the instance licence.
licence | holds the instance licence. |
bool OSInstance::setVariableNumber | ( | int | number | ) |
set the variable number.
number | holds the variable number. |
Definition at line 2662 of file OSInstance.cpp.
bool OSInstance::addVariable | ( | int | index, | |
std::string | name, | |||
double | lowerBound, | |||
double | upperBound, | |||
char | type | |||
) |
add a variable.
In order to use the add method, the setVariableNumber must first be called so that the variable number is known ahead of time to assign appropriate memory. If a variable with the given variable index already exists, the old variable will be replaced.
index | holds the variable index. It is required. | |
name | holds the variable name; use null or empty std::string ("") if no variable name. | |
lowerBound | holds the variable lower bound; use Double.NEGATIVE_INFINITY if no lower bound. | |
upperBound | holds the variable upper bound; use Double.POSITIVE_INFINITY if no upper bound. | |
type | holds the variable type character, B for Binary, I for Integer, S for String, C or any other char for Continuous) | |
init | holds the double variable initial value; use Double.NaN if no initial value -- deprecated | |
initString | holds the std::string variable initial value; use null or empty std::string ("") if no initial std::string value -- deprecated |
bool OSInstance::setVariables | ( | int | number, | |
std::string * | names, | |||
double * | lowerBounds, | |||
double * | upperBounds, | |||
char * | types | |||
) |
set all the variable related elements.
All the previous variable-related elements will be deleted.
number | holds the number of variables. It is required. | |
names | holds a std::string array of variable names; use null if no variable names. | |
lowerBounds | holds a double array of variable lower bounds; use null if all lower bounds are 0; use Double.NEGATIVE_INFINITY if no lower bound for a specific variable in the array. | |
upperBounds | holds a double array of variable upper bounds; use null if no upper bounds; use Double.POSITIVE_INFINITY if no upper bound for a specific variable in the array. | |
types | holds a char array of variable types; use null if all variables are continuous; for a specfic variable in the array use B for Binary, I for Integer, S for String, C or any other char for Continuous,) | |
inits | holds a double array of varible initial values; use null if no initial values. -- deprecated | |
initsString | holds a std::string array of varible initial values; use null if no initial std::string values. -- deprecated |
bool OSInstance::setObjectiveNumber | ( | int | number | ) |
set the objective number.
number | holds the objective number. |
Definition at line 2759 of file OSInstance.cpp.
bool OSInstance::addObjective | ( | int | index, | |
std::string | name, | |||
std::string | maxOrMin, | |||
double | constant, | |||
double | weight, | |||
SparseVector * | objectiveCoefficients | |||
) |
add an objective.
In order to use the add method, the setObjectiveNumber must first be called so that the objective number is known ahead of time to assign appropriate memory. If a objective with the given objective index already exists, the old objective will be replaced. Objective index will start from -1, -2, -3, ... down, with -1 corresponding to the first objective.
index | holds the objective index. Remember the first objective index is -1, second -2, ... | |
name | holds the objective name; use null or empty std::string ("") if no objective name. | |
maxOrMin | holds the objective sense or direction; it can only take two values: "max" or "min". | |
constant | holds the objective constant; use 0.0 if no objective constant. | |
weight | holds the objective weight; use 1.0 if no objective weight. | |
objectiveCoefficients | holds the objective coefficients (null if no objective coefficients) in a sparse representation that holds two arrays: index array and a value array. |
bool OSInstance::setObjectives | ( | int | number, | |
std::string * | names, | |||
std::string * | maxOrMins, | |||
double * | constants, | |||
double * | weights, | |||
SparseVector ** | objectitiveCoefficients | |||
) |
set all the objectives related elements.
All the previous objective-related elements will be deleted.
number | holds the number of objectives. It is required. | |
names | holds a std::string array of objective names; use null if no objective names. | |
maxOrMins | holds a std::string array of objective objective senses or directions: "max" or "min"; use null if all objectives are "min". | |
constants | holds a double array of objective constants; use null if all objective constants are 0.0. | |
weights | holds a double array of objective weights; use null if all objective weights are 1.0. | |
objectitiveCoefficients | holds an array of objective coefficients, (null if no objective have any coefficeints) For each objective, the coefficients are stored in a sparse representation that holds two arrays: index array and a value array. If for a specific objective, there are no objecitve coefficients, use null for the corresponding array member. |
bool OSInstance::setConstraintNumber | ( | int | number | ) |
set the constraint number.
number | holds the constraint number. |
Definition at line 2873 of file OSInstance.cpp.
bool OSInstance::addConstraint | ( | int | index, | |
std::string | name, | |||
double | lowerBound, | |||
double | upperBound, | |||
double | constant | |||
) |
add a constraint.
In order to use the add method, the setConstraintNumber must first be called so that the constraint number is known ahead of time to assign appropriate memory. If a constraint with the given constraint index already exists, the old constraint will be replaced.
index | holds the constraint index. It is required. | |
name | holds the constraint name; use null or empty std::string ("") if no constraint name. | |
lowerBound | holds the constraint lower bound; use Double.NEGATIVE_INFINITY if no lower bound. | |
upperBound | holds the constraint upper bound; use Double.POSITIVE_INFINITY if no upper bound. |
bool OSInstance::setConstraints | ( | int | number, | |
std::string * | names, | |||
double * | lowerBounds, | |||
double * | upperBounds, | |||
double * | constants | |||
) |
set all the constraint related elements.
All the previous constraint-related elements will be deleted.
number | holds the number of constraints. It is required. | |
names | holds a std::string array of constraint names; use null if no constraint names. | |
lowerBounds | holds a double array of constraint lower bounds; use null if no lower bounds; use Double.NEGATIVE_INFINITY if no lower bound for a specific constraint in the array. | |
upperBounds | holds a double array of constraint upper bounds; use null if no upper bounds; use Double.POSITIVE_INFINITY if no upper bound for a specific constraint in the array. |
bool OSInstance::setLinearConstraintCoefficients | ( | int | numberOfValues, | |
bool | isColumnMajor, | |||
double * | values, | |||
int | valuesBegin, | |||
int | valuesEnd, | |||
int * | indexes, | |||
int | indexesBegin, | |||
int | indexesEnd, | |||
int * | starts, | |||
int | startsBegin, | |||
int | startsEnd | |||
) |
set linear constraint coefficients
numberOfValues | holds the number of specified coefficient values (usually nonzero) in the coefficient matrix. | |
isColumnMajor | holds whether the coefficient matrix is stored in column major (true) or row major (false). | |
values | holds a double array coefficient values in the matrix. | |
valuesBegin | holds the begin index of the values array to copy from (usually 0). | |
valuesEnd | holds the end index of the values array to copy till (usually values.length - 1). | |
indexes | holds an integer array column/row indexes for each value in the values array. | |
indexesBegin | holds the begin index of the indexes array to copy from (usually 0). | |
indexesEnd | holds the end index of the indexes array to copy till (usually indexes.length - 1). | |
starts | holds an integer array start indexes in the matrix; the first value of starts should always be 0. | |
startsBegin | holds the begin index of the starts array to copy from (usually 0). | |
startsEnd | holds the end index of the starts array to copy till (usually starts.length - 1). |
Definition at line 2960 of file OSInstance.cpp.
bool OSInstance::copyLinearConstraintCoefficients | ( | int | numberOfValues, | |
bool | isColumnMajor, | |||
double * | values, | |||
int | valuesBegin, | |||
int | valuesEnd, | |||
int * | indexes, | |||
int | indexesBegin, | |||
int | indexesEnd, | |||
int * | starts, | |||
int | startsBegin, | |||
int | startsEnd | |||
) |
copy linear constraint coefficients: perform a deep copy of the sparse matrix
numberOfValues | holds the number of specified coefficient values (usually nonzero) in the coefficient matrix. | |
isColumnMajor | holds whether the coefficient matrix is stored in column major (true) or row major (false). | |
values | holds a double array coefficient values in the matrix. | |
valuesBegin | holds the begin index of the values array to copy from (usually 0). | |
valuesEnd | holds the end index of the values array to copy till (usually values.length - 1). | |
indexes | holds an integer array column/row indexes for each value in the values array. | |
indexesBegin | holds the begin index of the indexes array to copy from (usually 0). | |
indexesEnd | holds the end index of the indexes array to copy till (usually indexes.length - 1). | |
starts | holds an integer array start indexes in the matrix; the first value of starts should always be 0. | |
startsBegin | holds the begin index of the starts array to copy from (usually 0). | |
startsEnd | holds the end index of the starts array to copy till (usually starts.length - 1). |
Definition at line 3084 of file OSInstance.cpp.
bool OSInstance::setQuadraticTerms | ( | int | number, | |
int * | rowIndexes, | |||
int * | varOneIndexes, | |||
int * | varTwoIndexes, | |||
double * | coefficients, | |||
int | begin, | |||
int | end | |||
) |
set quadratic terms
number | holds the number of quadratic terms. | |
rowIndexes | holds an integer array of row indexes of all the quadratic terms. A negative integer corresponds to an objective row, e.g. -1 for 1st objective and -2 for 2nd. | |
varOneIndexes | holds an integer array of the first varialbe indexes of all the quadratic terms. | |
varTwoIndexes | holds an integer array of the second varialbe indexes of all the quadratic terms. | |
coefficients | holds a double array all the quadratic term coefficients. | |
begin | holds the begin index of all the arrays to copy from (usually = 0). | |
end | holds the end index of all the arrays to copy till (usually = array length -1). |
Definition at line 3173 of file OSInstance.cpp.
bool OSInstance::setQuadraticTermsInNonlinearExpressions | ( | int | number, | |
int * | rowIndexes, | |||
int * | varOneIndexes, | |||
int * | varTwoIndexes, | |||
double * | coefficients | |||
) |
set quadratic terms in nonlinearExpressions
number | holds the number of quadratic terms. | |
rowIndexes | holds an integer array of row indexes of all the quadratic terms. A negative integer corresponds to an objective row, e.g. -1 for 1st objective and -2 for 2nd. | |
varOneIndexes | holds an integer array of the first varialbe indexes of all the quadratic terms. | |
varTwoIndexes | holds an integer array of the second varialbe indexes of all the quadratic terms. | |
coefficients | holds a double array all the quadratic term coefficients. |
Definition at line 3212 of file OSInstance.cpp.
bool OSInstance::setNonlinearExpressions | ( | int | nexpr, | |
Nl ** | root | |||
) |
set nonlinear expressions
nexpr | holds the number of nonlinear expressions. | |
root | holds a pointer array to the root nodes of all the nonlinear expressions. |
Definition at line 3250 of file OSInstance.cpp.
std::string OSInstance::printModel | ( | ) |
Print the infix representation of the problem.
