Class COptQuestTimeSeriesCorrectionVectorVariable


public class COptQuestTimeSeriesCorrectionVectorVariable extends COptQuestManifoldVariable
A time-series correction vector variable. Its value is a baseline vector, initial, plus a correction. The engine arranges the values row by row as a longScale by shortScale matrix, and the correction to that matrix has low rank. Use a time-series correction vector variable to keep a known profile and change it with a few repeating patterns.

In every solution that the engine generates, every value is from min to max, and the matrix is initial plus a correction of rank at most rank. The engine first moves each entry of initial into [min, max].

The value of rank is the number of patterns that the engine can combine in the correction. With days as rows and hours as columns and rank 1, the correction to each day is one pattern over the hours, multiplied by an amount that can differ from day to day. With each extra unit of rank, the engine can combine one more pattern. With rank 0, the value is initial with no correction.

Variable names: <name>@1 to <name>@n, where n is longScale × shortScale. Names are in row order. With days as rows and hours as columns, the first shortScale names are the hours of day 1, the next shortScale names are the hours of day 2, and so on. Hour h of day d is <name>@k, where k is (d - 1) × shortScale + h, with d and h counted from 1.

In most programs, you add this variable with OptQuestModel.AddTimeSeriesCorrectionVectorVariable and read its values with OptQuestSolution.GetValue(String) and the generated names. Construct this class only when you add the variable with COptQuestOptimization.AddVariable(COptQuestVariable).

See Also:
  • OptQuestModel.AddTimeSeriesCorrectionVectorVariable(String, double[], int, int, int, double, double)
  • Constructor Details

    • COptQuestTimeSeriesCorrectionVectorVariable

      public COptQuestTimeSeriesCorrectionVectorVariable(String name, double[] initial, int longScale, int shortScale, int rank, double min, double max) throws COptQuestException
      Creates a time-series correction vector variable.
      Parameters:
      name - base name of the variable
      initial - the baseline vector; it must have longScale × shortScale values
      longScale - number of rows of the matrix, for example the number of days; must be at least 1
      shortScale - number of columns of the matrix, for example the number of hours in a day; must be at least 1
      rank - largest rank of the correction. A value greater than the number of rows or columns is reduced to it. With a value of 0 or less, the value of the variable is initial with no correction.
      min - lower bound of every element
      max - upper bound of every element
      Throws:
      COptQuestException - if min or max is NaN, or if min is greater than max
  • Method Details

    • getInputVariables

      public List<COptQuestVariable> getInputVariables()
      Returns an empty list, because a time-series correction vector variable has no ordinary input variables.

      The values of a time-series correction vector variable are in the list that getProjectedInputVariables() returns. That list has the variables <name>@1 to <name>@n, where n is longScale × shortScale.

      Returns:
      an empty list
    • getOutputVariables

      public List<COptQuestUserControlledVariable> getOutputVariables()
      Returns an empty list, because a time-series correction vector variable has no output variables.

      The values of a time-series correction vector variable are in the list that getProjectedInputVariables() returns. That list has the variables <name>@1 to <name>@n, where n is longScale × shortScale.

      Returns:
      an empty list
    • getProjectedInputVariables

      public List<COptQuestUserControlledVariable> getProjectedInputVariables()
      Description copied from class: COptQuestManifoldVariable
      Returns the decision values of this manifold variable that are not ordinary decision variables.

      For example, an angle variable returns angle@theta, and a mixture variable returns one mix@<component> name for each component. In every solution that the engine generates, and in every suggested solution, these values are inside the set of the variable. Your evaluator reads them as inputs: OptQuestSolution.GetInputNames() returns them.

      A constraint that uses one of these names is checked after the evaluation, like a constraint on an output. Your evaluator can receive values that break the constraint, and the solution is then infeasible.

      Specified by:
      getProjectedInputVariables in class COptQuestManifoldVariable
      Returns:
      fixed-size or immutable list of these variables; never null