Linear decision rule. More...

#include <DecisionRule.hpp>

Inheritance diagram for LinearDecisionRule:

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Collaboration diagram for LinearDecisionRule:

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Public Member Functions
	LinearDecisionRule (ROCPPuncContainer_Ptr UC, uint memory=1000, double bigM=100.)
	Constructor of the LinearDecisionRule class. More...

	LinearDecisionRule (uint memory=1000, double bigM=100.)
	Constructor of the LinearDecisionRule class. More...

	~LinearDecisionRule ()
	Destructor of the LinearDecisionRule class. More...

ROCPPOptModelIF_Ptr	convertVar (ROCPPOptModelIF_Ptr pIn, bool resetAndSave=false)
	Approximated the real-valued adaptive decisions in the given model by linear desicion rules First set the uncertainty container and then do the approximation. More...

ROCPPOptModelIF_Ptr	approximate (ROCPPOptModelIF_Ptr pIn)

void	createTranslationMap (const dvContainer &tmpContainer, map< string, ROCPPExpr_Ptr > &translationMap, vector< ROCPPConstraintIF_Ptr > &toAdd)
	Create the map from the original decision variable to decisions that are affine in the history of observations. More...

void	setUncContainer (ROCPPuncContainer_Ptr UC)
	Set the uncertainty container of this class. More...

ROCPPVarIF_Ptr	getCoeffDV (string dvName, string uncName) const
	Get the coefficient decision variable associated with the given uncertain parameter in the approximation for the given decision variable. More...

map< pair< string, string >, ROCPPVarIF_Ptr >	getLDRCoeff () const
	Return map m_mapOrigDVUncPairToCoeffDV. More...

multimap< string, pair< string, ROCPPVarIF_Ptr > >	getLDRExpr () const
	Return map m_mapOrigDVToUncAndCoeffDV. More...

void	printOut (const ROCPPOptModelIF_Ptr pIn, const map< string, double > &variableValue, ROCPPVarIF_Ptr dv)
	Print the solution (in the form of an expression) for the given variable. More...

void	printOut (const ROCPPOptModelIF_Ptr pIn, const map< string, double > &resultIn, ROCPPUnc_Ptr unc)

ROCPPOptModelIF_Ptr	Reformulate (ROCPPOptModelIF_Ptr pIn)

bool	isApplicable (ROCPPOptModelIF_Ptr pIn) const

string	getName () const

Public Member Functions inherited from ContinuousVarsDRIF
	ContinuousVarsDRIF (uint memory=1000)
	Constructor of the continuous variable decision rule interface class. More...

virtual	~ContinuousVarsDRIF ()
	Destructor of the continuous variable decision rule interface class. More...

void	findVarsToTranslate (vector< ROCPPConstraintIF_Ptr >::const_iterator first, vector< ROCPPConstraintIF_Ptr >::const_iterator last, ROCPPObjectiveIF_Ptr obj, dvContainer &container)
	Find all adaptive continuous variable in the given constraints and objective. More...

Public Member Functions inherited from OneToExprVariableConverterIF
	OneToExprVariableConverterIF ()
	Constructor of OneToExprVariableConverterIF class. More...

	~OneToExprVariableConverterIF ()
	Destructor of OneToExprVariableConverterIF class. More...

const_iterator	find (string varName) const

const_iterator	begin () const

const_iterator	end () const

void	convertVar (vector< ROCPPConstraintIF_Ptr >::const_iterator first, vector< ROCPPConstraintIF_Ptr >::const_iterator last, ROCPPObjectiveIF_Ptr obj, const dvContainer &origDVContainer, vector< ROCPPConstraintIF_Ptr > &toAdd, ROCPPObjectiveIF_Ptr &toSet, bool resetAndSave=false)
	Map the original variable to an expression for all variables in the input model. More...

virtual void	createInverseMap (const dvContainer &origDVContainer)
	Create the map m_inverseMap. More...

double	evaluateVariableValue (string nme, const map< string, double > &binValuesMap) const
	Evaluate and return the value of the given variable after converting it. More...

virtual ROCPPOptModelIF_Ptr	convertVar (ROCPPOptModelIF_Ptr pIn, bool resetAndSave=false)
	Get the objective and constraints in the input model and then convert the variables. More...

virtual void	convertVar (vector< ROCPPConstraintIF_Ptr >::const_iterator first, vector< ROCPPConstraintIF_Ptr >::const_iterator last, ROCPPObjectiveIF_Ptr obj, const dvContainer &origDVContainer, vector< ROCPPConstraintIF_Ptr > &toAdd, ROCPPObjectiveIF_Ptr &toSet, bool resetAndSave=false)=0
	Approximate each variable in the given objective and contraints. More...