Definition at line 3474 of file OSInstance.cpp.
std::string OSInstance::printModel | ( | int | rowIdx | ) |
Print the infix representation of the row (which could be an an objective function row) indexed by rowIdx.
rowIdx | is the index of the row we want to express in infix. |
Definition at line 3543 of file OSInstance.cpp.
bool OSInstance::initializeNonLinearStructures | ( | ) |
Initialize the data structures for the nonlinear API.
Definition at line 3275 of file OSInstance.cpp.
double OSInstance::calculateFunctionValue | ( | int | idx, | |
double * | x, | |||
bool | new_x | |||
) |
Calculate the function value for function (constraint or objective) indexed by idx.
idx | is the index on the constraint (0, 1, 2, 3, ...) or objective function (-1, -2, -3, ...). | |
x | is a pointer (double array) to the current variable values | |
new_x | is false if any evaluation method was previously called for the current x has been evaluated for the current iterate x use a value of false if not sure |
Definition at line 3665 of file OSInstance.cpp.
double * OSInstance::calculateAllConstraintFunctionValues | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda, | |||
bool | new_x, | |||
int | highestOrder | |||
) |
Calculate all of the constraint function values.
x | is a pointer (double array) to the current variable values | |
objLambda | is the Lagrange multiplier on the objective function | |
conLambda | is pointer (double array) of Lagrange multipliers on the constratins | |
new_x | is false if any evaluation method was previously called for the current x for the current iterate | |
highestOrder | is the highest order of the derivative being calculated |
Definition at line 3734 of file OSInstance.cpp.
double * OSInstance::calculateAllConstraintFunctionValues | ( | double * | x, | |
bool | new_x | |||
) |
Calculate all of the constraint function values, we are overloading this function and this version of the method will not use any AD and will evaluate function values from the OS Expression Tree.
x | is a pointer (double array) to the current variable values | |
new_x | is false if any evaluation method was previously called for the current iterate |
Definition at line 3750 of file OSInstance.cpp.
double * OSInstance::calculateAllObjectiveFunctionValues | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda, | |||
bool | new_x, | |||
int | highestOrder | |||
) |
Calculate all of the objective function values.
x | is a pointer (double array) to the current variable values | |
objLambda | is the Lagrange multiplier on the objective function | |
conLambda | is pointer (double array) of Lagrange multipliers on the constratins | |
new_x | is false if any evaluation method was previously called for the current iterate | |
highestOrder | is the highest order of the derivative being calculated |
Definition at line 3773 of file OSInstance.cpp.
double * OSInstance::calculateAllObjectiveFunctionValues | ( | double * | x, | |
bool | new_x | |||
) |
Calculate all of the objective function values, we are overloading this function and this version of the method will not use any AD and will evaluate function values from the OS Expression Tree.
x | is a pointer (double array) to the current variable values | |
new_x | is false if any evaluation method was previously called for the current iterate |
Definition at line 3789 of file OSInstance.cpp.
SparseJacobianMatrix * OSInstance::calculateAllConstraintFunctionGradients | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda, | |||
bool | new_x, | |||
int | highestOrder | |||
) |
Calculate the gradient of all constraint functions.
x | is a pointer (double array) to the current variable values | |
objLambda | is the Lagrange multiplier on the objective function | |
conLambda | is pointer (double array) of Lagrange multipliers on the constratins | |
new_x | is false if any evaluation method was previously called for the current iterate | |
highestOrder | is the highest order of the derivative being calculated |
Definition at line 3812 of file OSInstance.cpp.
SparseVector * OSInstance::calculateConstraintFunctionGradient | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda, | |||
int | idx, | |||
bool | new_x, | |||
int | highestOrder | |||
) |
Calculate the gradient of the constraint function indexed by idx.
x | is a pointer (double array) to the current variable values | |
objLambda | is the Lagrange multiplier on the objective function | |
conLambda | is pointer (double array) of Lagrange multipliers on the constratins idx is the index of the constraint function gradient | |
new_x | is false if any evaluation method was previously called for the current iterate | |
highestOrder | is the highest order of the derivative being calculated |
Definition at line 3830 of file OSInstance.cpp.
SparseVector * OSInstance::calculateConstraintFunctionGradient | ( | double * | x, | |
int | idx, | |||
bool | new_x | |||
) |
Calculate the gradient of the constraint function indexed by idx this function is overloaded.
x | is a pointer (double array) to the current variable values idx is the index of the constraint function gradient | |
new_x | is false if any evaluation method was previously called for the current iterate | |
highestOrder | is the highest order of the derivative being calculated |
Definition at line 3861 of file OSInstance.cpp.
double ** OSInstance::calculateAllObjectiveFunctionGradients | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda, | |||
bool | new_x, | |||
int | highestOrder | |||
) |
Calculate the gradient of all objective functions.
x | is a pointer (double array) to the current variable values | |
objLambda | is the Lagrange multiplier on the objective function | |
conLambda | is pointer (double array) of Lagrange multipliers on the constratins | |
new_x | is false if any evaluation method was previously called for the current iterate | |
highestOrder | is the highest order of the derivative being calculated |
Definition at line 3890 of file OSInstance.cpp.
double * OSInstance::calculateObjectiveFunctionGradient | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda, | |||
int | objIdx, | |||
bool | new_x, | |||
int | highestOrder | |||
) |
Calculate the gradient of the objective function indexed by objIdx.
x | is a pointer (double array) to the current variable values | |
objLambda | is the Lagrange multiplier on the objective function | |
conLambda | is pointer (double array) of Lagrange multipliers on the constratins objIdx is the index of the objective function being optimized | |
new_x | is false if any evaluation method was previously called for the current iterate | |
highestOrder | is the highest order of the derivative being calculated |
Definition at line 3916 of file OSInstance.cpp.
double * OSInstance::calculateObjectiveFunctionGradient | ( | double * | x, | |
int | objIdx, | |||
bool | new_x | |||
) |
Calculate the gradient of the objective function indexed by objIdx this function is overloaded.
x | is a pointer (double array) to the current variable values | |
objIdx | is the index of the objective function being optimized | |
new_x | is false if any evaluation method was previously called for the current iterate |
Definition at line 3981 of file OSInstance.cpp.
SparseHessianMatrix * OSInstance::calculateLagrangianHessian | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda, | |||
bool | new_x, | |||
int | highestOrder | |||
) |
Calculate the Hessian of the Lagrangian Expression Tree This method will build the CppAD expression tree for only the first iteration Use this method on if the value of x does not affect the operations sequence.
x | is a pointer (double array) to the current variable values | |
objLambda | is the Lagrange multiplier on the objective function | |
conLambda | is pointer (double array) of Lagrange multipliers on the constratins | |
new_x | is false if any evaluation method was previously called for the current iterate | |
highestOrder | is the highest order of the derivative being calculated |
Definition at line 4035 of file OSInstance.cpp.
SparseHessianMatrix * OSInstance::calculateHessian | ( | double * | x, | |
int | idx, | |||
bool | new_x | |||
) |
Calculate the Hessian of a constraint or objective function.
x | is a pointer (double array) to the current variable values | |
new_x | is false if any evaluation method was previously called for the current iterate idx is the index of the either a constraint or objective function Hessian |
Definition at line 4054 of file OSInstance.cpp.
bool OSInstance::getSparseJacobianFromColumnMajor | ( | ) |
Definition at line 4101 of file OSInstance.cpp.
bool OSInstance::getSparseJacobianFromRowMajor | ( | ) |
Definition at line 4274 of file OSInstance.cpp.
OSExpressionTree * OSInstance::getLagrangianExpTree | ( | ) |
Definition at line 4433 of file OSInstance.cpp.
std::map< int, int > OSInstance::getAllNonlinearVariablesIndexMap | ( | ) |
Definition at line 4489 of file OSInstance.cpp.
SparseHessianMatrix * OSInstance::getLagrangianHessianSparsityPattern | ( | ) |
Definition at line 4531 of file OSInstance.cpp.
bool OSInstance::addQTermsToExressionTree | ( | ) |
Definition at line 3354 of file OSInstance.cpp.
bool OSInstance::addQTermsToExpressionTree | ( | ) |
Definition at line 3359 of file OSInstance.cpp.
SparseJacobianMatrix * OSInstance::getJacobianSparsityPattern | ( | ) |
Definition at line 3311 of file OSInstance.cpp.
void OSInstance::duplicateExpressionTreesMap | ( | ) |
duplicate the map of expression trees.
Definition at line 4633 of file OSInstance.cpp.
bool OSInstance::createOSADFun | ( | std::vector< double > | vdX | ) |
Create the a CppAD Function object: this is a function where the domain is the set of variables for the problem and the range is the objective function plus constraints.
vdX | is a vector of doubles holding the current primal variable values the size of x should equal instanceData->variables->numberOfVariables |
For expression tree, record the operations for CppAD and put into the range vector m_vFG and it is a vector of CppAD objective and constraint functions.
