Variables

Class hierarchy: Variables.

The Variables class hierarchy manages design, aleatory uncertain, epistemic uncertain, and state variable types for continuous, discrete integer, and discrete real domain types. This hierarchy is specialized according to how the domain types are managed:

  • MixedVariables: domain type distinctions are retained, such that separate continuous, discrete integer, and discrete real domain types are managed. This is the default Variable perspective, and draws its name from “mixed continuous-discrete” optimization.

  • RelaxedVariables: domain types are combined through relaxation of discrete constraints; i.e., continuous and discrete variables are merged into continuous arrays through relaxation of integrality (for discrete integer ranges) or set membership (for discrete integer or discrete real sets) requirements. The branch and bound minimizer is the only method using this approach at present.

Whereas domain types are defined based on the derived Variables class selection, the selection of active variable types is handled within each of these derived classes using variable views. These permit different algorithms to work on different subsets of variables. Data shared among Variables instances is stored in SharedVariablesData. For details on managing variables, see Working with Variable Containers and Views.

The Constraints hierarchy manages bound, linear, and nonlinear constraints and utilizes the same specializations for managing bounds on the variables (see MixedVarConstraints and RelaxedVarConstraints).