ProfitOracleRb Class Reference

Oracle for a profit maximization problem (robust version) More...

#include <profit_oracle.hpp>

Public Member Functions
	ProfitOracleRb (double p, double A, double k, const Vec &a, const Vec &v, const Vec &e, double e3)
	Construct a new profit rb oracle object.
auto	assess_optim (const Vec &y, double &gamma) -> std::tuple< Cut, bool >
	Make object callable for cutting_plane_optim()

Detailed Description

Oracle for a profit maximization problem (robust 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: alpha' = alpha ± e1 beta' = beta ± e2 p' = p ± e3 k' = k ± e4 v' = v ± e5

See also

ProfitOracle

Constructor & Destructor Documentation

ProfitOracleRb()

ProfitOracleRb::ProfitOracleRb ( double  p, double  A, double  k, const Vec &  a, const Vec &  v, const Vec &  e, double  e3  )

inline

Construct a new profit rb oracle object.

Parameters

[in]	p	the market price per unit
[in]	A	the scale of production
[in]	k	a given constant that restricts the quantity of x1
[in]	a	the output elasticities
[in]	v	output price
[in]	e	parameters for uncertainty
[in]	e3	parameters for uncertainty

Member Function Documentation

assess_optim()

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

inline

Make object callable for cutting_plane_optim()

Parameters

[in]	y	input quantity (in log scale)
[in,out]	gamma	the best-so-far optimal value

Returns

Cut and the updated best-so-far value

See also

cutting_plane_optim

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The documentation for this class was generated from the following file:

• ellalgo/oracles/profit_oracle.hpp