Definition at line 5555 of file OSInstance.cpp.
std::vector< double > OSInstance::forwardAD | ( | int | p, | |
std::vector< double > | vdX | |||
) |
Perform an AD forward sweep.
p | is the highest order Taylor coefficient | |
vdX | is a vector of doubles of the current primal variable values the size of vdX m_iNumberOfNonlinearVariables |
Definition at line 5615 of file OSInstance.cpp.
std::vector< double > OSInstance::reverseAD | ( | int | p, | |
std::vector< double > | vdlambda | |||
) |
Perform an AD reverse sweep.
p | is the order of the sweep | |
vdlambda | is a vector of doubles of the current dual (lagrange) variable values the size of lambda should equal number of objective functions plus number of constraints |
Definition at line 5643 of file OSInstance.cpp.
int OSInstance::getADSparsityHessian | ( | ) |
end revised AD code
Call the AD routine to fill in m_vbLagHessNonz and determine the nonzeros.
Definition at line 5672 of file OSInstance.cpp.
bool OSInstance::getIterateResults | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda, | |||
bool | new_x, | |||
int | highestOrder | |||
) |
end revised AD code
Get the information for each iteration. Get the functions values, Jacobian and Hessian of the Lagrangian
x | is a pointer of doubles of primal values for the current iteration | |
objLambda | is is a pointer of doubles of the current dual (Lagrange) multipliers on the objective functions | |
conLambda | is a pointer of doubles of the current dual (Lagrange) multipliers on the constraints | |
new_x | is false if any evaluation method was previously called | |
highestOrder | is the highest order derivative to be calculated |
Definition at line 4653 of file OSInstance.cpp.
bool OSInstance::getZeroOrderResults | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda | |||
) |
Calculate function values.
x | is a pointer of doubles of primal values for the current iteration | |
objLambda | is is a pointer of doubles of the current dual (Lagrange) multipliers on the objective functions | |
conLambda | is a pointer of doubles of the current dual (Lagrange) multipliers on the constraints |
Definition at line 4729 of file OSInstance.cpp.
bool OSInstance::getFirstOrderResults | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda | |||
) |
Calculate first derivatives.
x | is a pointer of doubles of primal values for the current iteration | |
objLambda | is is a pointer of doubles of the current dual (Lagrange) multipliers on the objective functions | |
conLambda | is a pointer of doubles of the current dual (Lagrange) multipliers on the constraints |
if the number of columns exceeds the number of rows we will get the Jacobian by row, however, if the number of rows exceeds the number of columns we get the Jacobian by column
Definition at line 4788 of file OSInstance.cpp.
bool OSInstance::getSecondOrderResults | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda | |||
) |
Calculate second derivatives.
x | is a pointer of doubles of primal values for the current iteration | |
objLambda | is is a pointer of doubles of the current dual (Lagrange) multipliers on the objective functions | |
conLambda | is a pointer of doubles of the current dual (Lagrange) multipliers on the constraints |
Definition at line 4914 of file OSInstance.cpp.
bool OSInstance::initForAlgDiff | ( | ) |
This should be called by nonlinear solvers using callback functions.
initForAlgDiff will initialize the correct nonlinear structures in preparation for using the algorithmic differentiation routines.
Definition at line 5019 of file OSInstance.cpp.
bool OSInstance::initObjGradients | ( | ) |
This should be called by initForAlgDiff().
initObjGradients will initialize the objective function gradients to be equal to the coefficients given in the <coef> section of the OSiL instance
Definition at line 5052 of file OSInstance.cpp.
bool OSInstance::setTimeDomain | ( | std::string | format | ) |
This sets the format of the time domain ("stages"/"interval"/"none").
end revised AD test code
set methods for timeDomain object
Definition at line 5086 of file OSInstance.cpp.
bool OSInstance::setTimeDomainStages | ( | int | number, | |
std::string * | names | |||
) |
This sets the number (and optionally names) of the time stages.
set time domain stages
Definition at line 5136 of file OSInstance.cpp.
bool OSInstance::setTimeDomainStageVariablesOrdered | ( | int | numberOfStages, | |
int * | numberOfVariables, | |||
int * | startIdx | |||
) |
This sets the variables associated with each time domain stage in temporal order.
set time domain stage variables in temporal order
(I.e., for each stage numberOfVariables gives the number of variables accociated with this stage and startIdx gives the first variable in this stage.)
Definition at line 5221 of file OSInstance.cpp.
bool OSInstance::setTimeDomainStageVariablesUnordered | ( | int | numberOfStages, | |
int * | numberOfVariables, | |||
int ** | varIndex | |||
) |
This sets the variables associated with each time domain stage in srbitrary order.
set time domain stage variables in arbitrary order
(I.e., for each stage numberOfVariables gives the number of variables accociated with this stage and varIndex[i] gives the index of each variable in stage[i].)
Definition at line 5263 of file OSInstance.cpp.
bool OSInstance::setTimeDomainStageConstraintsOrdered | ( | int | numberOfStages, | |
int * | numberOfConstraints, | |||
int * | startIdx | |||
) |
This sets the constraints associated with each time domain stage in temporal order.
set time domain stage constraints in temporal order
(I.e., for each stage numberOfConstraints gives the number of constraints accociated with this stage and startIdx gives the first constraint in this stage.)
Definition at line 5329 of file OSInstance.cpp.
bool OSInstance::setTimeDomainStageConstraintsUnordered | ( | int | numberOfStages, | |
int * | numberOfConstraints, | |||
int ** | conIndex | |||
) |
This sets the constraints associated with each time domain stage in srbitrary order.
set time domain stage constraints in arbitrary order
(I.e., for each stage numberOfConstraints gives the number of constraints accociated with this stage and conIndex[i] gives the index of each constraint in stage[i].)
Definition at line 5371 of file OSInstance.cpp.
bool OSInstance::setTimeDomainStageObjectivesOrdered | ( | int | numberOfStages, | |
int * | numberOfObjectives, | |||
int * | startIdx | |||
) |
This sets the objectives associated with each time domain stage in temporal order.
set time domain stage objectives in temporal order
(I.e., for each stage numberOfObjectives gives the number of objectives accociated with this stage and startIdx gives the first objective in this stage.)
Definition at line 5437 of file OSInstance.cpp.
bool OSInstance::setTimeDomainStageObjectivesUnordered | ( | int | numberOfStages, | |
int * | numberOfObjectives, | |||
int ** | varIndex | |||
) |
This sets the objectives associated with each time domain stage in arbitrary order.
set time domain stage objectives in arbitrary order
(I.e., for each stage numberOfObjectives gives the number of objectives accociated with this stage and objIndex[i] gives the index of each objective in stage[i].)
Definition at line 5477 of file OSInstance.cpp.
bool OSInstance::setTimeDomainInterval | ( | double | start, | |
double | horizon | |||
) |
This sets the start and end of the time interval.
set time domain interval
Definition at line 5541 of file OSInstance.cpp.
bool OSInstance::processVariables | ( | ) | [private] |
process variables.
Exception | if the elements in variables are logically inconsistent. |
bool OSInstance::processObjectives | ( | ) | [private] |
process objectives.
Exception | if the elements in objectives are logically inconsistent. |
bool OSInstance::processConstraints | ( | ) | [private] |
process constraints.
Exception | if the elements in constraints are logically inconsistent. |
bool OSInstance::processLinearConstraintCoefficients | ( | ) | [private] |
process linear constraint coefficients.
Exception | if the elements in linear constraint coefficients are logically inconsistent. |
std::string OSInstance::getInstanceName | ( | ) |
Get instance name.
std::string OSInstance::getInstanceSource | ( | ) |
Get instance source.
std::string OSInstance::getInstanceDescription | ( | ) |
Get instance description.
int OSInstance::getVariableNumber | ( | ) |
Get variable number.
std::string* OSInstance::getVariableNames | ( | ) |
Get variable names.
Exception | if the elements in variables are logically inconsistent. |
char* OSInstance::getVariableTypes | ( | ) |
Get variable initial values.
Exception | if the elements in variables are logically inconsistent. -- now deprecated Get variable initial std::string values. |
Exception | if the elements in variables are logically inconsistent. -- now deprecated Get variable types.
|
Exception | if the elements in variables are logically inconsistent. |
int OSInstance::getNumberOfIntegerVariables | ( | ) |
getNumberOfIntegerVariables
int OSInstance::getNumberOfBinaryVariables | ( | ) |
getNumberOfBinaryVariables
double* OSInstance::getVariableLowerBounds | ( | ) |
Get variable lower bounds.
Exception | if the elements in variables are logically inconsistent. |
double* OSInstance::getVariableUpperBounds | ( | ) |
Get variable upper bounds.
Exception | if the elements in variables are logically inconsistent. |
int OSInstance::getObjectiveNumber | ( | ) |
Get objective number.
std::string* OSInstance::getObjectiveNames | ( | ) |
Get objective names.
Exception | if the elements in objectives are logically inconsistent. |
std::string* OSInstance::getObjectiveMaxOrMins | ( | ) |
Get objective maxOrMins.
One maxOrMin for each objective.
Exception | if the elements in objectives are logically inconsistent. |
int* OSInstance::getObjectiveCoefficientNumbers | ( | ) |
Get objective coefficient number.
One number for each objective.
Exception | if the elements in objectives are logically inconsistent. |
double* OSInstance::getObjectiveConstants | ( | ) |
Get objective constants.
One constant for each objective.
Exception | if the elements in objectives are logically inconsistent. |
double* OSInstance::getObjectiveWeights | ( | ) |
Get objective weights.
One weight for each objective.
Exception | if the elements in objectives are logically inconsistent. |
SparseVector** OSInstance::getObjectiveCoefficients | ( | ) |
Get objective coefficients.
One set of objective coefficients for each objective.
Exception | if the elements in objectives are logically inconsistent. |
double** OSInstance::getDenseObjectiveCoefficients | ( | ) |
getDenseObjectiveCoefficients.
int OSInstance::getConstraintNumber | ( | ) |
Get constraint number.
std::string* OSInstance::getConstraintNames | ( | ) |
Get constraint names.
Exception | if the elements in constraints are logically inconsistent. |
double* OSInstance::getConstraintLowerBounds | ( | ) |
Get constraint lower bounds.
Exception | if the elements in constraints are logically inconsistent. |
double* OSInstance::getConstraintUpperBounds | ( | ) |
Get constraint upper bounds.
