Optimization model interface class. More...

#include <OptimizationModel.hpp>

Inheritance diagram for OptimizationModelIF:

[legend]

Public Types
typedef vector< ROCPPConstraintIF_Ptr >::const_iterator	constraintIterator
	Constant iterator for optimization model constraints. More...

typedef dvMapType::const_iterator	varsIterator
	Constant iterator for optimization model decision variable map. More...

typedef map< string, ROCPPUnc_Ptr >::const_iterator	uncertaintiesIterator
	Constant iterator for optimization model uncertain parameter map. More...

Public Member Functions
	OptimizationModelIF (uint numTimeStages=1)
	Constructor of OptimizationModelIF. More...

virtual	~OptimizationModelIF ()
	Destructor of OptimizationModelIF. More...

constraintIterator	constraintBegin () const
	Return a constant iterator pointing to the beginning of the constraint vector. More...

constraintIterator	constraintEnd () const
	Return a constant iterator pointing to the end of the constraint vector. More...

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

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

virtual uncertaintiesIterator	uncertaintiesBegin () const
	Return a constant iterator pointing to the beginning of the uncertain parameter map (m_pUncContainer) More...

virtual uncertaintiesIterator	uncertaintiesEnd () const
	Return a constant iterator pointing to the end of the uncertain parameter map (m_pUncContainer) More...

map< string, vector< ROCPPConstraintIF_Ptr > >::const_iterator	blockMapBegin () const
	Return a constant iterator pointing to the begining of the block map. More...

map< string, vector< ROCPPConstraintIF_Ptr > >::const_iterator	blockMapEnd () const
	Return a constant iterator pointing to the end of the block map. More...

virtual void	checkCompatibility (ROCPPConstraintIF_Ptr pConstraint) const
	Check compatibility for the given constraint of this optimization model. More...

virtual void	checkCompatibility (ROCPPVarIF_Ptr pVariable) const
	Check compatibility for the given decision variable of this optimization model. More...

virtual void	checkCompatibility (ROCPPObjectiveIF_Ptr pObjFun) const
	Check compatibility for the given objective function of this optimization model. More...

void	add_constraint (ROCPPConstraintIF_Ptr pConstraint, string blockNme="main")
	Add a constraint into the optimization model after setting the constraint attributes. More...

void	add_soc_constraint (ROCPPVarIF_Ptr coneHead, const vector< ROCPPVarIF_Ptr > &otherVars, string blockNme="main")
	Add a soc constraint into the optimization model. More...

void	add_constraints (vector< ROCPPConstraintIF_Ptr >::const_iterator first, vector< ROCPPConstraintIF_Ptr >::const_iterator last, string blockNme="main")
	Add constraints into the optimization model. More...

void	add_constraint_uncset (ROCPPConstraintIF_Ptr pUncCstr, string blockNme="main")
	Add a constraint defining the uncertainty set into the model. More...

void	add_epigraph ()
	Add an epipragh variable as the objective function and an epigraph constraint into this model. More...

virtual void	add_ddu (ROCPPUnc_Ptr pUncertainty, uint firstTimeStageObservable, uint lastTimeStageObservable, const map< uint, double > &obsCosts)

virtual void	set_objective (ROCPPObjectiveIF_Ptr pObj)
	Set the given objective as the objective function of the model. More...

void	set_objective (ROCPPExpr_Ptr objFun)
	Create an objective function using the given expression and add it to the optimization model. More...

void	set_objective (vector< ROCPPExpr_Ptr > objFuns)
	Create an objective function using the given expressions and add it to the optimization model. More...

ROCPPOptModelIF_Ptr	replaceTermWithVar (const multimap< string, ROCPPVarIF_Ptr > &term, ROCPPVarIF_Ptr var) const
	Replace the given term in this model with the given decision variable. More...

virtual void	set_ddu (ROCPPOptModelIF_Ptr pIn)
	Copy the information in the given model and set it to this one, make sure the information of ddu is kept after clone or reformulation. More...

virtual void	set_ddu (const map< pair< string, uint >, measPair > &dduToMeasMap, const map< string, pair< uint, uint > > &dduStagesObs)
	Copy the information in the given maps and set it to this one, make sure the information of ddu is kept after clone or reformulation. More...

virtual void	set_objType (uncOptModelObjType pType)

map< string, ROCPPVarIF_Ptr >	createVarMap (ROCPPConstraintIF_Ptr pConstraint)
	Create the variable map for the given constraint Iterate through all variables in the given constraint. More...

