Home > matpower7.0 > lib > @opt_model > eval_quad_cost.m

eval_quad_cost

PURPOSE ^

EVAL_QUAD_COST Evaluates individual or full set of quadratic costs.

SYNOPSIS ^

function [f, df, d2f] = eval_quad_cost(om, x, name, idx)

DESCRIPTION ^

EVAL_QUAD_COST  Evaluates individual or full set of quadratic costs.
   F = OM.EVAL_QUAD_COST(X ...)
   [F, DF] = OM.EVAL_QUAD_COST(X ...)
   [F, DF, D2F] = OM.EVAL_QUAD_COST(X ...)
   [F, DF, D2F] = OM.EVAL_QUAD_COST(X, NAME)
   [F, DF, D2F] = OM.EVAL_QUAD_COST(X, NAME, IDX)
   Evaluates an individual named set or the full set of quadratic
   costs and their derivatives for a given value of the optimization vector
   X, based on costs added by ADD_QUAD_COST.

   Example:
       [f, df, d2f] = om.eval_quad_cost(x)
       [f, df, d2f] = om.eval_quad_cost(x, name)
       [f, df, d2f] = om.eval_quad_cost(x, name, idx)

   See also OPT_MODEL, ADD_QUAD_COST, PARAMS_QUAD_COST.

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 function [f, df, d2f] = eval_quad_cost(om, x, name, idx)
0002 %EVAL_QUAD_COST  Evaluates individual or full set of quadratic costs.
0003 %   F = OM.EVAL_QUAD_COST(X ...)
0004 %   [F, DF] = OM.EVAL_QUAD_COST(X ...)
0005 %   [F, DF, D2F] = OM.EVAL_QUAD_COST(X ...)
0006 %   [F, DF, D2F] = OM.EVAL_QUAD_COST(X, NAME)
0007 %   [F, DF, D2F] = OM.EVAL_QUAD_COST(X, NAME, IDX)
0008 %   Evaluates an individual named set or the full set of quadratic
0009 %   costs and their derivatives for a given value of the optimization vector
0010 %   X, based on costs added by ADD_QUAD_COST.
0011 %
0012 %   Example:
0013 %       [f, df, d2f] = om.eval_quad_cost(x)
0014 %       [f, df, d2f] = om.eval_quad_cost(x, name)
0015 %       [f, df, d2f] = om.eval_quad_cost(x, name, idx)
0016 %
0017 %   See also OPT_MODEL, ADD_QUAD_COST, PARAMS_QUAD_COST.
0018 
0019 %   MATPOWER
0020 %   Copyright (c) 2008-2017, Power Systems Engineering Research Center (PSERC)
0021 %   by Ray Zimmerman, PSERC Cornell
0022 %
0023 %   This file is part of MATPOWER.
0024 %   Covered by the 3-clause BSD License (see LICENSE file for details).
0025 %   See https://matpower.org for more info.
0026 
0027 if om.qdc.N
0028     done = 0;
0029 
0030     %% collect cost parameters
0031     if nargin < 3                       %% full set
0032         [Q, c, k, vs] = om.params_quad_cost();
0033         N = 1;
0034     elseif nargin < 4 || isempty(idx)   %% name, no idx provided
0035         dims = size(om.qdc.idx.i1.(name));
0036         if prod(dims) == 1              %% simple named set
0037             [Q, c, k, vs] = om.params_quad_cost(name);
0038             N = om.getN('qdc', name);
0039         elseif nargout == 1             %% indexing required, recurse
0040             f = 0;          %% initialize cumulative cost
0041             idx = num2cell(ones(size(dims))); %% initialize idx
0042             while ~done     %% call eval_quad_cost() recursively
0043                 f = f + sum(om.eval_quad_cost(x, name, idx));
0044             
0045                 %% increment idx
0046                 D = length(dims);
0047                 idx{D} = idx{D} + 1;    %% increment last dimension
0048                 for d = D:-1:2          %% increment next dimension, if necessary
0049                     if idx{d} > dims(d)
0050                         idx{d} = 1;
0051                         idx{d-1} = idx{d-1} + 1;
0052                     end
0053                 end
0054                 if idx{1} > dims(1)     %% check if done
0055                     done = 1;
0056                 end
0057             end
0058         else
0059             error('@opt_model/eval_quad_cost: quadratic cost set ''%s'' requires an IDX arg when requesting DF output', name)
0060         end
0061     else                                %% indexed named set
0062         [Q, c, k, vs] = om.params_quad_cost(name, idx);
0063         N = om.getN('qdc', name, idx);
0064     end
0065     
0066     if ~done
0067         %% assemble appropriately-sized x vector
0068         xx = om.varsets_x(x, vs, 'vector');
0069     
0070         %% compute/assemble f
0071         if N == 1               %% f is scalar (Q is matrix, k is scalar)
0072             f = k;                  %% start with k term
0073             if ~isempty(c)
0074                 f = f + c'*xx;      %% add c term
0075             end
0076             if ~isempty(Q)          %% add Q term
0077                 f = f + (xx'*Q*xx)/2;
0078             end
0079         else                    %% f is vector (Q is vector, k is vector or 0)
0080             if isempty(c)           %% Q, k terms only
0081                 f = (Q .* xx.^2)/2 + k;
0082             else
0083                 if isempty(Q)       %% c, k terms only
0084                     f = c .* xx + k;
0085                 else                %% Q, c, k terms
0086                     f = (Q .* xx.^2)/2 + c .* xx + k;
0087                 end
0088             end
0089         end
0090 
0091         if nargout > 1
0092             %% compute/assemble df
0093             if ~isempty(c)
0094                 df = c;             %% start with c term
0095             else
0096                 df = 0;             %% start with nothing
0097             end
0098             if ~isempty(Q)
0099                 if N == 1           %% f is scalar (Q is matrix, k is scalar)
0100                     df = df + Q*xx;     %% add Q term
0101                 else                %% f is vector (Q is vector, k is vector or 0)
0102                     df = df + Q.*xx;    %% add Q term
0103                 end
0104             end
0105 
0106             %% assemble d2f
0107             if nargout > 2
0108                 if isempty(Q)
0109                     nx = length(xx);
0110                     if N == 1   %% f is scalar (Q is matrix, k is scalar)
0111                         d2f = sparse(nx, nx);
0112                     else        %% f is vector (Q is vector, k is vector or 0)
0113                         d2f = sparse(nx, 1);
0114                     end
0115                 else
0116                     d2f = Q;
0117                 end
0118             end
0119         end     %% nargout > 1
0120     end         %% ~done
0121 else
0122     f = 0;
0123     if nargout > 1
0124 %         nx = length(x);
0125 %         df = zeros(nx, 1);
0126         df = [];
0127         if nargout > 2
0128 %             d2f = sparse(nx, nx);
0129             d2f = [];
0130         end
0131     end
0132 end

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