Objective function interface class. More...

#include <ObjectiveFunction.hpp>

Inheritance diagram for ObjectiveFunctionIF:

Public Types
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
	ObjectiveFunctionIF (objType type)
	Constructor of the objective function interface class. More...

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

virtual varsIterator	varsBegin () const =0
	Return a constant iterator pointing to the beginning of the decision variable map. More...

virtual varsIterator	varsEnd () const =0
	Return a constant iterator pointing to the end of the decision variable map. More...

virtual uncsIterator	uncBegin () const =0
	Return a constant iterator pointing to the beginning of the uncertain parameter map. More...

virtual uncsIterator	uncEnd () const =0
	Return a constant iterator pointing to the end of the uncertain parameter map. More...

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

virtual void	add_to_obj (ROCPPVarIF_Ptr pVar, double cost)=0
	Add the product of the inputs as a new term to all parts of the objective function. More...

virtual ROCPPObjectiveIF_Ptr	mapObjVars (const map< string, ROCPPVarIF_Ptr > &mapFromOldToNewVars) const =0
	Map the decision variables in this objective function to new variables. More...

virtual ROCPPObjectiveIF_Ptr	mapObjUnc (const map< string, ROCPPUnc_Ptr > &mapFromOldToNewUnc) const =0
	Map the uncertain parameters in this objective function to new uncertain parameters. More...

virtual ROCPPObjectiveIF_Ptr	mapVars (const map< string, ROCPPExpr_Ptr > &mapFromVarToExpression) const =0
	Map the decision variables in this objective function to an expression. More...

virtual ROCPPObjectiveIF_Ptr	mapUncs (const map< string, ROCPPExpr_Ptr > &mapFromUncToExpression) const =0
	Map the uncertain parameters in this objective function to an expression. More...

virtual void	convertToEpigraph (ROCPPVarIF_Ptr epigraphVar, vector< ROCPPConstraintIF_Ptr > &epigraphConstraints) const =0
	Convert the objective function to constraints using an epigraph reformulation. More...

virtual void	add_vars_involved_in_prod (dvContainer &dvs) const =0
	Add the decisions variables involved in a product in this objective to the given container dvs. More...

virtual void	add_int_vars (dvContainer &dvs) const =0
	Add the integer variables in this objective to the given container. More...

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

virtual size_t	getNumTermsMaxObjective () const =0
	Get the number of terms in the objective function. More...

virtual vector< ROCPPExpr_Ptr >	getObj () const =0
	Get the vector of all objective functions. More...

virtual ROCPPExpr_Ptr	getObj (uint i) const =0
	Get the i th objective function expression. More...

virtual uint	getNumTimesTermAppears (const multimap< string, ROCPPVarIF_Ptr > &term) const =0
	Get the number of times the term given in the multimap appears in this objective function. More...

virtual ROCPPObjectiveIF_Ptr	replaceTermWithVar (const multimap< string, ROCPPVarIF_Ptr > &term, ROCPPVarIF_Ptr var) const =0
	Replace in this objective function the term given with the decision variable provided. More...

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

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

virtual bool	hasNonlinearities () const =0
	Return true if there is a product between two decision variables in this objective function. More...

virtual bool	hasProdsUncertainties () const =0
	Return true if there is a product between two uncertain parameters in this objective function. More...

virtual bool	hasProdsContVars () const =0
	Return true if there is a product between two continuous variables in this objective function. More...

virtual bool	isDeterministic () const =0
	Return true if this objective function does not involve any uncertain parameters. More...

virtual uint	getNumAdaptiveVars () const =0
	Get the number of adaptive decision variables in this objective function. More...

virtual uint	getTimeStage () const =0
	Get the maximum time-stage of any decision variable in the constraint. More...

virtual bool	varIsInvolved (string varName, uint i=1) const =0
	Check whether the given variable is involved in the specific objective. More...

virtual ROCPPObjectiveIF_Ptr	Clone () const =0

virtual void	WriteToStream (ofstream &ofs)=0
	Write the objective function to a stream. More...

Private Attributes
const objType	m_type
	Type of this objective function. More...

Detailed Description

Objective function interface class.

