Class profit_rb_oracle

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Class Documentation

class profit_rb_oracle

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

profit_oracle

Public Functions

inline profit_rb_oracle(double p, double A, double k, const Arr &a, const Arr &v, const Arr &e, double e3)

Construct a new profit rb 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

  • e – [in] paramters for uncertainty

  • e3 – [in] paramters for uncertainty

inline auto operator()(const Arr &y, double &t)

Make object callable for cutting_plane_dc()

See also

cutting_plane_dc

Parameters

  • y – [in] input quantity (in log scale)

  • t – [in] the best-so-far optimal value

Returns

Cut and the updated best-so-far value