Initializing help system before first use

xpress.user

xpress.user

Purpose

Creates an expression that is computed by means of a user-specified function. The user function can be defined to either provide or not provide the value of all derivatives w.r.t. the variables.


Synopsis

def f(a1, a2, ..., an):

[...]

a = xpress.user(f, t1, t2, ..., tn, derivatives=False)
Arguments
f 
User function; must be a Python function with as many (possibly optional) arguments as specified in the declaration.
t1,...,tn 
Arguments of the user function.
derivatives 
True if f returns the derivatives w.r.t. all variables, False otherwise.
Example
The following code shows how to define user functions and use them in an optimization problem: 
import math
def mynorm(v):
  return math.sqrt(sum(v[i] for i in range(len(v)))

def weighted_sum(t1, t2, t3=0):
  return (2*t1 + 3*t2 + 4*t1*t3,
  2 + 4*t3, 3, 4*t1)

x = [xp.var() for i in range(20)]

f1 = xp.user(mynorm, x)
f2 = xp.user(weighted_sum, x[0], x[1], x[2], derivative=True)

# Doesn't use optional arg
f3 = xp.user(weighted_sum, x[0], x[1], derivative=True)

p = xp.problem()

p.addVariable(x)
p.addConstraint(f3 <= 4)
p.setVariable(f1)
p.solve()
Further information

User functions must return a Float, as the behaviour is otherwise undefined. If the derivatives parameter (which is False by default) is set to True, then the function must return a tuple consisting of the objective function value and the derivatives of the function w.r.t. all variables in the list of arguments. If derivatives=False, then the function must return a single float, i.e. the function value.



Parent Topic Reference Manual

© 2001-2020 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation (“FICO”). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.