Member Typedef Documentation

◆ obj_fun_iterator

typedef vector<ROCPPExpr_Ptr>::const_iterator ObjectiveFunctionIF::obj_fun_iterator

Constant iterator to a collection of LHSExpressions defining the objective function.

◆ uncsIterator

typedef uncMapType::const_iterator ObjectiveFunctionIF::uncsIterator

Constant iterator to uncertain parameter map.

◆ varsIterator

typedef dvMapType::const_iterator ObjectiveFunctionIF::varsIterator

Constant iterator to decision variable map.

Constructor & Destructor Documentation

◆ ObjectiveFunctionIF()

ObjectiveFunctionIF::ObjectiveFunctionIF ( objType type )

inline

Constructor of the objective function interface class.

Parameters

type	type of the objective function (linear or piecewise linear and convex)

◆ ~ObjectiveFunctionIF()

virtual ObjectiveFunctionIF::~ObjectiveFunctionIF ( )

inlinevirtual

Destructor of the objective function interface class.

Member Function Documentation

◆ add_int_vars()

virtual void ObjectiveFunctionIF::add_int_vars ( dvContainer & dvs ) const

pure virtual

Add the integer variables in this objective to the given container.

Implemented in MaxObjective, and SimpleObjective.

◆ add_to_obj()

virtual void ObjectiveFunctionIF::add_to_obj	(	ROCPPVarIF_Ptr	pVar,
		double	cost
	)

pure 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

Implemented in MaxObjective, and SimpleObjective.

◆ add_vars_involved_in_prod()

virtual void ObjectiveFunctionIF::add_vars_involved_in_prod ( dvContainer & dvs ) const

pure virtual

Add the decisions variables involved in a product in this objective to the given container dvs.

Implemented in MaxObjective, and SimpleObjective.

◆ checkCompatibility()

void ObjectiveFunctionIF::checkCompatibility ( ROCPPExpr_Ptr pExpression ) const

Check compatibility for the given expression to be given as (one of the) objective functions.

Parameters

pExpression expression of the objective function

Note: throws an exception if pExpression is nonlinear (has products of decision variables, products of uncertain parameters, or norm terms)

◆ Clone()

virtual ROCPPObjectiveIF_Ptr ObjectiveFunctionIF::Clone ( ) const

pure virtual

Implemented in MaxObjective, and SimpleObjective.

◆ convertToEpigraph()

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

pure 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

Implemented in MaxObjective, and SimpleObjective.

◆ getNumAdaptiveVars()

virtual uint ObjectiveFunctionIF::getNumAdaptiveVars ( ) const

pure virtual

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

Implemented in MaxObjective, and SimpleObjective.

◆ getNumTermsMaxObjective()

virtual size_t ObjectiveFunctionIF::getNumTermsMaxObjective ( ) const

pure virtual

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)

Implemented in MaxObjective, and SimpleObjective.

◆ getNumTimesTermAppears()

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

pure 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)

Implemented in MaxObjective, and SimpleObjective.

◆ getObj() [1/2]

virtual vector<ROCPPExpr_Ptr> ObjectiveFunctionIF::getObj ( ) const

pure virtual

Get the vector of all objective functions.

Implemented in MaxObjective, and SimpleObjective.

◆ getObj() [2/2]

virtual ROCPPExpr_Ptr ObjectiveFunctionIF::getObj ( uint i ) const

pure virtual

Get the i th objective function expression.

Parameters

i	Number of the objective function

Implemented in MaxObjective, and SimpleObjective.

◆ getObjType()

objType ObjectiveFunctionIF::getObjType ( ) const

inline

Get the objective function type (linear or piecewise linear and convex)

◆ getTimeStage()

virtual uint ObjectiveFunctionIF::getTimeStage ( ) const

pure virtual

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

Implemented in MaxObjective, and SimpleObjective.

◆ hasNonlinearities()

virtual bool ObjectiveFunctionIF::hasNonlinearities ( ) const

pure virtual

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

Implemented in MaxObjective, and SimpleObjective.

◆ hasProdsContVars()

virtual bool ObjectiveFunctionIF::hasProdsContVars ( ) const

pure virtual

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

Implemented in MaxObjective, and SimpleObjective.

