GetInterior: Find an interior point in a bounding box.

In google/amss: Agreggate Marketing System Simulator

Description

The current optimization tool requires an interior point of the set we are optimizing over. We assume that the constraints consist of a bounding box (lower and upper bounds on each coordinate) and bounds on the vector sum.

Usage

GetInterior(lower.bound, upper.bound, sum.lower.bound, sum.upper.bound)

Arguments

lower.bound:	vector of lower bounds for each coordinate.
upper.bound:	vector of upper bounds for each coordinate.
sum.lower.bound:	numeric, lower bound on the sum of all coordinates.
sum.upper.bound:	numeric, upper bound on the sum of all coordinates.

Details

This function finds an interior point of the set bounded in each coordinate by lower bounds lower.bound and upper bounds upper.bound, and with sum bounded between sum.lower.bound and sum.upper.bound. It firsts modifies the constraints to be finite, and then finds the point x along the line passing from lower.bound to upper.bound such that sum(x) = (sum.lower.bound + sum.upper.bound) / 2.

Value

GetInterior returns a vector representing an interior point in the set.

google/amss documentation built on May 20, 2019, 5:05 p.m.