Public Member Functions inherited from VariableConverterIF
	VariableConverterIF ()
	Constructor of VariableConverterIF class. More...

	~VariableConverterIF ()
	Destructor of VariableConverterIF class. More...

const_iterator_inv	findInv (string varName) const
	Return a constant iterator pointing to the pair of the given variable and the old variable associated with it. More...

const_iterator_inv	beginInv () const
	Return a constant iterator pointing to the beginning of the inverse map (m_inverseMap) More...

const_iterator_inv	endInv () const
	Return a constant iterator pointing to the end of the inverse map (m_inverseMap) More...

virtual void	convertVar (vector< ROCPPConstraintIF_Ptr >::const_iterator first, vector< ROCPPConstraintIF_Ptr >::const_iterator last, ROCPPObjectiveIF_Ptr obj, const dvContainer &origDVContainer, vector< ROCPPConstraintIF_Ptr > &toAdd, ROCPPObjectiveIF_Ptr &toSet, bool resetAndSave=false)=0
	Approximate each variable in the given objective and contraints. More...

virtual void	findVarsToTranslate (vector< ROCPPConstraintIF_Ptr >::const_iterator first, vector< ROCPPConstraintIF_Ptr >::const_iterator last, ROCPPObjectiveIF_Ptr obj, dvContainer &container)=0
	Find the variable in the given ocnstraints and objective to be mapped and store them in the container. More...

Public Member Functions inherited from DecisionRuleIF
	DecisionRuleIF (uint memory=1000)
	Constructor of the DecisionRuleIF class. More...

virtual	~DecisionRuleIF ()
	Destructor of the DecisionRuleIF class. More...

uint	getMemory () const

Public Member Functions inherited from ReformulationStrategyIF
	ReformulationStrategyIF ()

	~ReformulationStrategyIF ()

Private Attributes
ROCPPuncContainer_Ptr	m_UC
	Uncertain parameter container of this approximator. More...

bool	m_uncContSet

map< pair< string, string >, ROCPPVarIF_Ptr >	m_mapOrigDVUncPairToCoeffDV
	Map of pair of original variable name and uncertainty name to the coefficient variable. More...

multimap< string, pair< string, ROCPPVarIF_Ptr > >	m_mapOrigDVToUncAndCoeffDV
	Map of original variable name to the pair of uncertainty name and the coefficient variable. More...

map< string, string >	m_cst
	Map of original variable name to the name of decision variable representing the constant term in the linear decision rule. More...

double	m_bigM
	Value of the big M constant. More...

Additional Inherited Members
Public Types inherited from OneToExprVariableConverterIF
typedef map< string, ROCPPExpr_Ptr >::const_iterator	const_iterator

Public Types inherited from VariableConverterIF
typedef map< string, ROCPPVarIF_Ptr >::const_iterator	const_iterator_inv
	Constant iterator into inverse map. More...

Protected Attributes inherited from OneToExprVariableConverterIF
map< string, ROCPPExpr_Ptr >	m_translationMap
	Map from name of the original variable to the expression. More...

Protected Attributes inherited from VariableConverterIF
map< string, ROCPPVarIF_Ptr >	m_inverseMap
	Map from the new variable name to old variable. More...

Protected Attributes inherited from DecisionRuleIF
uint	m_memory
	Memory of this approximator. More...

Detailed Description

Linear decision rule.

Class for approximating continuous variable by linear function of the uncertain parameters

Constructor & Destructor Documentation

◆ LinearDecisionRule() [1/2]

LinearDecisionRule::LinearDecisionRule	(	ROCPPuncContainer_Ptr	UC,
		uint	memory = `1000`,
		double	bigM = `100.`
	)

inline

Constructor of the LinearDecisionRule class.

Parameters

UC	Container that contains all uncertainty being used to approximate the decision variable in this problem

◆ LinearDecisionRule() [2/2]

LinearDecisionRule::LinearDecisionRule	(	uint	memory = `1000`,
		double	bigM = `100.`
	)

inline

Constructor of the LinearDecisionRule class.

◆ ~LinearDecisionRule()

LinearDecisionRule::~LinearDecisionRule ( )

inline

Destructor of the LinearDecisionRule class.

Member Function Documentation

◆ approximate()

ROCPPOptModelIF_Ptr LinearDecisionRule::approximate ( ROCPPOptModelIF_Ptr pIn )

virtual

Implements DecisionRuleIF.