◆ hasProdsUncertainties()

virtual bool ObjectiveFunctionIF::hasProdsUncertainties ( ) const

pure virtual

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

Implemented in MaxObjective, and SimpleObjective.

◆ isDeterministic()

virtual bool ObjectiveFunctionIF::isDeterministic ( ) const

pure virtual

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

Implemented in MaxObjective, and SimpleObjective.

◆ isMaxObjective()

virtual bool ObjectiveFunctionIF::isMaxObjective ( ) const

inlinevirtual

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

Reimplemented in MaxObjective.

◆ isSimpleObjective()

virtual bool ObjectiveFunctionIF::isSimpleObjective ( ) const

inlinevirtual

Return true if this objective function is linear.

Reimplemented in SimpleObjective.

◆ mapObjUnc()

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

pure virtual

Map the uncertain parameters in this objective function to new uncertain parameters.

Implemented in MaxObjective, and SimpleObjective.

◆ mapObjVars()

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

pure virtual

Map the decision variables in this objective function to new variables.

Implemented in MaxObjective, and SimpleObjective.

◆ mapUncs()

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

pure virtual

Map the uncertain parameters in this objective function to an expression.

Implemented in MaxObjective, and SimpleObjective.

◆ mapVars()

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

pure virtual

Map the decision variables in this objective function to an expression.

Implemented in MaxObjective, and SimpleObjective.

◆ replaceTermWithVar()

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

pure 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

Implemented in MaxObjective, and SimpleObjective.

◆ uncBegin()

virtual uncsIterator ObjectiveFunctionIF::uncBegin ( ) const

pure virtual

Return a constant iterator pointing to the beginning of the uncertain parameter map.

Implemented in MaxObjective, and SimpleObjective.

◆ uncEnd()

virtual uncsIterator ObjectiveFunctionIF::uncEnd ( ) const

pure virtual

Return a constant iterator pointing to the end of the uncertain parameter map.

Implemented in MaxObjective, and SimpleObjective.

◆ varIsInvolved()

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

pure virtual

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

Implemented in MaxObjective, and SimpleObjective.

◆ varsBegin()

virtual varsIterator ObjectiveFunctionIF::varsBegin ( ) const

pure virtual

Return a constant iterator pointing to the beginning of the decision variable map.

Implemented in MaxObjective, and SimpleObjective.

◆ varsEnd()

virtual varsIterator ObjectiveFunctionIF::varsEnd ( ) const

pure virtual

Return a constant iterator pointing to the end of the decision variable map.

Implemented in MaxObjective, and SimpleObjective.

◆ WriteToStream()

virtual void ObjectiveFunctionIF::WriteToStream ( ofstream & ofs )

pure virtual

Write the objective function to a stream.

Parameters

ofs	output file stream

Implemented in MaxObjective, and SimpleObjective.

Member Data Documentation

◆ m_type

const objType ObjectiveFunctionIF::m_type

private

Type of this objective function.

Public Types

Public Member Functions

Private Attributes

Detailed Description

Member Typedef Documentation

◆ obj_fun_iterator

◆ uncsIterator

◆ varsIterator

Constructor & Destructor Documentation

◆ ObjectiveFunctionIF()

◆ ~ObjectiveFunctionIF()

Member Function Documentation

◆ add_int_vars()

◆ add_to_obj()

◆ add_vars_involved_in_prod()

◆ checkCompatibility()

◆ Clone()

◆ convertToEpigraph()

◆ getNumAdaptiveVars()

◆ getNumTermsMaxObjective()

◆ getNumTimesTermAppears()

◆ getObj() [1/2]

◆ getObj() [2/2]

◆ getObjType()

◆ getTimeStage()

◆ hasNonlinearities()

◆ hasProdsContVars()

◆ hasProdsUncertainties()

◆ isDeterministic()

◆ isMaxObjective()

◆ isSimpleObjective()

◆ mapObjUnc()

◆ mapObjVars()

◆ mapUncs()

◆ mapVars()

◆ replaceTermWithVar()

◆ uncBegin()

◆ uncEnd()

◆ varIsInvolved()

◆ varsBegin()

◆ varsEnd()

◆ WriteToStream()

Member Data Documentation

◆ m_type