Exception | if the elements in constraints are logically inconsistent. |
char* OSInstance::getConstraintTypes | ( | ) |
Get constraint types.
Exception | if the elements in constraints are logically inconsistent. |
int OSInstance::getLinearConstraintCoefficientNumber | ( | ) |
Get number of specified (usually nonzero) linear constraint coefficient values.
bool OSInstance::getLinearConstraintCoefficientMajor | ( | ) |
Get whether the constraint coefficients is in column major (true) or row major (false).
Exception | if the elements in linear constraint coefficients are logically inconsistent. |
SparseMatrix* OSInstance::getLinearConstraintCoefficientsInColumnMajor | ( | ) |
Get linear constraint coefficients in column major.
Exception | if the elements in linear constraint coefficients are logically inconsistent. |
SparseMatrix* OSInstance::getLinearConstraintCoefficientsInRowMajor | ( | ) |
Get linear constraint coefficients in row major.
Exception | if the elements in linear constraint coefficients are logically inconsistent. |
int OSInstance::getNumberOfQuadraticTerms | ( | ) |
Get the number of specified (usually nonzero) qTerms in the quadratic coefficients.
QuadraticTerms* OSInstance::getQuadraticTerms | ( | ) |
Get all the quadratic terms in the instance.
Exception | if the elements in quadratic coefficients are logically inconsistent. |
int* OSInstance::getQuadraticRowIndexes | ( | ) |
Get the indexes of rows which have a quadratic term.
int OSInstance::getNumberOfQuadraticRowIndexes | ( | ) |
Get the number of rows which have a quadratic term.
int OSInstance::getNumberOfNonlinearExpressions | ( | ) |
Get number of nonlinear expressions.
OSExpressionTree* OSInstance::getNonlinearExpressionTree | ( | int | rowIdx | ) |
Get the expression tree for a given row index.
OSExpressionTree* OSInstance::getNonlinearExpressionTreeMod | ( | int | rowIdx | ) |
Get the expression tree for a given row index for the modified expression trees (quadratic terms added).
std::vector<OSnLNode*> OSInstance::getNonlinearExpressionTreeInPostfix | ( | int | rowIdx | ) |
Get the postfix tokens for a given row index.
std::vector<OSnLNode*> OSInstance::getNonlinearExpressionTreeModInPostfix | ( | int | rowIdx | ) |
Get the postfix tokens for a given row index for the modified Expression Tree (quadratic terms added).
std::vector<OSnLNode*> OSInstance::getNonlinearExpressionTreeInPrefix | ( | int | rowIdx | ) |
Get the prefix tokens for a given row index.
std::vector<OSnLNode*> OSInstance::getNonlinearExpressionTreeModInPrefix | ( | int | rowIdx | ) |
Get the prefix tokens for a given row index for the modified Expression Tree (quadratic terms added).
int OSInstance::getNumberOfNonlinearObjectives | ( | ) |
int OSInstance::getNumberOfNonlinearConstraints | ( | ) |
std::map<int, OSExpressionTree* > OSInstance::getAllNonlinearExpressionTrees | ( | ) |
std::map<int, OSExpressionTree* > OSInstance::getAllNonlinearExpressionTreesMod | ( | ) |
int* OSInstance::getNonlinearExpressionTreeIndexes | ( | ) |
Get all the nonlinear expression tree indexes, i.e.
indexes of rows (objectives or constraints) that contain nonlinear expressions.
int OSInstance::getNumberOfNonlinearExpressionTreeIndexes | ( | ) |
Get the number of unique Nonlinear expression tree indexes.
int* OSInstance::getNonlinearExpressionTreeModIndexes | ( | ) |
Get all the nonlinear expression tree indexes, i.e.
indexes of rows (objetives or constraints) that contain nonlinear expressions after modifying the expression tree to contain quadratic terms.
int OSInstance::getNumberOfNonlinearExpressionTreeModIndexes | ( | ) |
Get the number of unique Nonlinear expression tree indexes after modifying the expression tree to contain quadratic terms.
std::string OSInstance::getTimeDomainFormat | ( | ) |
Get the format of the time domain ("stages"/"interval").
int OSInstance::getTimeDomainStageNumber | ( | ) |
Get the number of stages that make up the time domain.
std::string* OSInstance::getTimeDomainStageNames | ( | ) |
Get the names of the stages (NULL or empty string ("") if a stage has not been given a name.
int* OSInstance::getTimeDomainStageNumberOfVariables | ( | ) |
Get the number of variables contained in each time stage.
int* OSInstance::getTimeDomainStageNumberOfConstraints | ( | ) |
Get the number of constraints contained in each time stage.
int* OSInstance::getTimeDomainStageNumberOfObjectives | ( | ) |
Get the number of objectives contained in each time stage.
int** OSInstance::getTimeDomainStageVarList | ( | ) |
Get the list of variables in each stage.
int** OSInstance::getTimeDomainStageConList | ( | ) |
Get the list of constraints in each stage.
int** OSInstance::getTimeDomainStageObjList | ( | ) |
Get the list of objectives in each stage.
double OSInstance::getTimeDomainIntervalStart | ( | ) |
Get the start for the time domain interval.
double OSInstance::getTimeDomainIntervalHorizon | ( | ) |
Get the horizon for the time domain interval.
bool OSInstance::setInstanceSource | ( | std::string | source | ) |
set the instance source.
source | holds the instance source. |
bool OSInstance::setInstanceDescription | ( | std::string | description | ) |
set the instance description.
description | holds the instance description. |
bool OSInstance::setInstanceName | ( | std::string | name | ) |
set the instance name.
name | holds the instance name. |
bool OSInstance::setVariableNumber | ( | int | number | ) |
set the variable number.
number | holds the variable number. |
bool OSInstance::addVariable | ( | int | index, | |
std::string | name, | |||
double | lowerBound, | |||
double | upperBound, | |||
char | type | |||
) |
add a variable.
In order to use the add method, the setVariableNumber must first be called so that the variable number is known ahead of time to assign appropriate memory. If a variable with the given variable index already exists, the old variable will be replaced.
index | holds the variable index. It is required. | |
name | holds the variable name; use null or empty std::string ("") if no variable name. | |
lowerBound | holds the variable lower bound; use Double.NEGATIVE_INFINITY if no lower bound. | |
upperBound | holds the variable upper bound; use Double.POSITIVE_INFINITY if no upper bound. | |
type | holds the variable type character, B for Binary, I for Integer, S for String, C or any other char for Continuous) | |
init | holds the double variable initial value; use Double.NaN if no initial value -- deprecated | |
initString | holds the std::string variable initial value; use null or empty std::string ("") if no initial std::string value -- deprecated |
bool OSInstance::setVariables | ( | int | number, | |
std::string * | names, | |||
double * | lowerBounds, | |||
double * | upperBounds, | |||
char * | types | |||
) |
set all the variable related elements.
All the previous variable-related elements will be deleted.
number | holds the number of variables. It is required. | |
names | holds a std::string array of variable names; use null if no variable names. | |
lowerBounds | holds a double array of variable lower bounds; use null if all lower bounds are 0; use Double.NEGATIVE_INFINITY if no lower bound for a specific variable in the array. | |
upperBounds | holds a double array of variable upper bounds; use null if no upper bounds; use Double.POSITIVE_INFINITY if no upper bound for a specific variable in the array. | |
types | holds a char array of variable types; use null if all variables are continuous; for a specfic variable in the array use B for Binary, I for Integer, S for String, C or any other char for Continuous,) | |
inits | holds a double array of varible initial values; use null if no initial values. -- deprecated | |
initsString | holds a std::string array of varible initial values; use null if no initial std::string values. -- deprecated |
bool OSInstance::setObjectiveNumber | ( | int | number | ) |
set the objective number.
number | holds the objective number. |
bool OSInstance::addObjective | ( | int | index, | |
std::string | name, | |||
std::string | maxOrMin, | |||
double | constant, | |||
double | weight, | |||
SparseVector * | objectiveCoefficients | |||
) |
add an objective.
In order to use the add method, the setObjectiveNumber must first be called so that the objective number is known ahead of time to assign appropriate memory. If a objective with the given objective index already exists, the old objective will be replaced. Objective index will start from -1, -2, -3, ... down, with -1 corresponding to the first objective.
index | holds the objective index. Remember the first objective index is -1, second -2, ... | |
name | holds the objective name; use null or empty std::string ("") if no objective name. | |
maxOrMin | holds the objective sense or direction; it can only take two values: "max" or "min". | |
constant | holds the objective constant; use 0.0 if no objective constant. | |
weight | holds the objective weight; use 1.0 if no objective weight. | |
objectiveCoefficients | holds the objective coefficients (null if no objective coefficients) in a sparse representation that holds two arrays: index array and a value array. |
bool OSInstance::setObjectives | ( | int | number, | |
std::string * | names, | |||
std::string * | maxOrMins, | |||
double * | constants, | |||
double * | weights, | |||
SparseVector ** | objectitiveCoefficients | |||
) |
set all the objectives related elements.
All the previous objective-related elements will be deleted.
number | holds the number of objectives. It is required. | |
names | holds a std::string array of objective names; use null if no objective names. | |
maxOrMins | holds a std::string array of objective objective senses or directions: "max" or "min"; use null if all objectives are "min". | |
constants | holds a double array of objective constants; use null if all objective constants are 0.0. | |
weights | holds a double array of objective weights; use null if all objective weights are 1.0. | |
objectitiveCoefficients | holds an array of objective coefficients, (null if no objective have any coefficeints) For each objective, the coefficients are stored in a sparse representation that holds two arrays: index array and a value array. If for a specific objective, there are no objecitve coefficients, use null for the corresponding array member. |
bool OSInstance::setConstraintNumber | ( | int | number | ) |
set the constraint number.
number | holds the constraint number. |
bool OSInstance::addConstraint | ( | int | index, | |
std::string | name, | |||
double | lowerBound, | |||
double | upperBound, | |||
double | constant | |||
) |
add a constraint.
