public IVarianceIResultElement Calculate(
IVarianceIResultElementFactory varianceIResultElementFactory,
ItIndexElement tIndexElement,
IΛIndexElement ΛIndexElement,
Il l,
It t,
Ist st,
IVarianceΦ varianceΦ,
Iz z)
{
return(varianceIResultElementFactory.Create(
tIndexElement,
ΛIndexElement,
st.Value
.Select(w =>
varianceΦ.GetElementAtAsdecimal(
w.sIndexElement,
l.GetElementAt(
tIndexElement.Key
-
w.tIndexElement.Key
+
(int)Math.Floor(
(decimal)w.tIndexElement.Key
/
(tIndexElement.Key + 1))
*
t.GetT()),
ΛIndexElement)
*
z.GetElementAtAsint(
w.sIndexElement,
w.tIndexElement))
.Sum()));
}
public Constraints6ConstraintElement(
ItIndexElement tIndexElement,
IΛIndexElement ΛIndexElement,
Il l,
It t,
Ist st,
IΦHat ΦVHat,
IIHat IHat,
Iz z)
{
Expression LHS = IHat.Value[tIndexElement, ΛIndexElement];
Expression RHS = Expression.Sum(
st.Value
.Select(
y =>
(double)ΦVHat.GetElementAtAsdecimal(
y.sIndexElement,
l.GetElementAt(
tIndexElement.Key
-
y.tIndexElement.Key
+
(int)Math.Floor(
(decimal)(y.tIndexElement.Key)
/
(tIndexElement.Key + 1))
*
t.GetT()),
ΛIndexElement)
*
z.Value[y.sIndexElement, y.tIndexElement]));
this.Value = LHS == RHS;
}
public Constraints11ConstraintElement(
IdIndexElement dIndexElement,
IwIndexElement wIndexElement,
Id d,
Il l,
Ipa pa,
IP P,
Iprob prob,
ITPx x,
Iμ μ)
{
Expression LHS = μ.Value[wIndexElement, dIndexElement];
ImmutableList <Tuple <IpIndexElement, IaIndexElement, double> > .Builder builder = ImmutableList.CreateBuilder <Tuple <IpIndexElement, IaIndexElement, double> >();
foreach (IpIndexElement pIndexElement in pa.Value.Where(i => P.IsThereElementAt(wIndexElement, i.pIndexElement)).Select(w => w.pIndexElement).Distinct())
{
foreach (IaIndexElement aIndexElement in pa.Value.Select(w => w.aIndexElement).Distinct())
{
int dLowerBound = aIndexElement.Key <= dIndexElement.Key ? dIndexElement.Key - aIndexElement.Key : d.GetMaximumKey() + dIndexElement.Key - aIndexElement.Key;
double RHSSum = 0;
for (int w = dLowerBound;
w <= l.GetMaximumLengthOfStay();
w = w + 1)
{
RHSSum +=
(double)prob.GetElementAtAsdecimal(
pIndexElement,
l.GetElementAt(
w));
}
builder.Add(
Tuple.Create(
pIndexElement,
aIndexElement,
RHSSum));
}
}
ImmutableList <Tuple <IpIndexElement, IaIndexElement, double> > RHSSums = builder.ToImmutableList();
Expression RHS = Expression.Sum(
pa.Value
.Where(i => P.IsThereElementAt(wIndexElement, i.pIndexElement))
.Select(
y =>
RHSSums.Where(w => w.Item1 == y.pIndexElement && w.Item2 == y.aIndexElement).Select(w => w.Item3).SingleOrDefault()
*
x.Value[
y.pIndexElement,
y.aIndexElement]));
this.Value = LHS == RHS;
}
public IExpectedValueΦResultElement Calculate(
IExpectedValueΦResultElementFactory expectedValueΦResultElementFactory,
IlIndexElement lIndexElement,
IsIndexElement sIndexElement,
IΛIndexElement ΛIndexElement,
Il l,
It t,
IL L,
Ip p,
Iμ μ)
{
int Ls = L.GetElementAtAsint(
