Piecewise linear convex objective function. More...

#include <ObjectiveFunction.hpp>

Inheritance diagram for MaxObjective:

Collaboration diagram for MaxObjective:

Public Types
typedef vector< ROCPPExpr_Ptr >::const_iterator	obj_iterator
	Constant iterator on the parts of the objective function. More...

Public Types inherited from ObjectiveFunctionIF
typedef dvMapType::const_iterator	varsIterator
	Constant iterator to decision variable map. More...

typedef uncMapType::const_iterator	uncsIterator
	Constant iterator to uncertain parameter map. More...

typedef vector< ROCPPExpr_Ptr >::const_iterator	obj_fun_iterator
	Constant iterator to a collection of LHSExpressions defining the objective function. More...

Public Member Functions
	MaxObjective ()
	Constructor of the MaxObjective class. More...

	MaxObjective (vector< ROCPPExpr_Ptr > objFuns)
	Constructor of the MaxObjective class. More...

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

varsIterator	varsBegin () const

varsIterator	varsEnd () const

uncsIterator	uncBegin () const

uncsIterator	uncEnd () const

obj_iterator	objectiveBegin () const
	Return a constant iterator pointing to the beginning of the vector of objective functions. More...

obj_iterator	objectiveEnd () const
	Return a constant iterator pointing to the end of the vector of objective functions. More...

void	add_to_obj (ROCPPVarIF_Ptr pVar, double cost)
	Add the product of the inputs as a new term to all parts of the objective function. More...

virtual void	add_vars_involved_in_prod (dvContainer &dvs) const

virtual void	add_int_vars (dvContainer &dvs) const

ROCPPObjectiveIF_Ptr	mapObjVars (const map< string, ROCPPVarIF_Ptr > &mapFromOldToNewVars) const

ROCPPObjectiveIF_Ptr	mapObjUnc (const map< string, ROCPPUnc_Ptr > &mapFromOldToNewUnc) const

ROCPPObjectiveIF_Ptr	mapVars (const map< string, ROCPPExpr_Ptr > &mapFromVarToExpression) const

ROCPPObjectiveIF_Ptr	mapUncs (const map< string, ROCPPExpr_Ptr > &mapFromUncToExpression) const

ROCPPObjectiveIF_Ptr	replaceTermWithVar (const multimap< string, ROCPPVarIF_Ptr > &term, ROCPPVarIF_Ptr var) const
	Replace in this objective function the term given with the decision variable provided. More...

void	convertToEpigraph (ROCPPVarIF_Ptr epigraphVar, vector< ROCPPConstraintIF_Ptr > &epigraphConstraints) const
	Convert the objective function to constraints using an epigraph reformulation. More...

size_t	getNumTermsMaxObjective () const
	Get the number of terms in the objective function. More...

uint	getNumTimesTermAppears (const multimap< string, ROCPPVarIF_Ptr > &term) const
	Get the number of times the term given in the multimap appears in this objective function. More...

vector< ROCPPExpr_Ptr >	getObj () const
	Get the vector of all objective functions. More...

ROCPPExpr_Ptr	getObj (uint i) const
	Get the i th objective function expression. More...

bool	isMaxObjective () const
	Return true if this objective function is given as the maximum of finitely many linear functions. More...

bool	hasNonlinearities () const
	Return true if there is a product between two decision variables in this objective function. More...

bool	hasProdsUncertainties () const
	Return true if there is a product between two uncertain parameters in this objective function. More...

bool	hasProdsContVars () const
	Return true if there is a product between two continuous variables in this objective function. More...

bool	isDeterministic () const
	Return true if this objective function does not involve any uncertain parameters. More...

uint	getNumAdaptiveVars () const
	Get the number of adaptive decision variables in this objective function. More...

uint	getTimeStage () const
	Get the maximum time-stage of any decision variable in the constraint. More...

bool	varIsInvolved (string varName, uint i=1) const
	Check whether the given variable is involved in the specific objective. More...

ROCPPObjectiveIF_Ptr	Clone () const

void	WriteToStream (ofstream &ofs)
	Write the objective function to a stream. More...

Public Member Functions inherited from ObjectiveFunctionIF
	ObjectiveFunctionIF (objType type)
	Constructor of the objective function interface class. More...

virtual	~ObjectiveFunctionIF ()
	Destructor of the objective function interface class. More...

void	checkCompatibility (ROCPPExpr_Ptr pExpression) const
	Check compatibility for the given expression to be given as (one of the) objective functions. More...

objType	getObjType () const
	Get the objective function type (linear or piecewise linear and convex) More...

virtual bool	isSimpleObjective () const
	Return true if this objective function is linear. More...

Private Attributes
vector< ROCPPExpr_Ptr >	m_pObjFuns
	Vector of the objective expressions. More...

ROCPPdvContainer_Ptr	m_dvContainer
	Decision variable container. More...

ROCPPuncContainer_Ptr	m_uncContainer
	Uncertain parameter container. More...

Detailed Description

Piecewise linear convex objective function.