In order to use the add method, the setConstraintNumber must first be called so that the constraint number is known ahead of time to assign appropriate memory. If a constraint with the given constraint index already exists, the old constraint will be replaced.
index | holds the constraint index. It is required. | |
name | holds the constraint name; use null or empty std::string ("") if no constraint name. | |
lowerBound | holds the constraint lower bound; use Double.NEGATIVE_INFINITY if no lower bound. | |
upperBound | holds the constraint upper bound; use Double.POSITIVE_INFINITY if no upper bound. |
bool OSInstance::setConstraints | ( | int | number, | |
std::string * | names, | |||
double * | lowerBounds, | |||
double * | upperBounds, | |||
double * | constants | |||
) |
set all the constraint related elements.
All the previous constraint-related elements will be deleted.
number | holds the number of constraints. It is required. | |
names | holds a std::string array of constraint names; use null if no constraint names. | |
lowerBounds | holds a double array of constraint lower bounds; use null if no lower bounds; use Double.NEGATIVE_INFINITY if no lower bound for a specific constraint in the array. | |
upperBounds | holds a double array of constraint upper bounds; use null if no upper bounds; use Double.POSITIVE_INFINITY if no upper bound for a specific constraint in the array. |
bool OSInstance::setLinearConstraintCoefficients | ( | int | numberOfValues, | |
bool | isColumnMajor, | |||
double * | values, | |||
int | valuesBegin, | |||
int | valuesEnd, | |||
int * | indexes, | |||
int | indexesBegin, | |||
int | indexesEnd, | |||
int * | starts, | |||
int | startsBegin, | |||
int | startsEnd | |||
) |
set linear constraint coefficients
numberOfValues | holds the number of specified coefficient values (usually nonzero) in the coefficient matrix. | |
isColumnMajor | holds whether the coefficient matrix is stored in column major (true) or row major (false). | |
values | holds a double array coefficient values in the matrix. | |
valuesBegin | holds the begin index of the values array to copy from (usually 0). | |
valuesEnd | holds the end index of the values array to copy till (usually values.lenght - 1). | |
indexes | holds an integer array column/row indexes for each value in the values array. | |
indexesBegin | holds the begin index of the indexes array to copy from (usually 0). | |
indexesEnd | holds the end index of the indexes array to copy till (usually indexes.lenght - 1). | |
starts | holds an integer array start indexes in the matrix; the first value of starts should always be 0. | |
startsBegin | holds the begin index of the starts array to copy from (usually 0). | |
startsEnd | holds the end index of the starts array to copy till (usually starts.lenght - 1). |
bool OSInstance::setQuadraticTerms | ( | int | number, | |
int * | rowIndexes, | |||
int * | varOneIndexes, | |||
int * | varTwoIndexes, | |||
double * | coefficients, | |||
int | begin, | |||
int | end | |||
) |
set quadratic terms
number | holds the number of quadratic terms. | |
rowIndexes | holds an integer array of row indexes of all the quadratic terms. A negative integer corresponds to an objective row, e.g. -1 for 1st objective and -2 for 2nd. | |
varOneIndexes | holds an integer array of the first varialbe indexes of all the quadratic terms. | |
varTwoIndexes | holds an integer array of the second varialbe indexes of all the quadratic terms. | |
coefficients | holds a double array all the quadratic term coefficients. | |
begin | holds the begin index of all the arrays to copy from (usually = 0). | |
end | holds the end index of all the arrays to copy till (usually = array length -1). |
bool OSInstance::setQuadraticTermsInNonlinearExpressions | ( | int | number, | |
int * | rowIndexes, | |||
int * | varOneIndexes, | |||
int * | varTwoIndexes, | |||
double * | coefficients | |||
) |
set quadratic terms in nonlinearExpressions
number | holds the number of quadratic terms. | |
rowIndexes | holds an integer array of row indexes of all the quadratic terms. A negative integer corresponds to an objective row, e.g. -1 for 1st objective and -2 for 2nd. | |
varOneIndexes | holds an integer array of the first varialbe indexes of all the quadratic terms. | |
varTwoIndexes | holds an integer array of the second varialbe indexes of all the quadratic terms. | |
coefficients | holds a double array all the quadratic term coefficients. |
bool OSInstance::initializeNonLinearStructures | ( | ) |
Initialize the data structures for the nonlinear API.
double OSInstance::calculateFunctionValue | ( | int | idx, | |
double * | x, | |||
bool | new_x | |||
) |
Calculate the function value for function (constraint or objective) indexed by idx.
idx | is the index on the constraint (0, 1, 2, 3, ...) or objective function (-1, -2, -3, ...). | |
x | is a pointer (double array) to the current variable values | |
new_x | is false if any evaluation method was previously called for the current x has been evaluated for the current iterate x use a value of false if not sure |
double* OSInstance::calculateAllConstraintFunctionValues | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda, | |||
bool | new_x, | |||
int | highestOrder | |||
) |
Calculate all of the constraint function values.
x | is a pointer (double array) to the current variable values | |
objLambda | is the Lagrange multiplier on the objective function | |
conLambda | is pointer (double array) of Lagrange multipliers on the constratins | |
new_x | is false if any evaluation method was previously called for the current x for the current iterate | |
highestOrder | is the highest order of the derivative being calculated |
double* OSInstance::calculateAllConstraintFunctionValues | ( | double * | x, | |
bool | new_x | |||
) |
Calculate all of the constraint function values, we are overloading this function and this version of the method will not use any AD and will evaluate function values from the OS Expression Tree.
x | is a pointer (double array) to the current variable values | |
new_x | is false if any evaluation method was previously called for the current iterate |
double* OSInstance::calculateAllObjectiveFunctionValues | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda, | |||
bool | new_x, | |||
int | highestOrder | |||
) |
Calculate all of the objective function values.
x | is a pointer (double array) to the current variable values | |
objLambda | is the Lagrange multiplier on the objective function | |
conLambda | is pointer (double array) of Lagrange multipliers on the constratins | |
new_x | is false if any evaluation method was previously called for the current iterate | |
highestOrder | is the highest order of the derivative being calculated |
double* OSInstance::calculateAllObjectiveFunctionValues | ( | double * | x, | |
bool | new_x | |||
) |
Calculate all of the objective function values, we are overloading this function and this version of the method will not use any AD and will evaluate function values from the OS Expression Tree.
x | is a pointer (double array) to the current variable values | |
new_x | is false if any evaluation method was previously called for the current iterate |
SparseJacobianMatrix* OSInstance::calculateAllConstraintFunctionGradients | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda, | |||
bool | new_x, | |||
int | highestOrder | |||
) |
Calculate the gradient of all constraint functions.
x | is a pointer (double array) to the current variable values | |
objLambda | is the Lagrange multiplier on the objective function | |
conLambda | is pointer (double array) of Lagrange multipliers on the constratins | |
new_x | is false if any evaluation method was previously called for the current iterate | |
highestOrder | is the highest order of the derivative being calculated |
SparseVector* OSInstance::calculateConstraintFunctionGradient | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda, | |||
int | idx, | |||
bool | new_x, | |||
int | highestOrder | |||
) |
Calculate the gradient of the constraint function indexed by idx.
x | is a pointer (double array) to the current variable values | |
objLambda | is the Lagrange multiplier on the objective function | |
conLambda | is pointer (double array) of Lagrange multipliers on the constratins idx is the index of the constraint function gradient | |
new_x | is false if any evaluation method was previously called for the current iterate | |
highestOrder | is the highest order of the derivative being calculated |
SparseVector* OSInstance::calculateConstraintFunctionGradient | ( | double * | x, | |
int | idx, | |||
bool | new_x | |||
) |
Calculate the gradient of the constraint function indexed by idx this function is overloaded.
x | is a pointer (double array) to the current variable values idx is the index of the constraint function gradient | |
new_x | is false if any evaluation method was previously called for the current iterate | |
highestOrder | is the highest order of the derivative being calculated |
double** OSInstance::calculateAllObjectiveFunctionGradients | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda, | |||
bool | new_x, | |||
int | highestOrder | |||
) |
Calculate the gradient of all objective functions.
x | is a pointer (double array) to the current variable values | |
objLambda | is the Lagrange multiplier on the objective function | |
conLambda | is pointer (double array) of Lagrange multipliers on the constratins | |
new_x | is false if any evaluation method was previously called for the current iterate | |
highestOrder | is the highest order of the derivative being calculated |
double* OSInstance::calculateObjectiveFunctionGradient | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda, | |||
int | objIdx, | |||
bool | new_x, | |||
int | highestOrder | |||
) |
Calculate the gradient of the objective function indexed by objIdx.
x | is a pointer (double array) to the current variable values | |
objLambda | is the Lagrange multiplier on the objective function | |
conLambda | is pointer (double array) of Lagrange multipliers on the constratins objIdx is the index of the objective function being optimized | |
new_x | is false if any evaluation method was previously called for the current iterate | |
highestOrder | is the highest order of the derivative being calculated |
double* OSInstance::calculateObjectiveFunctionGradient | ( | double * | x, | |
int | objIdx, | |||
bool | new_x | |||
) |
Calculate the gradient of the objective function indexed by objIdx this function is overloaded.
x | is a pointer (double array) to the current variable values | |
objIdx | is the index of the objective function being optimized | |
new_x | is false if any evaluation method was previously called for the current iterate |
SparseHessianMatrix* OSInstance::calculateLagrangianHessian | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda, | |||
bool | new_x, | |||
int | highestOrder | |||
) |
Calculate the Hessian of the Lagrangian Expression Tree This method will build the CppAD expression tree for only the first iteration Use this method on if the value of x does not affect the operations sequence.
x | is a pointer (double array) to the current variable values | |
objLambda | is the Lagrange multiplier on the objective function | |
conLambda | is pointer (double array) of Lagrange multipliers on the constratins | |
new_x | is false if any evaluation method was previously called for the current iterate | |
highestOrder | is the highest order of the derivative being calculated |
SparseHessianMatrix* OSInstance::calculateHessian | ( | double * | x, | |
int | idx, | |||
bool | new_x | |||
) |
Calculate the Hessian of a constraint or objective function.