map< string, ROCPPVarIF_Ptr >	createVarMap (ROCPPObjectiveIF_Ptr objFun)
	Create the variable map for the given objective function Iterate through all variables in the given objective function. More...

virtual map< string, ROCPPUnc_Ptr >	createUncMap (ROCPPConstraintIF_Ptr pConstraint)

virtual map< string, ROCPPUnc_Ptr >	createUncMap (ROCPPObjectiveIF_Ptr objFun)

virtual void	pair_uncertainties (ROCPPUnc_Ptr u1, ROCPPUnc_Ptr u2)

virtual void	getExpectation ()
	Convert the objective function to its expectation. More...

virtual size_t	getNumUncertainties () const

virtual bool	isDDU (string uncName) const
	Return true if and only if the given uncertainty has a time of revelation that is decision-dependent. More...

virtual bool	isObservable (string uncName) const
	Return true if and only if the given uncertainty is observable. More...

bool	isAdaptive (string varName) const
	Return true if and only if the variable with the given name is adaptive. More...

bool	isInStandardForm () const
	Return true if and only if this model does not include a norm term. More...

virtual bool	isUncertainOptimizationModel () const
	Return true if and only if this model is uncertain. More...

virtual bool	isMultiStageOptModelDDID () const
	Return true if and only if this model is a ddu model. More...

bool	varIsDefined (string varName) const
	Return true if and only if the decision variable exists in this model. More...

bool	VarInObj (string varName, uint i=1) const
	Return true if and only if the decision variable exists in the i th objective function of the max term. More...

virtual problemType	getType () const =0
	Return the problem type. More...

virtual ROCPPVarIF_Ptr	getMeasVar (string dduncName, uint timeStage) const
	Return the measurement variable for the given uncertainty and the time stage. More...

ROCPPVarIF_Ptr	getVar (string varName) const
	Return the variable called varName. More...

virtual ROCPPUnc_Ptr	getUnc (string uncName) const
	Return the uncertain parameter called uncName. More...

uint	getNumTimesTermAppears (const multimap< string, ROCPPVarIF_Ptr > &term) const
	Return the number of times the given term in the map appears in this model. More...

void	getAllProductsOf2Variables (map< pair< string, string >, uint > &freqMap, map< pair< string, string >, multimap< string, ROCPPVarIF_Ptr > > &termMap) const
	Return all products of two variables in this model. More...

ROCPPObjectiveIF_Ptr	getObj () const
	Return a pointer pointing to the objective function of this problem. More...

virtual map< pair< string, uint >, measPair >	getDDUToMeasMap () const
	Return a map from decision dependent uncertain parameters to associated measurement variables. More...

virtual map< string, pair< uint, uint > >	getdduStagesObs () const
	Return a map from decision dependent uncertain parameters to the stages when the parameter can be observed. More...

virtual uint	getFirstStageObservable (string uncName) const
	Return the first time stage when uncertainty called uncName can be observed. More...

virtual uint	getLastStageObservable (string uncName) const
	Return the last time stage when uncertainty called uncName can be observed. More...

ROCPPconstdvContainer_Ptr	getDVContainer () const
	Return the decision variable container (m_dvContainer) of this object. More...

virtual ROCPPuncContainer_Ptr	getUncContainer () const
	Return the uncertainty container (m_uncContainer) of this object. More...

virtual uncOptModelObjType	getObjType () const
	Return the objective type. More...

size_t	getNumConstraints () const
	Return the number of constraints in the model. More...

uint	getNumTimeStages () const
	Return the time stage of the model. More...

uint	getNumContVars () const
	Return the number of real-valued decision variables in this term. More...

uint	getNumIntVars () const
	Return the number of integer decision variables in this term. More...

uint	getNumBoolVars () const
	Return the number of boolen decision variables in this term. More...

uint	getNumAdaptiveContVars () const
	Return the number of adaptive real-valued decision variables in this term. More...

uint	getNumAdaptiveVars () const
	Return the number of adaptive decision variables in this term. More...

size_t	getNumVars () const
	Return the number of decision variables in this term. More...

bool	hasNonlinearities () const
	Return true if and only if there is a product between two decision variables in this optimization model. More...

virtual bool	hasRectangularUncertaintySet () const
	Return true if the problem has rectangular uncertainty set. More...

virtual bool	hasRealVarsInUncertaintySet () const

virtual bool	hasDecisionDependentUncertaintySet () const

virtual ROCPPOptModelIF_Ptr	Clone () const
	Clone this problem. More...