sIndexElement);
int τLowerBound = 0;
int τUpperBound = (int)Math.Floor(
(decimal)
(Ls - lIndexElement.Value.Value.Value)
/
t.GetT());
decimal sum = 0;
for (int τ = τLowerBound; τ <= τUpperBound; τ = τ + 1)
{
int lPrimeLowerBound = lIndexElement.Value.Value.Value + τ * t.GetT() + 1;
int lPrimeUpperBound = Ls;
for (int lPrime = lPrimeLowerBound; lPrime <= lPrimeUpperBound; lPrime = lPrime + 1)
{
sum +=
p.GetElementAtAsdecimal(
sIndexElement,
l.GetElementAt(
lPrime),
ΛIndexElement);
}
}
return(expectedValueΦResultElementFactory.Create(
sIndexElement,
lIndexElement,
ΛIndexElement,
μ.GetElementAtAsdecimal(
sIndexElement,
ΛIndexElement)
*
sum));
}
public IVarianceΦResultElement Calculate(
IVarianceΦResultElementFactory varianceΦResultElementFactory,
IlIndexElement lIndexElement,
IsIndexElement sIndexElement,
IΛIndexElement ΛIndexElement,
Il l,
It t,
IL L,
Ip p,
Iμ μ,
Iσ σ)
{
int Ls = L.GetElementAtAsint(
sIndexElement);
int τLowerBound = 0;
int τUpperBound = (int)Math.Floor(
(decimal)
(Ls - lIndexElement.Value.Value.Value)
/
t.GetT());
// Mean
decimal meanSum = 0;
for (int τ = τLowerBound; τ <= τUpperBound; τ = τ + 1)
{
int lPrimeLowerBound = lIndexElement.Value.Value.Value + τ * t.GetT() + 1;
int lPrimeVarianceUpperBound = Math.Min(
lIndexElement.Value.Value.Value + τ * t.GetT() + t.GetT(),
Ls);
int lPrimeCovarianceUpperBound = Math.Min(
lIndexElement.Value.Value.Value + τ * t.GetT() + t.GetT(),
Ls - 1);
// Mean: Variance
for (int lPrime = lPrimeLowerBound; lPrime <= lPrimeVarianceUpperBound; lPrime = lPrime + 1)
{
meanSum +=
(τ + 1)
*
p.GetElementAtAsdecimal(
sIndexElement,
l.GetElementAt(
lPrime),
ΛIndexElement)
*
(1 - p.GetElementAtAsdecimal(
sIndexElement,
l.GetElementAt(
lPrime),
ΛIndexElement));
}
// Mean: Covariance
for (int lPrime = lPrimeLowerBound; lPrime <= lPrimeCovarianceUpperBound; lPrime = lPrime + 1)
{
int lHatLowerBound = lPrime + 1;
int lHatUpperBound = Ls;
for (int lHat = lHatLowerBound; lHat <= lHatUpperBound; lHat = lHat + 1)
{
meanSum -=
(τ + 1)
*
2
*
p.GetElementAtAsdecimal(
sIndexElement,
l.GetElementAt(
lPrime),
ΛIndexElement)
*
p.GetElementAtAsdecimal(
sIndexElement,
l.GetElementAt(
lHat),
ΛIndexElement);
}
}
}
// Variance
decimal varianceSum = 0;
for (int τ = τLowerBound; τ <= τUpperBound; τ = τ + 1)
{
int lPrimeLowerBound = lIndexElement.Value.Value.Value + τ * t.GetT() + 1;
int lPrimeUpperBound = Ls;
for (int lPrime = lPrimeLowerBound; lPrime <= lPrimeUpperBound; lPrime = lPrime + 1)
{
varianceSum +=
p.GetElementAtAsdecimal(
sIndexElement,
l.GetElementAt(
lPrime),
ΛIndexElement);
}
}
return(varianceΦResultElementFactory.Create(
sIndexElement,
lIndexElement,
ΛIndexElement,
μ.GetElementAtAsdecimal(
sIndexElement,
ΛIndexElement)
*
meanSum
+
σ.GetElementAtAsdecimal(
sIndexElement,
ΛIndexElement)
*
σ.GetElementAtAsdecimal(
sIndexElement,
ΛIndexElement)
*
varianceSum
*
varianceSum));
}