x | is a pointer (double array) to the current variable values | |
new_x | is false if any evaluation method was previously called for the current iterate idx is the index of the either a constraint or objective function Hessian |
bool OSInstance::getSparseJacobianFromColumnMajor | ( | ) |
bool OSInstance::getSparseJacobianFromRowMajor | ( | ) |
OSExpressionTree* OSInstance::getLagrangianExpTree | ( | ) |
std::map<int, int> OSInstance::getAllNonlinearVariablesIndexMap | ( | ) |
SparseHessianMatrix* OSInstance::getLagrangianHessianSparsityPattern | ( | ) |
bool OSInstance::addQTermsToExressionTree | ( | ) |
SparseJacobianMatrix* OSInstance::getJacobianSparsityPattern | ( | ) |
void OSInstance::duplicateExpressionTreesMap | ( | ) |
duplicate the map of expression trees.
bool OSInstance::createOSADFun | ( | std::vector< double > | vdX | ) |
Create the a CppAD Function object: this is a function where the domain is the set of variables for the problem and the range is the objective function plus constraints.
vdX | is a vector of doubles holding the current primal variable values the size of x should equal instanceData->variables->numberOfVariables |
std::vector<double> OSInstance::forwardAD | ( | int | p, | |
std::vector< double > | vdX | |||
) |
Perform an AD forward sweep.
p | is the highest order Taylor coefficient | |
vdX | is a vector of doubles of the current primal variable values the size of vdX m_iNumberOfNonlinearVariables |
std::vector<double> OSInstance::reverseAD | ( | int | p, | |
std::vector< double > | vdlambda | |||
) |
Perform an AD reverse sweep.
p | is the order of the sweep | |
vdlambda | is a vector of doubles of the current dual (lagrange) variable values the size of lambda should equal number of objective functions plus number of constraints |
int OSInstance::getADSparsityHessian | ( | ) |
end revised AD code
Call the AD routine to fill in m_vbLagHessNonz and determine the nonzeros.
bool OSInstance::getIterateResults | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda, | |||
bool | new_x, | |||
int | highestOrder | |||
) |
end revised AD code
Get the information for each iteration. Get the functions values, Jacobian and Hessian of the Lagrangian
x | is a pointer of doubles of primal values for the current iteration | |
objLambda | is is a pointer of doubles of the current dual (Lagrange) multipliers on the objective functions | |
conLambda | is a pointer of doubles of the current dual (Lagrange) multipliers on the constraints | |
new_x | is false if any evaluation method was previously called | |
highestOrder | is the highest order derivative to be calculated |
bool OSInstance::getZeroOrderResults | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda | |||
) |
Calculate function values.
x | is a pointer of doubles of primal values for the current iteration | |
objLambda | is is a pointer of doubles of the current dual (Lagrange) multipliers on the objective functions | |
conLambda | is a pointer of doubles of the current dual (Lagrange) multipliers on the constraints |
bool OSInstance::getFirstOrderResults | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda | |||
) |
Calculate first derivatives.
x | is a pointer of doubles of primal values for the current iteration | |
objLambda | is is a pointer of doubles of the current dual (Lagrange) multipliers on the objective functions | |
conLambda | is a pointer of doubles of the current dual (Lagrange) multipliers on the constraints |
bool OSInstance::getSecondOrderResults | ( | double * | x, | |
double * | objLambda, | |||
double * | conLambda | |||
) |
Calculate second derivatives.
x | is a pointer of doubles of primal values for the current iteration | |
objLambda | is is a pointer of doubles of the current dual (Lagrange) multipliers on the objective functions | |
conLambda | is a pointer of doubles of the current dual (Lagrange) multipliers on the constraints |
bool OSInstance::initForAlgDiff | ( | ) |
This should be called by nonlinear solvers using callback functions.
initForAlgDiff will initialize the correct nonlinear structures in preparation for using the algorithmic differentiation routines.
bool OSInstance::initObjGradients | ( | ) |
This should be called by initForAlgDiff().
initObjGradients will initialize the objective function gradients to be equal to the coefficients given in the <coef> section of the OSiL instance
bool OSInstance::setTimeDomain | ( | std::string | format | ) |
This sets the format of the time domain ("stages"/"interval"/"none").
bool OSInstance::setTimeDomainStages | ( | int | number, | |
std::string * | names | |||
) |
This sets the number (and optionally names) of the time stages.
bool OSInstance::setTimeDomainStageVariablesOrdered | ( | int | numberOfStages, | |
int * | numberOfVariables, | |||
int * | startIdx | |||
) |
This sets the variables associated with each time domain stage in temporal order.
(I.e., for each stage numberOfVariables gives the number of variables accociated with this stage and startIdx gives the first variable in this stage.)
bool OSInstance::setTimeDomainStageVariablesUnordered | ( | int | numberOfStages, | |
int * | numberOfVariables, | |||
int ** | varIndex | |||
) |
This sets the variables associated with each time domain stage in srbitrary order.
(I.e., for each stage numberOfVariables gives the number of variables accociated with this stage and varIndex[i] gives the index of each variable in stage[i].)
bool OSInstance::setTimeDomainStageConstraintsOrdered | ( | int | numberOfStages, | |
int * | numberOfConstraints, | |||
int * | startIdx | |||
) |
This sets the constraints associated with each time domain stage in temporal order.
(I.e., for each stage numberOfConstraints gives the number of constraints accociated with this stage and startIdx gives the first constraint in this stage.)
bool OSInstance::setTimeDomainStageConstraintsUnordered | ( | int | numberOfStages, | |
int * | numberOfConstraints, | |||
int ** | conIndex | |||
) |
This sets the constraints associated with each time domain stage in srbitrary order.
(I.e., for each stage numberOfConstraints gives the number of constraints accociated with this stage and conIndex[i] gives the index of each constraint in stage[i].)
bool OSInstance::setTimeDomainStageObjectivesOrdered | ( | int | numberOfStages, | |
int * | numberOfObjectives, | |||
int * | startIdx | |||
) |
This sets the objectives associated with each time domain stage in temporal order.
(I.e., for each stage numberOfObjectives gives the number of objectives accociated with this stage and startIdx gives the first objective in this stage.)
bool OSInstance::setTimeDomainStageObjectivesUnordered | ( | int | numberOfStages, | |
int * | numberOfObjectives, | |||
int ** | varIndex | |||
) |
This sets the objectives associated with each time domain stage in arbitrary order.
(I.e., for each stage numberOfObjectives gives the number of objectives accociated with this stage and objIndex[i] gives the index of each objective in stage[i].)
bool OSInstance::setTimeDomainInterval | ( | double | start, | |
double | horizon | |||
) |
This sets the start and end of the time interval.
the instanceHeader is implemented as a general file header object to allow sharing of classes between schemas
Definition at line 808 of file OSInstance.h.
A pointer to an InstanceData object.
Definition at line 811 of file OSInstance.h.
bVariablesModified is true if the variables data has been modified.
Definition at line 821 of file OSInstance.h.
bObjectivesModified is true if the objective function data has been modified.
Definition at line 826 of file OSInstance.h.
bConstraintsModified is true if the constraints data has been modified.
Definition at line 831 of file OSInstance.h.
bAMatrixModified is true if the A matrix data has been modified.
Definition at line 836 of file OSInstance.h.
std::string OSInstance::m_sInstanceName [private] |
m_sInstanceName holds the instance name.
Definition at line 844 of file OSInstance.h.
std::string OSInstance::m_sInstanceSource [private] |
m_sInstanceSource holds the instance source.
Definition at line 848 of file OSInstance.h.
std::string OSInstance::m_sInstanceDescription [private] |
m_sInstanceDescription holds the instance description.
Definition at line 852 of file OSInstance.h.
std::string OSInstance::m_sInstanceCreator [private] |
m_sInstanceSource holds the instance source.
Definition at line 856 of file OSInstance.h.
std::string OSInstance::m_sInstanceLicence [private] |
m_sInstanceDescription holds the instance fileCreator info.
Definition at line 860 of file OSInstance.h.
bool OSInstance::m_bProcessVariables [private] |
m_bProcessVariables holds whether the variables are processed.
Definition at line 865 of file OSInstance.h.
int OSInstance::m_iVariableNumber [private] |
m_iVariableNumber holds the variable number.
Definition at line 870 of file OSInstance.h.
int OSInstance::m_iNumberOfIntegerVariables [private] |
m_iNumberOfIntegerVariables holds the number of integer variables.
Definition at line 875 of file OSInstance.h.
int OSInstance::m_iNumberOfBinaryVariables [private] |
m_iNumberOfBinaryVariables holds the number of binary variables.
Definition at line 880 of file OSInstance.h.
int OSInstance::m_iNumberOfSemiContinuousVariables [private] |
m_iNumberOfSemiContinuousVariables holds the number of semi-continuous variables.
Definition at line 885 of file OSInstance.h.
int OSInstance::m_iNumberOfSemiIntegerVariables [private] |
m_iNumberOfSemiIntegerVariables holds the number of semi-integer variables.
Definition at line 890 of file OSInstance.h.
int OSInstance::m_iNumberOfStringVariables [private] |
m_iNumberOfStringVariables holds the number of string-valued variables.
Definition at line 895 of file OSInstance.h.
int OSInstance::m_iNumberOfQuadraticRowIndexes [private] |
m_iNumberOfQuadraticRowIndexes holds the number of distinct rows and objectives with quadratic terms.
Definition at line 900 of file OSInstance.h.
bool OSInstance::m_bQuadraticRowIndexesProcessed [private] |
m_bQuadraticRowIndexesProcessed is true if getQuadraticRowIndexes() has been called.
Definition at line 905 of file OSInstance.h.
int * OSInstance::m_miQuadRowIndexes [private] |
m_miQuadRowIndexes is an integer pointer to the distinct rows indexes with a quadratic term.