virtual void	WriteToFile (string folderName, string fileName) const

Protected Member Functions
virtual void	add_var (ROCPPVarIF_Ptr pVariable)
	Add the given variable into the dvContainer of this model. More...

virtual void	add_vars (ROCPPconstdvContainer_Ptr pDVcontainer)
	Add the variable in the given container into the dvContainer of this model. More...

void	add_ddu_obj (ROCPPVarIF_Ptr pVar, double cost)
	Add the information discovery cost to the objective model. More...

void	push_constraint (ROCPPConstraintIF_Ptr pConstraint)
	Push the constraint back into the vector of constraints of this model. More...

ptrdiff_t	getConstraintIdx (constraintIterator pConstraintIt) const
	Get index of the given constraint in the m_mapCstrIdxToUncertaintySet map. More...

Protected Attributes
uint	m_numTimeStages
	Length of planning horizon of this model. More...

vector< ROCPPConstraintIF_Ptr >	m_uncertaintySet
	Vector collecting the uncertainty set constraints of this model. More...

ROCPPuncContainer_Ptr	m_pUncContainer
	Uncertain parameter container of this model. More...

ROCPPuncContainer_Ptr	m_dduContainer
	Container of decision dependent uncertain parameters in this model. More...

ROCPPuncContainer_Ptr	m_nondduContainer
	Container of non decision dependent uncertain parameters in this model. More...

map< string, measPair >	m_measVars
	Map from measurement varaibles to measurement pairs. More...

map< pair< string, uint >, measPair >	m_dduToMeasMap
	Map from pair of uncertain parameter name and time stage to measurement pair. More...

map< string, pair< uint, uint > >	m_dduStagesObs
	Map from name of the uncertain parameter to the first and last times when it can be observed. More...

map< string, vector< ROCPPConstraintIF_Ptr > >	m_mapBlockConstraints
	Map from block name to vector of problem constraint indices. More...

Private Attributes
ROCPPdvContainer_Ptr	m_pDVContainer
	Decision variable container of this model. More...

vector< ROCPPConstraintIF_Ptr >	m_constraints
	Vector of constraints in this model. More...

ROCPPObjectiveIF_Ptr	m_pObj
	Objective function of this model. More...

Detailed Description

Optimization model interface class.

Member Typedef Documentation

◆ constraintIterator

typedef vector<ROCPPConstraintIF_Ptr>::const_iterator OptimizationModelIF::constraintIterator

Constant iterator for optimization model constraints.

◆ uncertaintiesIterator

typedef map<string, ROCPPUnc_Ptr>::const_iterator OptimizationModelIF::uncertaintiesIterator

Constant iterator for optimization model uncertain parameter map.

◆ varsIterator

typedef dvMapType::const_iterator OptimizationModelIF::varsIterator

Constant iterator for optimization model decision variable map.

Constructor & Destructor Documentation

◆ OptimizationModelIF()

OptimizationModelIF::OptimizationModelIF ( uint numTimeStages = 1 )

Constructor of OptimizationModelIF.

Parameters

numTimeStages Planning horizon of this model: maximum time when any decision is made or any uncertain parameter is revealed

◆ ~OptimizationModelIF()

virtual OptimizationModelIF::~OptimizationModelIF ( )

inlinevirtual

Destructor of OptimizationModelIF.

Member Function Documentation

◆ add_constraint()

void OptimizationModelIF::add_constraint	(	ROCPPConstraintIF_Ptr	pConstraint,
		string	blockNme = `"main"`
	)

Add a constraint into the optimization model after setting the constraint attributes.

Note: We first map all the variables and uncertainties to make sure they are not used in any other model and then add the new constraint to the model

See also: ConstraintIF::mapVars(const map<string,ROCPPVarIF_Ptr>), ConstraintIF::mapUnc(), OptimizationModelIF::createVarMap(ROCPPConstraintIF_Ptr), OptimizationModelIF::createUncMap(ROCPPConstraintIF_Ptr), OptimizationModelIF::push_constraint() blockNme allows to add a constraint

◆ add_constraint_uncset()

void OptimizationModelIF::add_constraint_uncset	(	ROCPPConstraintIF_Ptr	pUncCstr,
		string	blockNme = `"main"`
	)

Add a constraint defining the uncertainty set into the model.

