fts_solver/types/
cost.rs

1use super::spvec;
2use std::cmp::Ordering;
3
4// A group is a linear combination of portfolios
5spvec!(Group);
6
7/// A basic type for representing a point on a piecewise-linear demand curve
8#[derive(Clone, PartialEq, Debug)]
9pub struct Point {
10    /// The quantity value at this point on the curve
11    pub quantity: f64,
12    /// The price value at this point on the curve
13    pub price: f64,
14}
15
16// A partial ordering for points in the context of a weakly monotone piecewise linear curve
17
18impl PartialOrd for Point {
19    fn partial_cmp(&self, other: &Self) -> Option<Ordering> {
20        match self.quantity.partial_cmp(&other.quantity) {
21            Some(Ordering::Less) => {
22                if self.price >= other.price {
23                    Some(Ordering::Less)
24                } else {
25                    None
26                }
27            }
28            Some(Ordering::Equal) => other.price.partial_cmp(&self.price),
29            Some(Ordering::Greater) => {
30                if self.price <= other.price {
31                    Some(Ordering::Greater)
32                } else {
33                    None
34                }
35            }
36            None => None,
37        }
38    }
39}
40
41/// A piecewise-linear, weakly monotone curve for representing demand.
42/// Points should be ordered ascending by quantity and the prices non-increasing.
43#[derive(Debug)]
44pub struct PiecewiseLinearCurve {
45    /// The sequence of points defining the curve segments
46    pub points: Vec<Point>,
47}
48
49/// A "flat" curve for representing demand, which may have a finite, half-line, or full-line domain.
50#[derive(Debug)]
51pub struct Constant {
52    /// The quantity range (min, max) for which this constant price applies
53    pub quantity: (f64, f64),
54    /// The constant price value
55    pub price: f64,
56}
57
58/// The currently-supported ways to define utility functions
59#[derive(Debug)]
60pub enum Cost {
61    /// A piecewise-linear curve defining price as a function of quantity
62    PiecewiseLinearCurve(PiecewiseLinearCurve),
63    /// A constant price over a fixed quantity range
64    Constant(Constant),
65}
fts_solver/types/cost.rs

fts_solver/types/
cost.rs
