Uncertain optimization model. More...

#include <OptimizationModel.hpp>

Inheritance diagram for UncertainOptimizationModel:

[legend]

Collaboration diagram for UncertainOptimizationModel:

Public Types
typedef vector< ROCPPConstraintIF_Ptr >::const_iterator	uncertaintySetIterator
	Const iterator in the uncertainty set constraints of this model. More...

Public Types inherited from OptimizationModelIF
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
	UncertainOptimizationModel (uint numTimeStages=1, uncOptModelObjType objType=robust)
	Constructor of the UncertainOptimizationModel class. More...

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

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

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

uncertaintySetIterator	uncertaintySetBegin () const
	Return a constant iterator pointing to the beginning of the uncertainty set. More...

uncertaintySetIterator	uncertaintySetEnd () const
	Return a constant iterator pointing to the end of the uncertainty set. More...

uncertaintySetIterator	uncertaintySetBegin (string blockNme) const
	Return a constant iterator pointing to the beginning of the uncertainty set for this constraint if the constraint does not have its own uncertainty set, return a pointer to the beginning of the overall uncertainty set. More...

uncertaintySetIterator	uncertaintySetEnd (string blockNme) const
	Return a constant iterator pointing to the end of the uncertainty set for this constraint if the constraint does not have its own uncertainty set, return a pointer to the end of the overall uncertainty set. More...

virtual void	checkCompatibility (ROCPPConstraintIF_Ptr pConstraint) const

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

virtual map< string, ROCPPUnc_Ptr >	createUncMap (ROCPPConstraintIF_Ptr pConstraint)
	Create the uncertain parameter map for the given constraint Iterate through all uncertainties in the given constraint. More...

map< string, ROCPPUnc_Ptr >	createUncMap (ROCPPObjectiveIF_Ptr objFun)
	Create the uncertainty map for the given objective function Iterate through all uncertainties in the given objective function. More...

void	set_objType (uncOptModelObjType pType)

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

size_t	getNumUncertainties () const
	Return the number of the uncertain parameters in this model. More...

uint	getAlphabeticalLocation (ROCPPUnc_Ptr pUncertainty) const
	Return the location of the given uncertain parameter in the uncContainer of this model. More...

uint	getObservableAlphabeticalLocation (ROCPPUnc_Ptr pUncertainty) const
	Return the location of the given uncertain parameter in the container of the observable uncertainties of this model. More...

virtual uint	getFirstStageObservable (string uncName) const
	Return 1 for non-ddu model. More...

virtual uint	getLastStageObservable (string uncName) const
	Return the time stage for non-ddu model. More...

void	getVarsAffectingUncSet (dvContainer &dvs)
	Return the variables affecting the uncertainty set in the dvContainer. More...

size_t	getNumUncertaintySetConstraints () const
	Return the number of uncertainty set constraints. More...

size_t	getNumProblemConstraints () const
	Return the number of problem constraints (constraints that do not define the uncertainty set) More...

size_t	getNumObsUncertainties () const
	Return the number of observable uncertain parameters. More...

bool	uncIsDefined (string uncName) const
	Return true if and only if the uncertain parameter is defined in this model. More...

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

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

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

bool	hasRealVarsInUncertaintySet () const

bool	hasDecisionDependentUncertaintySet () const

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

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

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

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

ROCPPuncContainer_Ptr	getObsUncContainer () const

Public Member Functions inherited from OptimizationModelIF
	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...

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 (ROCPPVarIF_Ptr pVariable) const
	Check compatibility for the given decision variable 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...

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 void	pair_uncertainties (ROCPPUnc_Ptr u1, ROCPPUnc_Ptr u2)

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...

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	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 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...

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...

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

virtual void	WriteToFile (string folderName, string fileName) const

Protected Member Functions
virtual void	add_uncertainty (ROCPPUnc_Ptr pUnc)
	Add uncertainty to the m_pUncContainer of this modeel. More...

void	add_uncertainties (ROCPPconstuncContainer_Ptr pUncContainer)
	Add uncertainties to the m_pUncContainer of this model. More...

Protected Member Functions inherited from OptimizationModelIF
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
uncOptModelObjType	m_objType
	Uncertain objective type of this model. More...

Protected Attributes inherited from OptimizationModelIF
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...

Detailed Description

Uncertain optimization model.

Member Typedef Documentation

◆ uncertaintySetIterator

typedef vector<ROCPPConstraintIF_Ptr>::const_iterator UncertainOptimizationModel::uncertaintySetIterator

Const iterator in the uncertainty set constraints of this model.

Constructor & Destructor Documentation

◆ UncertainOptimizationModel()

UncertainOptimizationModel::UncertainOptimizationModel	(	uint	numTimeStages = `1`,
		uncOptModelObjType	objType = `robust`
	)

Constructor of the UncertainOptimizationModel class.