◆ add_constraints()

void OptimizationModelIF::add_constraints	(	vector< ROCPPConstraintIF_Ptr >::const_iterator	first,
		vector< ROCPPConstraintIF_Ptr >::const_iterator	last,
		string	blockNme = `"main"`
	)

Add constraints into the optimization model.

◆ add_ddu()

void OptimizationModelIF::add_ddu	(	ROCPPUnc_Ptr	pUncertainty,
		uint	firstTimeStageObservable,
		uint	lastTimeStageObservable,
		const map< uint, double > &	obsCosts
	)

virtual

Reimplemented in MultiStageOptModelDDID.

◆ add_ddu_obj()

void OptimizationModelIF::add_ddu_obj	(	ROCPPVarIF_Ptr	pVar,
		double	cost
	)

protected

Add the information discovery cost to the objective model.

Note: Used in DDUOptimizationModel

◆ add_epigraph()

void OptimizationModelIF::add_epigraph ( )

Add an epipragh variable as the objective function and an epigraph constraint into this model.

◆ add_soc_constraint()

void OptimizationModelIF::add_soc_constraint	(	ROCPPVarIF_Ptr	coneHead,
		const vector< ROCPPVarIF_Ptr > &	otherVars,
		string	blockNme = `"main"`
	)

Add a soc constraint into the optimization model.

Parameters

coneHead	Cone head decision variable
otherVars	Other variables

◆ add_var()

void OptimizationModelIF::add_var ( ROCPPVarIF_Ptr pVariable )

protectedvirtual

Add the given variable into the dvContainer of this model.

◆ add_vars()

void OptimizationModelIF::add_vars ( ROCPPconstdvContainer_Ptr pDVcontainer )

protectedvirtual

Add the variable in the given container into the dvContainer of this model.

◆ blockMapBegin()

map<string, vector<ROCPPConstraintIF_Ptr> >::const_iterator OptimizationModelIF::blockMapBegin ( ) const

inline

Return a constant iterator pointing to the begining of the block map.

◆ blockMapEnd()

map<string, vector<ROCPPConstraintIF_Ptr> >::const_iterator OptimizationModelIF::blockMapEnd ( ) const

inline

Return a constant iterator pointing to the end of the block map.

◆ checkCompatibility() [1/3]

void OptimizationModelIF::checkCompatibility ( ROCPPConstraintIF_Ptr pConstraint ) const

virtual

Check compatibility for the given constraint of this optimization model.

Reimplemented in CPLEXMISOCP, Bilinear_MISOCP, MISOCP, UncertainOptimizationModel, and DeterministicOptimizationModel.

◆ checkCompatibility() [2/3]

void OptimizationModelIF::checkCompatibility ( ROCPPObjectiveIF_Ptr pObjFun ) const

virtual

Check compatibility for the given objective function of this optimization model.

Warning: Cannot add objective function which contains products of continuous variables or products of uncertianties or has a larger time stage that the planning horizon into the optimization model

Reimplemented in CPLEXMISOCP, Bilinear_MISOCP, MISOCP, UncertainOptimizationModel, and DeterministicOptimizationModel.

◆ checkCompatibility() [3/3]

void OptimizationModelIF::checkCompatibility ( ROCPPVarIF_Ptr pVariable ) const

virtual

Check compatibility for the given decision variable of this optimization model.

Reimplemented in CPLEXMISOCP, Bilinear_MISOCP, MISOCP, UncertainSingleStageOptimizationModel, and DeterministicOptimizationModel.

◆ Clone()

ROCPPOptModelIF_Ptr OptimizationModelIF::Clone ( ) const

virtual

Clone this problem.

Reimplemented in MultiStageOptModelDDID.

◆ constraintBegin()

constraintIterator OptimizationModelIF::constraintBegin ( ) const

inline

Return a constant iterator pointing to the beginning of the constraint vector.

◆ constraintEnd()

constraintIterator OptimizationModelIF::constraintEnd ( ) const

inline

Return a constant iterator pointing to the end of the constraint vector.

◆ createUncMap() [1/2]

map< string, ROCPPUnc_Ptr > OptimizationModelIF::createUncMap ( ROCPPConstraintIF_Ptr pConstraint )

virtual

Note: Only valid in uncertain model

Reimplemented in UncertainOptimizationModel.

◆ createUncMap() [2/2]

map< string, ROCPPUnc_Ptr > OptimizationModelIF::createUncMap ( ROCPPObjectiveIF_Ptr objFun )

virtual

Note: Only valid in uncertain model

Reimplemented in UncertainOptimizationModel.