Member Typedef Documentation

◆ obj_iterator

typedef vector<ROCPPExpr_Ptr>::const_iterator MaxObjective::obj_iterator

Constant iterator on the parts of the objective function.

Constructor & Destructor Documentation

◆ MaxObjective() [1/2]

MaxObjective::MaxObjective ( )

Constructor of the MaxObjective class.

◆ MaxObjective() [2/2]

MaxObjective::MaxObjective ( vector< ROCPPExpr_Ptr > objFuns )

Constructor of the MaxObjective class.

◆ ~MaxObjective()

MaxObjective::~MaxObjective ( )

inline

Destructor of the MaxObjective class.

Member Function Documentation

◆ add_int_vars()

void MaxObjective::add_int_vars ( dvContainer & dvs ) const

virtual

Note: Call dvContainter::add_int_vars() on the dvContainer of this objective

Implements ObjectiveFunctionIF.

◆ add_to_obj()

void MaxObjective::add_to_obj	(	ROCPPVarIF_Ptr	pVar,
		double	cost
	)

virtual

Add the product of the inputs as a new term to all parts of the objective function.

Parameters

pVar	decision variable in the ProductTerm to add to all parts of the objective function
cost	cost in the ProductTerm to add to all parts of the objective function

Implements ObjectiveFunctionIF.

◆ add_vars_involved_in_prod()

void MaxObjective::add_vars_involved_in_prod ( dvContainer & dvs ) const

virtual

Note: Call dvContainter::add_vars_involved_in_prod() on the dvContainer of this objective

Implements ObjectiveFunctionIF.

◆ Clone()

ROCPPObjectiveIF_Ptr MaxObjective::Clone ( ) const

virtual

Implements ObjectiveFunctionIF.

◆ convertToEpigraph()

void MaxObjective::convertToEpigraph	(	ROCPPVarIF_Ptr	epigraphVar,
		vector< ROCPPConstraintIF_Ptr > &	epigraphConstraints
	)		const

virtual

Convert the objective function to constraints using an epigraph reformulation.

Parameters

epigraphVar	epigraph variable used to write the problem in epigraph form
epigraphConstraints	will contain all the constraints used to write the objective function in epigraph form

Implements ObjectiveFunctionIF.

◆ getNumAdaptiveVars()

uint MaxObjective::getNumAdaptiveVars ( ) const

virtual

Get the number of adaptive decision variables in this objective function.

Implements ObjectiveFunctionIF.

◆ getNumTermsMaxObjective()

size_t MaxObjective::getNumTermsMaxObjective ( ) const

inlinevirtual

Get the number of terms in the objective function.

Returns: 1 if the objective function is linear (simple objective function); else return the number of terms in the piecewise linear function (max objective)

Implements ObjectiveFunctionIF.

◆ getNumTimesTermAppears()

uint MaxObjective::getNumTimesTermAppears ( const multimap< string, ROCPPVarIF_Ptr > & term ) const

virtual

Get the number of times the term given in the multimap appears in this objective function.

Parameters

term	multimap from the name of the decision variable to the desicion variable used to define this term

Note: The same decision variable may appear many times in a term (indicating that we have a product of the same variable)

Implements ObjectiveFunctionIF.

◆ getObj() [1/2]

vector< ROCPPExpr_Ptr > MaxObjective::getObj ( ) const

virtual

Get the vector of all objective functions.

Implements ObjectiveFunctionIF.

◆ getObj() [2/2]

ROCPPExpr_Ptr MaxObjective::getObj ( uint i ) const

virtual

Get the i th objective function expression.

Parameters

i	Number of the objective function

Implements ObjectiveFunctionIF.

◆ getTimeStage()

uint MaxObjective::getTimeStage ( ) const

virtual

Get the maximum time-stage of any decision variable in the constraint.

Implements ObjectiveFunctionIF.

◆ hasNonlinearities()

bool MaxObjective::hasNonlinearities ( ) const

virtual

Return true if there is a product between two decision variables in this objective function.

Implements ObjectiveFunctionIF.

◆ hasProdsContVars()

bool MaxObjective::hasProdsContVars ( ) const

virtual

Return true if there is a product between two continuous variables in this objective function.

Implements ObjectiveFunctionIF.

◆ hasProdsUncertainties()

bool MaxObjective::hasProdsUncertainties ( ) const

virtual

Return true if there is a product between two uncertain parameters in this objective function.

Implements ObjectiveFunctionIF.

◆ isDeterministic()

bool MaxObjective::isDeterministic ( ) const

virtual

Return true if this objective function does not involve any uncertain parameters.

Implements ObjectiveFunctionIF.

◆ isMaxObjective()

bool MaxObjective::isMaxObjective ( ) const

inlinevirtual

Return true if this objective function is given as the maximum of finitely many linear functions.

Reimplemented from ObjectiveFunctionIF.

◆ mapObjUnc()

ROCPPObjectiveIF_Ptr MaxObjective::mapObjUnc ( const map< string, ROCPPUnc_Ptr > & mapFromOldToNewUnc ) const

virtual

Note: Call LHExpression::mapExprUnc() on every expression of the objective function

Implements ObjectiveFunctionIF.