Parameters

numTimeStages Planning horizon of this model

◆ ~UncertainOptimizationModel()

virtual UncertainOptimizationModel::~UncertainOptimizationModel ( )

inlinevirtual

Destructor of the UncertainOptimizationModel class.

Member Function Documentation

◆ add_uncertainties()

void UncertainOptimizationModel::add_uncertainties ( ROCPPconstuncContainer_Ptr pUncContainer )

protected

Add uncertainties to the m_pUncContainer of this model.

◆ add_uncertainty()

void UncertainOptimizationModel::add_uncertainty ( ROCPPUnc_Ptr pUnc )

protectedvirtual

Add uncertainty to the m_pUncContainer of this modeel.

Reimplemented in MultiStageOptModelDDID.

◆ checkCompatibility() [1/2]

void UncertainOptimizationModel::checkCompatibility ( ROCPPConstraintIF_Ptr pConstraint ) const

virtual

Warning: Cannot add constraint which has norm term but does not define uncertainty set into the model

Reimplemented from OptimizationModelIF.

◆ checkCompatibility() [2/2]

void UncertainOptimizationModel::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 from OptimizationModelIF.

◆ createUncMap() [1/2]

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

virtual

Create the uncertain parameter map for the given constraint Iterate through all uncertainties in the given constraint.

If an uncertain parameter with the same name exists in the model, use the old one. If no parameter with the same name exists, create a new one and add it to the model.

Reimplemented from OptimizationModelIF.

◆ createUncMap() [2/2]

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

virtual

Create the uncertainty map for the given objective function Iterate through all uncertainties in the given objective function.

If an uncertain parameter with the same name exists in the model, use the old one. If no parameter with the same name exists, create a new one and add it to the model.

Reimplemented from OptimizationModelIF.

◆ getAlphabeticalLocation()

uint UncertainOptimizationModel::getAlphabeticalLocation ( ROCPPUnc_Ptr pUncertainty ) const

Return the location of the given uncertain parameter in the uncContainer of this model.

◆ getExpectation()

void UncertainOptimizationModel::getExpectation ( )

virtual

Convert the objective function to its expectation.

Reimplemented from OptimizationModelIF.

◆ getFirstStageObservable()

uint UncertainOptimizationModel::getFirstStageObservable ( string uncName ) const

virtual

Return 1 for non-ddu model.

Reimplemented from OptimizationModelIF.

Reimplemented in MultiStageOptModelDDID.

◆ getLastStageObservable()

uint UncertainOptimizationModel::getLastStageObservable ( string uncName ) const

virtual

Return the time stage for non-ddu model.

Reimplemented from OptimizationModelIF.

Reimplemented in MultiStageOptModelDDID.

◆ getNumObsUncertainties()

size_t UncertainOptimizationModel::getNumObsUncertainties ( ) const

Return the number of observable uncertain parameters.

◆ getNumProblemConstraints()

size_t UncertainOptimizationModel::getNumProblemConstraints ( ) const

inline

Return the number of problem constraints (constraints that do not define the uncertainty set)

◆ getNumUncertainties()

size_t UncertainOptimizationModel::getNumUncertainties ( ) const

virtual

Return the number of the uncertain parameters in this model.

Reimplemented from OptimizationModelIF.

◆ getNumUncertaintySetConstraints()

size_t UncertainOptimizationModel::getNumUncertaintySetConstraints ( ) const

inline

Return the number of uncertainty set constraints.

◆ getObjType()

uncOptModelObjType UncertainOptimizationModel::getObjType ( ) const

inlinevirtual

Return the objective type.

Reimplemented from OptimizationModelIF.

◆ getObservableAlphabeticalLocation()

uint UncertainOptimizationModel::getObservableAlphabeticalLocation ( ROCPPUnc_Ptr pUncertainty ) const

Return the location of the given uncertain parameter in the container of the observable uncertainties of this model.

◆ getObsUncContainer()

ROCPPuncContainer_Ptr UncertainOptimizationModel::getObsUncContainer ( ) const

◆ getType()

virtual problemType UncertainOptimizationModel::getType ( ) const

inlinevirtual

Return the problem type.

Implements OptimizationModelIF.

Reimplemented in MultiStageOptModelDDID, MultiStageOptModelExoID, UncertainMultiStageOptimizationModel, and UncertainSingleStageOptimizationModel.

◆ getUnc()

ROCPPUnc_Ptr UncertainOptimizationModel::getUnc ( string uncName ) const

virtual

Return the uncertain parameter called uncName.

Reimplemented from OptimizationModelIF.

◆ getUncContainer()

ROCPPuncContainer_Ptr UncertainOptimizationModel::getUncContainer ( ) const

inlinevirtual

Return the uncertainty container (m_uncContainer) of this object.

Warning: Not valid in deterministic model

Reimplemented from OptimizationModelIF.

