RobustifyEngine Class Reference

Robustify engine class (automatically dualizes all semi-infinite constraints) More...

#include <RobustifyEngine.hpp>

Inheritance diagram for RobustifyEngine:

Collaboration diagram for RobustifyEngine:

Public Member Functions
	RobustifyEngine (uint dualVarsCounter=0, string dualNme_suff="", string dualNme="dual")
	~RobustifyEngine ()
ROCPPBilinMISOCP_Ptr	robustify (ROCPPUncSSOptModel_Ptr pIn, bool feasible=true)
	Robusity the given model. More...
void	calculateUncertaintySetMatrices (ROCPPUncSSOptModel_Ptr const pIn)
	Calculate the coefficient map for uncertainties and the coefficient map for deterministic part. More...
void	createDualVars (ROCPPBilinMISOCP_Ptr pOut, ROCPPConstraintIF_Ptr pCstr, vector< vector< ROCPPVarIF_Ptr > > &dualVars, bool feasible=true)
	Create and store the dual variables in the given constraint and add duality constraint into output model. More...
void	robustifyConstraint (ROCPPConstraintIF_Ptr pConstraint, ROCPPUncSSOptModel_Ptr const pIn, ROCPPBilinMISOCP_Ptr pOut, bool feasible=true)
	Robusify the given constraint. More...
uint	getDualVarsCnt () const
	Get the number of dual variables. More...
ROCPPOptModelIF_Ptr	Reformulate (ROCPPOptModelIF_Ptr pIn)
bool	isApplicable (ROCPPOptModelIF_Ptr pIn) const
string	getName () const
Public Member Functions inherited from ReformulationStrategyIF
	ReformulationStrategyIF ()
	~ReformulationStrategyIF ()

Private Attributes
string	m_dualNme
	Name of the dual variable. More...
string	m_dualNme_suff
uint	m_dualVarsCounter
	Number of the dual variabls. More...
bool	m_uncertaintySetMatricesCalculated
	Indicate whether the uncertainty set matriced are calculated or not. More...
map< uint, vector< vector< vector< pair< bool, ROCPPExpr_Ptr > > > > >	m_EMvec
	Map from time-stage to -> dimensions are constraint defining the us, number of linear expressions in that constraint, number of total uncertainties in the model. More...
map< uint, vector< vector< ROCPPExpr_Ptr > > >	m_EVvec
	Map from time-stage -> dimensions are constraint defining the us number, number of linear expressions in that constraint. More...
map< pair< uint, uint >, bool >	m_isEqCstr
	Map from pair( time-stage, constraint num) to bool = true if constraint is equality constraint. More...

Detailed Description

Robustify engine class (automatically dualizes all semi-infinite constraints)

Constructor & Destructor Documentation

RobustifyEngine()

RobustifyEngine::RobustifyEngine ( uint  dualVarsCounter = 0, string  dualNme_suff = "", string  dualNme = "dual"  )

inline

~RobustifyEngine()

RobustifyEngine::~RobustifyEngine ( )

inline

Member Function Documentation

calculateUncertaintySetMatrices()

void RobustifyEngine::calculateUncertaintySetMatrices

(

ROCPPUncSSOptModel_Ptr const

pIn

)

Calculate the coefficient map for uncertainties and the coefficient map for deterministic part.

Note

Store the coefficent of each uncertainty in each linear expression(out of and in the norm term) of each constraint defining uncertainty set in m_EMvec

Store the deterministic part in each linear expression(out of and in the norm term) in each constraint defining uncertainty set in m_EVvec

createDualVars()

void RobustifyEngine::createDualVars	(	ROCPPBilinMISOCP_Ptr	pOut,
		ROCPPConstraintIF_Ptr	pCstr,
		vector< vector< ROCPPVarIF_Ptr > > &	dualVars,
		bool	feasible = true
	)

Create and store the dual variables in the given constraint and add duality constraint into output model.

Parameters

pOut	Optimization model after dualization
pCstr	Constraint to be robustified
dualVars	Store dual variable for each linear expression(outside and in the norm term) in each constraint defining uncertainty set and store it in this vector
feasible	Indicate whether the given constraint is feasible or not, only set to false when we dualize an infeasible problem

getDualVarsCnt()

uint RobustifyEngine::getDualVarsCnt ( ) const

inline

Get the number of dual variables.

getName()

string RobustifyEngine::getName ( ) const

inlinevirtual

Implements ReformulationStrategyIF.

isApplicable()

bool RobustifyEngine::isApplicable ( ROCPPOptModelIF_Ptr  pIn ) const

virtual

Implements ReformulationStrategyIF.

Reformulate()

ROCPPOptModelIF_Ptr RobustifyEngine::Reformulate ( ROCPPOptModelIF_Ptr  pIn )

virtual

Implements ReformulationStrategyIF.

robustify()

ROCPPBilinMISOCP_Ptr RobustifyEngine::robustify	(	ROCPPUncSSOptModel_Ptr	pIn,
		bool	feasible = true
	)

Robusity the given model.

Note

First calculate the UncertaintySetMatrices then robustify each constraint.

See also

CalculateUncertaintySetMatrices, robustifyConstraint

Parameters

pIn	Model to be robusified
feasible	Indicate whether the given constraint is feasible or not, only set to false when we dualize an infeasible problem

robustifyConstraint()

void RobustifyEngine::robustifyConstraint	(	ROCPPConstraintIF_Ptr	pConstraint,
		ROCPPUncSSOptModel_Ptr const	pIn,
		ROCPPBilinMISOCP_Ptr	pOut,
		bool	feasible = true
	)

Robusify the given constraint.

Parameters

pConstraint	Constraint to be robustified
pIn	Model to be robusified
feasible	Indicate whether the given constraint is feasible or not, only set to false when we dualize an infeasible problem

Note

First create the dual variables being used for robustifying this constraint, then add the dual constraint into the output model

See also

createDualVars

Member Data Documentation

m_dualNme

string RobustifyEngine::m_dualNme

private

Name of the dual variable.

m_dualNme_suff

string RobustifyEngine::m_dualNme_suff

private

m_dualVarsCounter

uint RobustifyEngine::m_dualVarsCounter

private

Number of the dual variabls.

m_EMvec

map<uint, vector<vector<vector< pair<bool, ROCPPExpr_Ptr> > > > > RobustifyEngine::m_EMvec

private

Map from time-stage to -> dimensions are constraint defining the us, number of linear expressions in that constraint, number of total uncertainties in the model.

m_EVvec

map<uint, vector<vector< ROCPPExpr_Ptr> > > RobustifyEngine::m_EVvec

private

Map from time-stage -> dimensions are constraint defining the us number, number of linear expressions in that constraint.

m_isEqCstr

map<pair<uint,uint>, bool> RobustifyEngine::m_isEqCstr

private

Map from pair( time-stage, constraint num) to bool = true if constraint is equality constraint.

m_uncertaintySetMatricesCalculated

bool RobustifyEngine::m_uncertaintySetMatricesCalculated

private

Indicate whether the uncertainty set matriced are calculated or not.