ProfitOracle class
#include <ellalgo/oracles/profit_oracle.hpp>

Oracle for a profit maximization problem.

This example is taken from [Aliabadi and Salahi, 2013]:

max     p(A x1^alpha x2^beta) - v1*x1 - v2*x2
s.t.    x1 \le k

where:

p(A x1^alpha x2^beta): Cobb-Douglas production function
p: the market price per unit
A: the scale of production
alpha, beta: the output elasticities
x: input quantity
v: output price
k: a given constant that restricts the quantity of x1

Constructors, destructors, conversion operators

ProfitOracle(double p, double A, double k, const Vec& a, const Vec& v)
Construct a new profit oracle object.
ProfitOracle(const ProfitOracle&) deleted
Construct a new profit oracle object (only explicitly)

Public functions

auto set_elasticities(const Vec& elasticities) -> auto
auto assess_feas(const Vec& y, const double& gamma) -> Cut * -> auto
auto assess_optim(const Vec& y, double& gamma) -> std::tuple< Cut, bool > -> auto

Function documentation

ProfitOracle::ProfitOracle(double p, double A, double k, const Vec& a, const Vec& v)

Construct a new profit oracle object.

Parameters
p in the market price per unit
A in the scale of production
k in a given constant that restricts the quantity of x1
a in the output elasticities
v in output price

auto ProfitOracle::set_elasticities(const Vec& elasticities)

The set_elasticities function is a member function of the ProfitOracle class. It takes a Vec object elasticities as input and sets the _elasticities member variable of the ProfitOracle object to the input value. This function allows you to update the elasticities used by the profit oracle for assessing feasibility and optimization.

auto ProfitOracle::assess_feas(const Vec& y, const double& gamma) -> Cut *

Parameters
y in input quantity (in log scale)
gamma in the best-so-far optimal value
Returns std::tuple<Cut, double> Cut and the updated best-so-far value

auto ProfitOracle::assess_optim(const Vec& y, double& gamma) -> std::tuple< Cut, bool >

Parameters
y in input quantity (in log scale)
gamma in/out the best-so-far optimal value
Returns std::tuple<Cut, double> Cut and the updated best-so-far value