◆ getVarsAffectingUncSet()

void UncertainOptimizationModel::getVarsAffectingUncSet ( dvContainer & dvs )

Return the variables affecting the uncertainty set in the dvContainer.

◆ hasDecisionDependentUncertaintySet()

bool UncertainOptimizationModel::hasDecisionDependentUncertaintySet ( ) const

virtual

Reimplemented from OptimizationModelIF.

◆ hasRealVarsInUncertaintySet()

bool UncertainOptimizationModel::hasRealVarsInUncertaintySet ( ) const

virtual

Reimplemented from OptimizationModelIF.

◆ hasRectangularUncertaintySet()

bool UncertainOptimizationModel::hasRectangularUncertaintySet ( ) const

virtual

Return true if the problem has rectangular uncertainty set.

Reimplemented from OptimizationModelIF.

◆ isObservable()

bool UncertainOptimizationModel::isObservable ( string uncName ) const

virtual

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

Reimplemented from OptimizationModelIF.

◆ isUncertainOptimizationModel()

bool UncertainOptimizationModel::isUncertainOptimizationModel ( ) const

inlinevirtual

Return true if and only if this model is uncertain.

Reimplemented from OptimizationModelIF.

◆ set_objType()

void UncertainOptimizationModel::set_objType ( uncOptModelObjType pType )

inlinevirtual

Reimplemented from OptimizationModelIF.

◆ uncertaintiesBegin()

OptimizationModelIF::uncertaintiesIterator UncertainOptimizationModel::uncertaintiesBegin ( ) const

virtual

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

Reimplemented from OptimizationModelIF.

◆ uncertaintiesEnd()

OptimizationModelIF::uncertaintiesIterator UncertainOptimizationModel::uncertaintiesEnd ( ) const

virtual

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

Reimplemented from OptimizationModelIF.

◆ uncertaintySetBegin() [1/2]

uncertaintySetIterator UncertainOptimizationModel::uncertaintySetBegin ( ) const

inline

Return a constant iterator pointing to the beginning of the uncertainty set.

◆ uncertaintySetBegin() [2/2]

UncertainOptimizationModel::uncertaintySetIterator UncertainOptimizationModel::uncertaintySetBegin ( string blockNme ) const

Return a constant iterator pointing to the beginning of the uncertainty set for this constraint if the constraint does not have its own uncertainty set, return a pointer to the beginning of the overall uncertainty set.

◆ uncertaintySetEnd() [1/2]

uncertaintySetIterator UncertainOptimizationModel::uncertaintySetEnd ( ) const

inline

Return a constant iterator pointing to the end of the uncertainty set.

◆ uncertaintySetEnd() [2/2]

UncertainOptimizationModel::uncertaintySetIterator UncertainOptimizationModel::uncertaintySetEnd ( string blockNme ) const

Return a constant iterator pointing to the end of the uncertainty set for this constraint if the constraint does not have its own uncertainty set, return a pointer to the end of the overall uncertainty set.

◆ uncIsDefined()

bool UncertainOptimizationModel::uncIsDefined ( string uncName ) const

Return true if and only if the uncertain parameter is defined in this model.

Member Data Documentation

◆ m_objType

uncOptModelObjType UncertainOptimizationModel::m_objType

protected

Uncertain objective type of this model.

Public Types

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Member Typedef Documentation

◆ uncertaintySetIterator

Constructor & Destructor Documentation

◆ UncertainOptimizationModel()

◆ ~UncertainOptimizationModel()

Member Function Documentation

◆ add_uncertainties()

◆ add_uncertainty()

◆ checkCompatibility() [1/2]

◆ checkCompatibility() [2/2]

◆ createUncMap() [1/2]

◆ createUncMap() [2/2]

◆ getAlphabeticalLocation()

◆ getExpectation()

◆ getFirstStageObservable()

◆ getLastStageObservable()

◆ getNumObsUncertainties()

◆ getNumProblemConstraints()

◆ getNumUncertainties()

◆ getNumUncertaintySetConstraints()

◆ getObjType()

◆ getObservableAlphabeticalLocation()

◆ getObsUncContainer()

◆ getType()

◆ getUnc()

◆ getUncContainer()

◆ getVarsAffectingUncSet()

◆ hasDecisionDependentUncertaintySet()

◆ hasRealVarsInUncertaintySet()

◆ hasRectangularUncertaintySet()

◆ isObservable()

◆ isUncertainOptimizationModel()

◆ set_objType()

◆ uncertaintiesBegin()

◆ uncertaintiesEnd()

◆ uncertaintySetBegin() [1/2]

◆ uncertaintySetBegin() [2/2]

◆ uncertaintySetEnd() [1/2]

◆ uncertaintySetEnd() [2/2]

◆ uncIsDefined()

Member Data Documentation

◆ m_objType