◆ createVarMap() [1/2]

map< string, ROCPPVarIF_Ptr > OptimizationModelIF::createVarMap ( ROCPPConstraintIF_Ptr pConstraint )

Create the variable map for the given constraint Iterate through all variables in the given constraint.

If a variable with the same name exists in the model, use the old one. If a variables with the same name does not exist, create a new variable and add it into the model.

Returns: A map from the variable name to the variable

See also: OptimizationModelIF::varIsDefined(), OptimizationModelIF::add_var()

◆ createVarMap() [2/2]

map< string, ROCPPVarIF_Ptr > OptimizationModelIF::createVarMap ( ROCPPObjectiveIF_Ptr objFun )

Create the variable map for the given objective function Iterate through all variables in the given objective function.

If a variable with the same name exists in the model, use the old one. If a variables with the same name does not exist, create a new variable and add it into the model.

Returns: A map from the variable name to the variable

See also: OptimizationModelIF::varIsDefined(), OptimizationModelIF::add_var()

◆ getAllProductsOf2Variables()

void OptimizationModelIF::getAllProductsOf2Variables	(	map< pair< string, string >, uint > &	freqMap,
		map< pair< string, string >, multimap< string, ROCPPVarIF_Ptr > > &	termMap
	)		const

Return all products of two variables in this model.

Note: There are no nonlinearities in the objective function

See also: ConstraintIF::getAllProductsOf2Variables()

◆ getConstraintIdx()

ptrdiff_t OptimizationModelIF::getConstraintIdx ( constraintIterator pConstraintIt ) const

protected

Get index of the given constraint in the m_mapCstrIdxToUncertaintySet map.

◆ getdduStagesObs()

map< string, pair< uint, uint > > OptimizationModelIF::getdduStagesObs ( ) const

virtual

Return a map from decision dependent uncertain parameters to the stages when the parameter can be observed.

Returns: the first element of the map is the uncertainty name; the second element is a pair with the first and the last stages when the parameter is observable. If there is no such parameter, return an empty map.

Reimplemented in MultiStageOptModelDDID.

◆ getDDUToMeasMap()

map< pair< string, uint >, measPair > OptimizationModelIF::getDDUToMeasMap ( ) const

virtual

Return a map from decision dependent uncertain parameters to associated measurement variables.

Returns: the first element of the map is a pair of uncertainty name and time stage; the second element is the measurement structure corresponding to this pair. If there is no such parameter, return an empty map.

Reimplemented in MultiStageOptModelDDID.

◆ getDVContainer()

ROCPPconstdvContainer_Ptr OptimizationModelIF::getDVContainer ( ) const

inline

Return the decision variable container (m_dvContainer) of this object.

◆ getExpectation()

void OptimizationModelIF::getExpectation ( )

virtual

Convert the objective function to its expectation.

Reimplemented in UncertainOptimizationModel.

◆ getFirstStageObservable()

uint OptimizationModelIF::getFirstStageObservable ( string uncName ) const

virtual

Return the first time stage when uncertainty called uncName can be observed.

Note: Not valid in deterministic model

Reimplemented in MultiStageOptModelDDID, and UncertainOptimizationModel.

◆ getLastStageObservable()

uint OptimizationModelIF::getLastStageObservable ( string uncName ) const

virtual

Return the last time stage when uncertainty called uncName can be observed.

Note: Not valid in deterministic model

Reimplemented in MultiStageOptModelDDID, and UncertainOptimizationModel.

◆ getMeasVar()

ROCPPVarIF_Ptr OptimizationModelIF::getMeasVar	(	string	dduncName,
		uint	timeStage
	)		const

virtual

Return the measurement variable for the given uncertainty and the time stage.

Reimplemented in MultiStageOptModelDDID.

◆ getNumAdaptiveContVars()

uint OptimizationModelIF::getNumAdaptiveContVars ( ) const

Return the number of adaptive real-valued decision variables in this term.

◆ getNumAdaptiveVars()

uint OptimizationModelIF::getNumAdaptiveVars ( ) const

Return the number of adaptive decision variables in this term.

◆ getNumBoolVars()

uint OptimizationModelIF::getNumBoolVars ( ) const

Return the number of boolen decision variables in this term.

◆ getNumConstraints()

size_t OptimizationModelIF::getNumConstraints ( ) const

inline

Return the number of constraints in the model.

◆ getNumContVars()

uint OptimizationModelIF::getNumContVars ( ) const

Return the number of real-valued decision variables in this term.