Definition at line 910 of file OSInstance.h.
int OSInstance::m_iNumberOfNonlinearExpressionTreeIndexes [private] |
m_iNumberOfNonlinearExpressionTreeIndexes holds the number of distinct rows and objectives with nonlinear terms.
Definition at line 915 of file OSInstance.h.
bool OSInstance::m_bNonlinearExpressionTreeIndexesProcessed [private] |
m_bNonlinearExpressionTreeIndexesProcessed is true if getNonlinearExpressionTreeIndexes has been called.
Definition at line 920 of file OSInstance.h.
int * OSInstance::m_miNonlinearExpressionTreeIndexes [private] |
m_miNonlinearExpressionTreeIndexes is an integer pointer to the distinct rows indexes in the nonlinear expression tree map.
Definition at line 926 of file OSInstance.h.
int OSInstance::m_iNumberOfNonlinearExpressionTreeModIndexes [private] |
m_iNumberOfNonlinearExpressionTreeModIndexes holds the number of distinct rows and objectives with nonlinear terms including quadratic terms added to the nonlinear expression trees.
Definition at line 932 of file OSInstance.h.
bool OSInstance::m_bNonlinearExpressionTreeModIndexesProcessed [private] |
m_bNonlinearExpressionTreeModIndexesProcessed is true if getNonlinearExpressionTreeModIndexes has been called.
Definition at line 937 of file OSInstance.h.
int * OSInstance::m_miNonlinearExpressionTreeModIndexes [private] |
m_miNonlinearExpressionTreeModIndexes is an integer pointer to the distinct rows indexes in the modified expression tree map.
Definition at line 943 of file OSInstance.h.
std::string * OSInstance::m_msVariableNames [private] |
m_msVariableNames holds an array of variable names.
Definition at line 948 of file OSInstance.h.
char * OSInstance::m_mcVariableTypes [private] |
m_mcVariableTypes holds a char array of variable types (default = 'C').
m_mdVariableInitialValues holds a double array of the initial variable values.
(C for Continuous; B for Binary; I for Integer; S for String)
-- now deprecated m_msVariableInitialStringValues holds a std::string array of the initial variable values. -- now deprecated m_mcVariableTypes holds a char array of variable types (default = 'C'). (C for Continuous; B for Binary; I for Integer; S for String)
Definition at line 954 of file OSInstance.h.
double * OSInstance::m_mdVariableLowerBounds [private] |
m_mdVariableLowerBounds holds a double array of variable lower bounds (default = 0.0).
Definition at line 959 of file OSInstance.h.
double * OSInstance::m_mdVariableUpperBounds [private] |
m_mdVariableUpperBounds holds a double array of variable upper bounds (default = INF).
Definition at line 964 of file OSInstance.h.
bool OSInstance::m_bProcessObjectives [private] |
m_bProcessObjectives holds whether the objectives are processed.
Definition at line 969 of file OSInstance.h.
int OSInstance::m_iObjectiveNumber [private] |
m_iObjectiveNumber is the number of objective functions.
Definition at line 974 of file OSInstance.h.
int OSInstance::m_iObjectiveNumberNonlinear [private] |
m_iObjectiveNumber is the number of objective functions with a nonlinear term.
Definition at line 979 of file OSInstance.h.
std::string * OSInstance::m_msObjectiveNames [private] |
m_msObjectiveNames holds an array of objective names.
Definition at line 984 of file OSInstance.h.
std::string * OSInstance::m_msMaxOrMins [private] |
m_msMaxOrMins holds a std::string array of objective maxOrMins ("max" or "min").
Definition at line 989 of file OSInstance.h.
int * OSInstance::m_miNumberOfObjCoef [private] |
m_miNumberOfObjCoef holds an integer array of number of objective coefficients (default = 0.0).
Definition at line 994 of file OSInstance.h.
double * OSInstance::m_mdObjectiveConstants [private] |
m_mdObjectiveConstants holds an array of objective constants (default = 0.0).
Definition at line 999 of file OSInstance.h.
double * OSInstance::m_mdObjectiveWeights [private] |
m_mdObjectiveWeights holds an array of objective weights (default = 1.0).
Definition at line 1004 of file OSInstance.h.
SparseVector ** OSInstance::m_mObjectiveCoefficients [private] |
m_mObjectiveCoefficients holds an array of objective coefficients, one set of objective coefficients for each objective.
Definition at line 1010 of file OSInstance.h.
bool OSInstance::m_bGetDenseObjectives [private] |
m_bGetDenseObjectives holds whether the dense objective functions are processed.
Definition at line 1015 of file OSInstance.h.
double ** OSInstance::m_mmdDenseObjectiveCoefficients [private] |
m_mmdDenseObjectiveCoefficients holds an array of pointers, each pointer points to a vector of dense objective function coefficients
Definition at line 1021 of file OSInstance.h.
bool OSInstance::m_bProcessConstraints [private] |
m_bProcessConstraints holds whether the constraints are processed.
Definition at line 1026 of file OSInstance.h.
int OSInstance::m_iConstraintNumber [private] |
m_iConstraintNumber is the number of constraints.
Definition at line 1031 of file OSInstance.h.
int OSInstance::m_iConstraintNumberNonlinear [private] |
m_iConstraintNumberNonlinear is the number of constraints that have a nonlinear term.
Definition at line 1036 of file OSInstance.h.
std::string * OSInstance::m_msConstraintNames [private] |
m_msConstraintNames holds an array of constraint names.
Definition at line 1041 of file OSInstance.h.
double * OSInstance::m_mdConstraintLowerBounds [private] |
m_mdConstraintLowerBounds holds an array of constraint lower bounds (default = -INF).
Definition at line 1046 of file OSInstance.h.
double * OSInstance::m_mdConstraintUpperBounds [private] |
m_mdConstraintUpperBounds holds an array of constraint upper bounds (default = INF).
Definition at line 1051 of file OSInstance.h.
double * OSInstance::m_mdConstraintConstants [private] |
m_mdConstraintConstants holds an array of constraint constants (default = 0.0).
Definition at line 1057 of file OSInstance.h.
char * OSInstance::m_mcConstraintTypes [private] |
m_mcConstraintTypes holds a char array of constraint types (R for range; L for <=; G for >=; E for =; U for unconstrained)
Definition at line 1063 of file OSInstance.h.
bool OSInstance::m_bProcessLinearConstraintCoefficients [private] |
m_bProcessLinearConstraintCoefficients holds whether the linear constraint coefficients are processed.
Definition at line 1068 of file OSInstance.h.
int OSInstance::m_iLinearConstraintCoefficientNumber [private] |
m_iLinearConstraintCoefficientNumber holds the number of specified (usually nonzero) linear constraint coefficient values.
Definition at line 1074 of file OSInstance.h.
bool OSInstance::m_bColumnMajor [private] |
m_bColumnMajor holds whether the linear constraint coefficients are stored in column major.
Definition at line 1079 of file OSInstance.h.
bool OSInstance::m_binitForAlgDiff [private] |
m_binitForAlgDiff is true if initForAlgDiff() has been called.
Definition at line 1084 of file OSInstance.h.
m_linearConstraintCoefficientsInColumnMajor holds the standard 3 array data structure for linear constraint coefficients (starts, indexes and values) in column major.
Definition at line 1091 of file OSInstance.h.
m_linearConstraintCoefficientsInRowMajor holds the standard 3 array data structure for linear constraint coefficients (starts, indexes and values) in row major.
Definition at line 1097 of file OSInstance.h.
bool OSInstance::m_bProcessQuadraticTerms [private] |
m_bProcessQuadraticTerms holds whether the quadratic terms are processed.
Definition at line 1103 of file OSInstance.h.
int OSInstance::m_iQuadraticTermNumber [private] |
m_iQuadraticTermNumber holds the number of specified (usually nonzero) qTerms in the quadratic coefficients.
Definition at line 1109 of file OSInstance.h.
double * OSInstance::m_mdConstraintFunctionValues [private] |
m_mdConstraintFunctionValues holds a double array of constraint function values -- the size of the array is equal to getConstraintNumber().
Definition at line 1114 of file OSInstance.h.
double * OSInstance::m_mdObjectiveFunctionValues [private] |
m_mdObjectiveFunctionValues holds a double array of objective function values -- the size of the array is equal to getObjectiveNumber().
Definition at line 1119 of file OSInstance.h.
int OSInstance::m_iJacValueSize [private] |
m_iJacValueSize is the number of nonzero partial derivates in the Jacobian.
Definition at line 1124 of file OSInstance.h.
int * OSInstance::m_miJacStart [private] |
m_miJacStart holds a int array of starts for the Jacobian matrix in sparse form (row major).
Definition at line 1129 of file OSInstance.h.
int * OSInstance::m_miJacIndex [private] |
m_miJacIndex holds a int array of variable indices for the Jacobian matrix in sparse form (row major).
Definition at line 1134 of file OSInstance.h.
double * OSInstance::m_mdJacValue [private] |
m_mdJacValue holds a double array of partial derivatives for the Jacobian matrix in sparse form (row major).
Definition at line 1139 of file OSInstance.h.
int * OSInstance::m_miJacNumConTerms [private] |
m_miJacNumConTerms holds a int array of the number of constant terms (gradient does not change) for the Jacobian matrix in sparse form (row major).
Definition at line 1146 of file OSInstance.h.
SparseJacobianMatrix * OSInstance::m_sparseJacMatrix [private] |
m_sparseJacMatrix is the Jacobian matrix stored in sparse matrix format
Definition at line 1151 of file OSInstance.h.
int OSInstance::m_iHighestTaylorCoeffOrder [private] |
m_iHighestTaylorCoeffOrder is the order of highest calculated Taylor coefficient
Definition at line 1157 of file OSInstance.h.
QuadraticTerms * OSInstance::m_quadraticTerms [private] |
m_quadraticTerms the data structure for all the quadratic terms in the instance.