◆ mapObjVars()

ROCPPObjectiveIF_Ptr MaxObjective::mapObjVars ( const map< string, ROCPPVarIF_Ptr > & mapFromOldToNewVars ) const

virtual

Note: Call LHExpression::mapExprVars() on every expression of the objective function

Implements ObjectiveFunctionIF.

◆ mapUncs()

ROCPPObjectiveIF_Ptr MaxObjective::mapUncs ( const map< string, ROCPPExpr_Ptr > & mapFromUncToExpression ) const

virtual

Note: Call LHExpression::mapUncs() on every expression of the objective function

Implements ObjectiveFunctionIF.

◆ mapVars()

ROCPPObjectiveIF_Ptr MaxObjective::mapVars ( const map< string, ROCPPExpr_Ptr > & mapFromVarToExpression ) const

virtual

Note: Call LHExpression::mapVars() on every expression of the objective function

Implements ObjectiveFunctionIF.

◆ objectiveBegin()

obj_iterator MaxObjective::objectiveBegin ( ) const

inline

Return a constant iterator pointing to the beginning of the vector of objective functions.

◆ objectiveEnd()

obj_iterator MaxObjective::objectiveEnd ( ) const

inline

Return a constant iterator pointing to the end of the vector of objective functions.

◆ replaceTermWithVar()

ROCPPObjectiveIF_Ptr MaxObjective::replaceTermWithVar	(	const multimap< string, ROCPPVarIF_Ptr > &	term,
		ROCPPVarIF_Ptr	var
	)		const

virtual

Replace in this objective function the term given with the decision variable provided.

Parameters

term	map including the decision variables in the term to be replaced
var	variable used to replace the term

Note: Only replace the nonlinear term with variable

Implements ObjectiveFunctionIF.

◆ uncBegin()

ObjectiveFunctionIF::uncsIterator MaxObjective::uncBegin ( ) const

virtual

Note: Call uncContainer::begin() on the uncContainer of this objective

Implements ObjectiveFunctionIF.

◆ uncEnd()

ObjectiveFunctionIF::uncsIterator MaxObjective::uncEnd ( ) const

virtual

Note: Call uncContainer::end() on the uncContainer of this objective

Implements ObjectiveFunctionIF.

◆ varIsInvolved()

bool MaxObjective::varIsInvolved	(	string	varName,
		uint	i = `1`
	)		const

virtual

Check whether the given variable is involved in the specific objective.

Implements ObjectiveFunctionIF.

◆ varsBegin()

ObjectiveFunctionIF::varsIterator MaxObjective::varsBegin ( ) const

virtual

Note: Call dvContainer::begin() on the dvContainer of this objective

Implements ObjectiveFunctionIF.

◆ varsEnd()

ObjectiveFunctionIF::varsIterator MaxObjective::varsEnd ( ) const

virtual

Note: Call dvContainer::end() on the dvContainer of this objective

Implements ObjectiveFunctionIF.

◆ WriteToStream()

void MaxObjective::WriteToStream ( ofstream & ofs )

virtual

Write the objective function to a stream.

Parameters

ofs	output file stream

Implements ObjectiveFunctionIF.

Member Data Documentation

◆ m_dvContainer

ROCPPdvContainer_Ptr MaxObjective::m_dvContainer

private

Decision variable container.

◆ m_pObjFuns

vector<ROCPPExpr_Ptr> MaxObjective::m_pObjFuns

private

Vector of the objective expressions.

◆ m_uncContainer

ROCPPuncContainer_Ptr MaxObjective::m_uncContainer

private

Uncertain parameter container.

Public Types

Public Member Functions

Private Attributes

Detailed Description

Member Typedef Documentation

◆ obj_iterator

Constructor & Destructor Documentation

◆ MaxObjective() [1/2]

◆ MaxObjective() [2/2]

◆ ~MaxObjective()

Member Function Documentation

◆ add_int_vars()

◆ add_to_obj()

◆ add_vars_involved_in_prod()

◆ Clone()

◆ convertToEpigraph()

◆ getNumAdaptiveVars()

◆ getNumTermsMaxObjective()

◆ getNumTimesTermAppears()

◆ getObj() [1/2]

◆ getObj() [2/2]

◆ getTimeStage()

◆ hasNonlinearities()

◆ hasProdsContVars()

◆ hasProdsUncertainties()

◆ isDeterministic()

◆ isMaxObjective()

◆ mapObjUnc()

◆ mapObjVars()

◆ mapUncs()

◆ mapVars()

◆ objectiveBegin()

◆ objectiveEnd()

◆ replaceTermWithVar()

◆ uncBegin()

◆ uncEnd()

◆ varIsInvolved()

◆ varsBegin()

◆ varsEnd()

◆ WriteToStream()

Member Data Documentation

◆ m_dvContainer

◆ m_pObjFuns

◆ m_uncContainer