◆ getNumIntVars()

uint OptimizationModelIF::getNumIntVars ( ) const

Return the number of integer decision variables in this term.

◆ getNumTimeStages()

uint OptimizationModelIF::getNumTimeStages ( ) const

inline

Return the time stage of the model.

◆ getNumTimesTermAppears()

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

Return the number of times the given term in the map appears in this model.

See also: ObjectiveFunctionIF::getNumTimesTermAppears(), ConstraintIF::getNumTimesTermAppears()

◆ getNumUncertainties()

size_t OptimizationModelIF::getNumUncertainties ( ) const

virtual

Reimplemented in UncertainOptimizationModel.

◆ getNumVars()

size_t OptimizationModelIF::getNumVars ( ) const

Return the number of decision variables in this term.

◆ getObj()

ROCPPObjectiveIF_Ptr OptimizationModelIF::getObj ( ) const

inline

Return a pointer pointing to the objective function of this problem.

◆ getObjType()

uncOptModelObjType OptimizationModelIF::getObjType ( ) const

virtual

Return the objective type.

Reimplemented in UncertainOptimizationModel.

◆ getType()

virtual problemType OptimizationModelIF::getType ( ) const

pure virtual

Return the problem type.

Implemented in MultiStageOptModelDDID, MultiStageOptModelExoID, UncertainMultiStageOptimizationModel, CPLEXMISOCP, Bilinear_MISOCP, MISOCP, UncertainSingleStageOptimizationModel, UncertainOptimizationModel, and DeterministicOptimizationModel.

◆ getUnc()

ROCPPUnc_Ptr OptimizationModelIF::getUnc ( string uncName ) const

virtual

Return the uncertain parameter called uncName.

Reimplemented in UncertainOptimizationModel.

◆ getUncContainer()

ROCPPuncContainer_Ptr OptimizationModelIF::getUncContainer ( ) const

virtual

Return the uncertainty container (m_uncContainer) of this object.

Warning: Not valid in deterministic model

Reimplemented in UncertainOptimizationModel.

◆ getVar()

ROCPPVarIF_Ptr OptimizationModelIF::getVar ( string varName ) const

Return the variable called varName.

◆ hasDecisionDependentUncertaintySet()

virtual bool OptimizationModelIF::hasDecisionDependentUncertaintySet ( ) const

inlinevirtual

Reimplemented in UncertainOptimizationModel.

◆ hasNonlinearities()

bool OptimizationModelIF::hasNonlinearities ( ) const

Return true if and only if there is a product between two decision variables in this optimization model.

◆ hasRealVarsInUncertaintySet()

virtual bool OptimizationModelIF::hasRealVarsInUncertaintySet ( ) const

inlinevirtual

Reimplemented in UncertainOptimizationModel.

◆ hasRectangularUncertaintySet()

bool OptimizationModelIF::hasRectangularUncertaintySet ( ) const

virtual

Return true if the problem has rectangular uncertainty set.

Reimplemented in UncertainOptimizationModel.

◆ isAdaptive()

bool OptimizationModelIF::isAdaptive ( string varName ) const

Return true if and only if the variable with the given name is adaptive.

See also: OpimizationModelIF::getVar(), DecisionVariableIf::isAdaptive()

◆ isDDU()

virtual bool OptimizationModelIF::isDDU ( string uncName ) const

inlinevirtual

Return true if and only if the given uncertainty has a time of revelation that is decision-dependent.

Reimplemented in MultiStageOptModelDDID.

◆ isInStandardForm()

bool OptimizationModelIF::isInStandardForm ( ) const

Return true if and only if this model does not include a norm term.

◆ isMultiStageOptModelDDID()

virtual bool OptimizationModelIF::isMultiStageOptModelDDID ( ) const

inlinevirtual

Return true if and only if this model is a ddu model.

Reimplemented in MultiStageOptModelDDID.

◆ isObservable()

bool OptimizationModelIF::isObservable ( string uncName ) const

virtual

Return true if and only if the given uncertainty is observable.

Reimplemented in UncertainOptimizationModel.

◆ isUncertainOptimizationModel()

virtual bool OptimizationModelIF::isUncertainOptimizationModel ( ) const

inlinevirtual

Return true if and only if this model is uncertain.

Reimplemented in UncertainOptimizationModel.

◆ pair_uncertainties()

void OptimizationModelIF::pair_uncertainties	(	ROCPPUnc_Ptr	u1,
		ROCPPUnc_Ptr	u2
	)

virtual

Reimplemented in MultiStageOptModelDDID.