` (rowIdx, varOneIdx, varTwoIdx, coef)
Definition at line 1163 of file OSInstance.h.
bool OSInstance::m_bQTermsAdded [private] |
m_bQTermsAdded is true if we add the quadratic terms to the expression tree
Definition at line 1167 of file OSInstance.h.
unsigned int OSInstance::m_iNumberOfNonlinearVariables [private] |
m_iNumberOfNonlinearVariables is the number of variables that appear in a nonlinear expression.
Definition at line 1173 of file OSInstance.h.
bool OSInstance::m_bProcessNonlinearExpressions [private] |
m_bProcessNonlinearExpressions holds whether the nonlinear expressions are processed.
Definition at line 1178 of file OSInstance.h.
int OSInstance::m_iNonlinearExpressionNumber [private] |
m_iNonlinearExpressionNumber holds the number of nonlinear expressions.
Definition at line 1183 of file OSInstance.h.
int * OSInstance::m_miNonlinearExpressionIndexes [private] |
m_miNonlinearExpressionIndexes holds an integer array of nonlinear expression indexes, negative indexes correspond to objectives.
Definition at line 1189 of file OSInstance.h.
bool OSInstance::m_bProcessExpressionTrees [private] |
m_bProcessExpressionTrees is true if the expression trees have been processed.
Definition at line 1194 of file OSInstance.h.
bool OSInstance::m_bProcessExpressionTreesMod [private] |
m_bProcessExpressionTreesMod is true if the modified expression trees have been processed.
Definition at line 1199 of file OSInstance.h.
std::map< int, OSExpressionTree * > OSInstance::m_mapExpressionTrees [private] |
m_mapExpressionTrees holds a hash map of expression tree pointers, with the key being the row index and value being the expression tree representing the nonlinear expression of that row.
Definition at line 1205 of file OSInstance.h.
std::map< int, int > OSInstance::m_mapOSADFunRangeIndex [private] |
Definition at line 1209 of file OSInstance.h.
OSExpressionTree * OSInstance::m_LagrangianExpTree [private] |
m_LagrangianExpTree is an OSExpressionTree object that is the expression tree for the Lagrangian function.
Definition at line 1215 of file OSInstance.h.
bool OSInstance::m_bLagrangianExpTreeCreated [private] |
m_bLagrangianHessionCreated is true if a Lagrangian function for the Hessian has been created
Definition at line 1220 of file OSInstance.h.
m_LagrangianSparseHessian is the Hessian Matrix of the Lagrangian function in sparse format
Definition at line 1225 of file OSInstance.h.
bool OSInstance::m_bLagrangianSparseHessianCreated [private] |
m_bLagrangianSparseHessianCreated is true if the sparse Hessian Matrix for the Lagrangian was created
Definition at line 1231 of file OSInstance.h.
std::map< int, int > OSInstance::m_mapAllNonlinearVariablesIndex [private] |
m_mapAllNonlinearVariablesIndexMap is a map of the variables in the Lagrangian function
Definition at line 1236 of file OSInstance.h.
int * OSInstance::m_miNonLinearVarsReverseMap [private] |
m_miNonLinearVarsReverseMap maps the nonlinear variable number back into the original variable space
Definition at line 1241 of file OSInstance.h.
bool OSInstance::m_bAllNonlinearVariablesIndex [private] |
m_bAllNonlinearVariablesIndexMap is true if the map of the variables in the Lagrangian function has been constructed
Definition at line 1247 of file OSInstance.h.
std::map< int, OSExpressionTree * > OSInstance::m_mapExpressionTreesMod [private] |
m_mapExpressionTreesMod holds a map of expression trees, with the key being the row index and value being the expression tree representing a modification of the nonlinear expression of that row.
We incorporate the linear and quadratic term for a variable into the corresponding expression tree before gradient and Hessian calculations
Definition at line 1255 of file OSInstance.h.
bool OSInstance::m_bOSADFunIsCreated [private] |
m_bOSADFunIsCreated is true if we have created the OSInstanc OSAD Function
Definition at line 1261 of file OSInstance.h.
bool OSInstance::m_bCppADTapesBuilt [private] |
is true if a CppAD Expresion Tree has been built for each row and objective with a nonlinear expression.
Definition at line 1267 of file OSInstance.h.
bool OSInstance::m_bCppADMustReTape [private] |
is true if a CppAD Expresion Tree has an expression that can change depending on the value of the input, e.g.
an if statement -- false by default
Definition at line 1273 of file OSInstance.h.
bool OSInstance::m_bDuplicateExpressionTreesMap [private] |
m_bDuplicateExpressionTreeMap is true if m_mapExpressionTrees was duplicated.
Definition at line 1278 of file OSInstance.h.
bool OSInstance::m_bNonLinearStructuresInitialized [private] |
m_bNonLinearStructuresInitialized is true if initializeNonLinearStructures( ) has been called.
Definition at line 1283 of file OSInstance.h.
bool OSInstance::m_bSparseJacobianCalculated [private] |
m_bSparseJacobianCalculated is true if getJacobianSparsityPattern() has been called.
Definition at line 1288 of file OSInstance.h.
std::map< int, std::vector< OSnLNode * > > OSInstance::m_mapExpressionTreesInPostfix [private] |
m_mapExpressionTreesInPostfix holds a hash map of expression trees in postfix format, with the key being the row index and value being the expression tree representing the nonlinear expression of that row.
m_mapExpressionTrees holds a hash map of expression trees in postfix format, with the key being the row index and value being the expression tree representing the nonlinear expression of that row.
Definition at line 1294 of file OSInstance.h.
int OSInstance::m_iHighestOrderEvaluated [private] |
m_iHighestOrderEvaluated is the highest order derivative of the current iterate
Definition at line 1301 of file OSInstance.h.
double ** OSInstance::m_mmdObjGradient [private] |
m_mdObjGradient holds an array of pointers, each pointer points to gradient of each objective function
Definition at line 1307 of file OSInstance.h.
std::vector< double > OSInstance::m_vdX [private] |
m_vdX is a vector of primal variables at each iteration
Definition at line 1315 of file OSInstance.h.
std::vector< double > OSInstance::m_vdYval [private] |
m_vdYval is a vector of function values
Definition at line 1321 of file OSInstance.h.
std::vector< bool > OSInstance::m_vbLagHessNonz [private] |
m_vbLagHessNonz is a boolean vector holding the nonzero pattern of the Lagrangian of the Hessian
Definition at line 1328 of file OSInstance.h.
std::vector< double > OSInstance::m_vdYjacval [private] |
m_vdYval is a vector equal to a column or row of the Jacobian
Definition at line 1334 of file OSInstance.h.
std::vector< double > OSInstance::m_vdw [private] |
m_vdYval is a vector of derivatives -- output from a reverse sweep
Definition at line 1340 of file OSInstance.h.
std::vector< double > OSInstance::m_vdLambda [private] |
m_vdYval is a vector of Lagrange multipliers
Definition at line 1346 of file OSInstance.h.
std::vector< double > OSInstance::m_vdDomainUnitVec [private] |
m_vdDomainUnitVec is a unit vector in the domain space
Definition at line 1353 of file OSInstance.h.
std::vector< double > OSInstance::m_vdRangeUnitVec [private] |
m_vdRangeUnitVec is a unit vector in the range space
Definition at line 1359 of file OSInstance.h.
bool OSInstance::m_bProcessTimeDomain [private] |
m_bProcessTimeDomain holds whether the time domain has been processed.
Definition at line 1365 of file OSInstance.h.
bool OSInstance::m_bProcessTimeStages [private] |
m_bProcessTimeStages holds whether the time stages have been processed.
Definition at line 1370 of file OSInstance.h.
bool OSInstance::m_bProcessTimeInterval [private] |
m_bProcessTimeInterval holds whether a time interval has been processed.
Definition at line 1375 of file OSInstance.h.
bool OSInstance::m_bFiniteTimeStages [private] |
m_bFiniteTimeStages holds whether the time domain has the form of finite (discrete) stages.
Definition at line 1380 of file OSInstance.h.
int OSInstance::m_iNumberOfTimeStages [private] |
m_iNumberOfTimeStages holds the number of discrete stages
Definition at line 1385 of file OSInstance.h.
std::string OSInstance::m_sTimeDomainFormat [private] |
m_sTimeDomainFormat holds the format ("stages"/"interval") of the time domain.
Definition at line 1390 of file OSInstance.h.
std::string * OSInstance::m_msTimeDomainStageNames [private] |
m_msTimeDomainStageNames holds the names of the time stages.
Definition at line 1396 of file OSInstance.h.
int * OSInstance::m_miTimeDomainStageVariableNumber [private] |
m_miTimeDomainStageVariableNumber holds the number of variables in each stage.
Definition at line 1402 of file OSInstance.h.
int ** OSInstance::m_mmiTimeDomainStageVarList [private] |
m_mmiTimeDomainStageVarList holds the list of variables in each stage.
Definition at line 1408 of file OSInstance.h.
int * OSInstance::m_miTimeDomainStageConstraintNumber [private] |
m_miTimeDomainStageConstraintNumber holds the number of constraints in each stage.
Definition at line 1414 of file OSInstance.h.
int ** OSInstance::m_mmiTimeDomainStageConList [private] |
m_mmiTimeDomainStageConList holds the list of constraints in each stage.
Definition at line 1420 of file OSInstance.h.
int * OSInstance::m_miTimeDomainStageObjectiveNumber [private] |
m_miTimeDomainStageObjectiveNumber holds the number of objectives in each stage.
Definition at line 1426 of file OSInstance.h.
int ** OSInstance::m_mmiTimeDomainStageObjList [private] |
m_mmiTimeDomainStageObjList holds the list of objectives in each stage.
Definition at line 1432 of file OSInstance.h.
CppAD::ADFun< double > * OSInstance::Fad |
F is a CppAD function the range space is the objective + constraints functions, x is the domeain space.
Definition at line 2567 of file OSInstance.h.
bUseExpTreeForFunEval is set to true if you wish to use the OS Expression Tree for function evaluations instead of AD -- false by default.
Definition at line 2714 of file OSInstance.h.
A pointer to an InstanceHeader object.
Definition at line 751 of file OSInstance.h.