◆ convertVar()

ROCPPOptModelIF_Ptr LinearDecisionRule::convertVar	(	ROCPPOptModelIF_Ptr	pIn,
		bool	resetAndSave = `false`
	)

virtual

Approximated the real-valued adaptive decisions in the given model by linear desicion rules First set the uncertainty container and then do the approximation.

Parameters

pIn	Model to be approximated
resetAndSave	Indicates whether to reset the translation map in class OneToExprVariableConverterIF

See also: VariableConverterIF::convertVar(ROCPPOptModelIF_Ptr, bool)

Reimplemented from VariableConverterIF.

◆ createTranslationMap()

void LinearDecisionRule::createTranslationMap	(	const dvContainer &	tmpContainer,
		map< string, ROCPPExpr_Ptr > &	translationMap,
		vector< ROCPPConstraintIF_Ptr > &	toAdd
	)

virtual

Create the map from the original decision variable to decisions that are affine in the history of observations.

Implements OneToExprVariableConverterIF.

◆ getCoeffDV()

ROCPPVarIF_Ptr LinearDecisionRule::getCoeffDV	(	string	dvName,
		string	uncName
	)		const

Get the coefficient decision variable associated with the given uncertain parameter in the approximation for the given decision variable.

◆ getLDRCoeff()

map<pair<string,string>, ROCPPVarIF_Ptr> LinearDecisionRule::getLDRCoeff ( ) const

inline

Return map m_mapOrigDVUncPairToCoeffDV.

◆ getLDRExpr()

multimap<string, pair<string, ROCPPVarIF_Ptr> > LinearDecisionRule::getLDRExpr ( ) const

inline

Return map m_mapOrigDVToUncAndCoeffDV.

◆ getName()

string LinearDecisionRule::getName ( ) const

inlinevirtual

Implements ReformulationStrategyIF.

◆ isApplicable()

bool LinearDecisionRule::isApplicable ( ROCPPOptModelIF_Ptr pIn ) const

virtual

Implements ReformulationStrategyIF.

◆ printOut() [1/2]

void LinearDecisionRule::printOut	(	const ROCPPOptModelIF_Ptr	pIn,
		const map< string, double > &	resultIn,
		ROCPPUnc_Ptr	unc
	)

◆ printOut() [2/2]

void LinearDecisionRule::printOut	(	const ROCPPOptModelIF_Ptr	pIn,
		const map< string, double > &	variableValue,
		ROCPPVarIF_Ptr	dv
	)

virtual

Print the solution (in the form of an expression) for the given variable.

Reimplemented from VariableConverterIF.

◆ Reformulate()

ROCPPOptModelIF_Ptr LinearDecisionRule::Reformulate ( ROCPPOptModelIF_Ptr pIn )

inlinevirtual

Implements ReformulationStrategyIF.

◆ setUncContainer()

void LinearDecisionRule::setUncContainer ( ROCPPuncContainer_Ptr UC )

inline

Set the uncertainty container of this class.

Member Data Documentation

◆ m_bigM

double LinearDecisionRule::m_bigM

private

Value of the big M constant.

◆ m_cst

map<string, string> LinearDecisionRule::m_cst

private

Map of original variable name to the name of decision variable representing the constant term in the linear decision rule.

◆ m_mapOrigDVToUncAndCoeffDV

multimap<string, pair<string, ROCPPVarIF_Ptr> > LinearDecisionRule::m_mapOrigDVToUncAndCoeffDV

private

Map of original variable name to the pair of uncertainty name and the coefficient variable.

◆ m_mapOrigDVUncPairToCoeffDV

map<pair<string,string>, ROCPPVarIF_Ptr> LinearDecisionRule::m_mapOrigDVUncPairToCoeffDV

private

Map of pair of original variable name and uncertainty name to the coefficient variable.

◆ m_UC

ROCPPuncContainer_Ptr LinearDecisionRule::m_UC

private

Uncertain parameter container of this approximator.

◆ m_uncContSet

bool LinearDecisionRule::m_uncContSet

private

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ LinearDecisionRule() [1/2]

◆ LinearDecisionRule() [2/2]

◆ ~LinearDecisionRule()

Member Function Documentation

◆ approximate()

◆ convertVar()

◆ createTranslationMap()

◆ getCoeffDV()

◆ getLDRCoeff()

◆ getLDRExpr()

◆ getName()

◆ isApplicable()

◆ printOut() [1/2]

◆ printOut() [2/2]

◆ Reformulate()

◆ setUncContainer()

Member Data Documentation

◆ m_bigM

◆ m_cst

◆ m_mapOrigDVToUncAndCoeffDV

◆ m_mapOrigDVUncPairToCoeffDV

◆ m_UC

◆ m_uncContSet