◆ push_constraint()

void OptimizationModelIF::push_constraint ( ROCPPConstraintIF_Ptr pConstraint )

protected

Push the constraint back into the vector of constraints of this model.

◆ replaceTermWithVar()

ROCPPOptModelIF_Ptr OptimizationModelIF::replaceTermWithVar	(	const multimap< string, ROCPPVarIF_Ptr > &	term,
		ROCPPVarIF_Ptr	var
	)		const

Replace the given term in this model with the given decision variable.

See also: ObjectiveFunctionIF::replaceTermWithVar(), ConstraintIF::replaceTermWithVar()

◆ set_ddu() [1/2]

void OptimizationModelIF::set_ddu	(	const map< pair< string, uint >, measPair > &	dduToMeasMap,
		const map< string, pair< uint, uint > > &	dduStagesObs
	)

virtual

Copy the information in the given maps and set it to this one, make sure the information of ddu is kept after clone or reformulation.

Reimplemented in MultiStageOptModelDDID.

◆ set_ddu() [2/2]

void OptimizationModelIF::set_ddu ( ROCPPOptModelIF_Ptr pIn )

virtual

Copy the information in the given model and set it to this one, make sure the information of ddu is kept after clone or reformulation.

Reimplemented in MultiStageOptModelDDID.

◆ set_objective() [1/3]

void OptimizationModelIF::set_objective ( ROCPPExpr_Ptr objFun )

Create an objective function using the given expression and add it to the optimization model.

See also: Optimization::set_objective(ROCPPObjectiveIF_Ptr)

◆ set_objective() [2/3]

void OptimizationModelIF::set_objective ( ROCPPObjectiveIF_Ptr pObj )

virtual

Set the given objective as the objective function of the model.

Note: We first map all the variables and uncertainties to make sure they are not used in any other model and then set the new objective

See also: ConstraintIF::mapVars(const map<string,ROCPPVarIF_Ptr>), ConstraintIF::mapUnc(), OptimizationModelIF::createVarMap(ROCPPConstraintIF_Ptr), OptimizationModelIF::createUncMap(ROCPPConstraintIF_Ptr)

Reimplemented in MultiStageOptModelDDID.

◆ set_objective() [3/3]

void OptimizationModelIF::set_objective ( vector< ROCPPExpr_Ptr > objFuns )

Create an objective function using the given expressions and add it to the optimization model.

See also: Optimization::set_objective(ROCPPObjectiveIF_Ptr)

◆ set_objType()

void OptimizationModelIF::set_objType ( uncOptModelObjType pType )

virtual

Reimplemented in UncertainOptimizationModel.

◆ uncertaintiesBegin()

OptimizationModelIF::uncertaintiesIterator OptimizationModelIF::uncertaintiesBegin ( ) const

virtual

Return a constant iterator pointing to the beginning of the uncertain parameter map (m_pUncContainer)

Warning: Not valid in deterministic model

Reimplemented in UncertainOptimizationModel.

◆ uncertaintiesEnd()

OptimizationModelIF::uncertaintiesIterator OptimizationModelIF::uncertaintiesEnd ( ) const

virtual

Return a constant iterator pointing to the end of the uncertain parameter map (m_pUncContainer)

Warning: Not valid in deterministic model

Reimplemented in UncertainOptimizationModel.

◆ VarInObj()

bool OptimizationModelIF::VarInObj	(	string	varName,
		uint	i = `1`
	)		const

Return true if and only if the decision variable exists in the i th objective function of the max term.

Note: Call ObjectiveFunctionIF::varIsDefined()

◆ varIsDefined()

bool OptimizationModelIF::varIsDefined ( string varName ) const

Return true if and only if the decision variable exists in this model.

Note: Call dvContainer::find() for the dvContainer of this model

◆ varsBegin()

OptimizationModelIF::varsIterator OptimizationModelIF::varsBegin ( ) const

Return a constant iterator pointing to the beginning of the decision variable map (m_pDVContainer)

◆ varsEnd()

OptimizationModelIF::varsIterator OptimizationModelIF::varsEnd ( ) const

Return a constant iterator pointing to the end of the decision variable map (m_pDVContainer)

◆ WriteToFile()

void OptimizationModelIF::WriteToFile	(	string	folderName,
		string	fileName
	)		const

virtual

Reimplemented in MultiStageOptModelDDID.

