ProfitOracleQ class

#include <ellalgo/oracles/profit_oracle.hpp>

Oracle for profit maximization problem (discrete version)

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 (must be integer value)
v: output price
k: a given constant that restricts the quantity of x1

Constructors, destructors, conversion operators

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

Construct a new profit q oracle object.

Public functions

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

Make object callable for cutting_plane_optim_q()

Function documentation

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

Construct a new profit q 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 ProfitOracleQ::assess_optim_q(const Vec& y, double& gamma, bool retry) -> std::tuple< Cut, bool, Vec, bool >

Make object callable for cutting_plane_optim_q()

Parameters
y in	input quantity (in log scale)
gamma in/out	the best-so-far optimal value
retry in	whether it is a retry
Returns	Cut and the updated best-so-far value