Member Data Documentation

◆ m_constraints

vector<ROCPPConstraintIF_Ptr> OptimizationModelIF::m_constraints

private

Vector of constraints in this model.

◆ m_dduContainer

ROCPPuncContainer_Ptr OptimizationModelIF::m_dduContainer

protected

Container of decision dependent uncertain parameters in this model.

◆ m_dduStagesObs

map<string, pair<uint,uint> > OptimizationModelIF::m_dduStagesObs

protected

Map from name of the uncertain parameter to the first and last times when it can be observed.

◆ m_dduToMeasMap

map< pair<string,uint>, measPair> OptimizationModelIF::m_dduToMeasMap

protected

Map from pair of uncertain parameter name and time stage to measurement pair.

◆ m_mapBlockConstraints

map<string, vector<ROCPPConstraintIF_Ptr> > OptimizationModelIF::m_mapBlockConstraints

protected

Map from block name to vector of problem constraint indices.

◆ m_measVars

map<string, measPair> OptimizationModelIF::m_measVars

protected

Map from measurement varaibles to measurement pairs.

◆ m_nondduContainer

ROCPPuncContainer_Ptr OptimizationModelIF::m_nondduContainer

protected

Container of non decision dependent uncertain parameters in this model.

◆ m_numTimeStages

uint OptimizationModelIF::m_numTimeStages

protected

Length of planning horizon of this model.

◆ m_pDVContainer

ROCPPdvContainer_Ptr OptimizationModelIF::m_pDVContainer

private

Decision variable container of this model.

◆ m_pObj

ROCPPObjectiveIF_Ptr OptimizationModelIF::m_pObj

private

Objective function of this model.

◆ m_pUncContainer

ROCPPuncContainer_Ptr OptimizationModelIF::m_pUncContainer

protected

Uncertain parameter container of this model.

◆ m_uncertaintySet

vector<ROCPPConstraintIF_Ptr> OptimizationModelIF::m_uncertaintySet

protected

Vector collecting the uncertainty set constraints of this model.

Public Types

Public Member Functions

Protected Member Functions

Protected Attributes

Private Attributes

Detailed Description

Member Typedef Documentation

◆ constraintIterator

◆ uncertaintiesIterator

◆ varsIterator

Constructor & Destructor Documentation

◆ OptimizationModelIF()

◆ ~OptimizationModelIF()

Member Function Documentation

◆ add_constraint()

◆ add_constraint_uncset()

◆ add_constraints()

◆ add_ddu()

◆ add_ddu_obj()

◆ add_epigraph()

◆ add_soc_constraint()

◆ add_var()

◆ add_vars()

◆ blockMapBegin()

◆ blockMapEnd()

◆ checkCompatibility() [1/3]

◆ checkCompatibility() [2/3]

◆ checkCompatibility() [3/3]

◆ Clone()

◆ constraintBegin()

◆ constraintEnd()

◆ createUncMap() [1/2]

◆ createUncMap() [2/2]

◆ createVarMap() [1/2]

◆ createVarMap() [2/2]

◆ getAllProductsOf2Variables()

◆ getConstraintIdx()

◆ getdduStagesObs()

◆ getDDUToMeasMap()

◆ getDVContainer()

◆ getExpectation()

◆ getFirstStageObservable()

◆ getLastStageObservable()

◆ getMeasVar()

◆ getNumAdaptiveContVars()

◆ getNumAdaptiveVars()

◆ getNumBoolVars()

◆ getNumConstraints()

◆ getNumContVars()

◆ getNumIntVars()

◆ getNumTimeStages()

◆ getNumTimesTermAppears()

◆ getNumUncertainties()

◆ getNumVars()

◆ getObj()

◆ getObjType()

◆ getType()

◆ getUnc()

◆ getUncContainer()

◆ getVar()

◆ hasDecisionDependentUncertaintySet()

◆ hasNonlinearities()

◆ hasRealVarsInUncertaintySet()

◆ hasRectangularUncertaintySet()

◆ isAdaptive()

◆ isDDU()

◆ isInStandardForm()

◆ isMultiStageOptModelDDID()

◆ isObservable()

◆ isUncertainOptimizationModel()

◆ pair_uncertainties()

◆ push_constraint()

◆ replaceTermWithVar()

◆ set_ddu() [1/2]

◆ set_ddu() [2/2]

◆ set_objective() [1/3]

◆ set_objective() [2/3]

◆ set_objective() [3/3]

◆ set_objType()

◆ uncertaintiesBegin()