Function GMP::Instance::CreateMasterMIP(GMP, name)

GMP::Instance::CreateMasterMIP

The function GMP::Instance::CreateMasterMIP creates a Master MIP copy of the specified generated mathematical program. The copy will remove all nonlinear rows from the GMP.

GMP::Instance::CreateMasterMIP(
     GMP,            ! (input) a generated mathematical program
     name            ! (input) a string expression
)

Arguments

GMP

An element in the set AllGeneratedMathematicalPrograms.

name

A string that holds the name for the Master MIP.

Return Value

A new element in the set AllGeneratedMathematicalPrograms with the name as specified by the name argument.

Note

  • The name argument should be different from the name of the original generated mathematical program.

  • If an element with name specified by the name argument is already present in the set AllGeneratedMathematicalPrograms the corresponding generated mathematical program will be replaced (or updated in case the same symbolic mathematical program is involved).

  • The generated mathematical program should have type MINLP (or MIQP or MIQCP). It can also have type NLP in which case the created GMP will have type LP.

  • If the objective constraint is nonlinear, GMP::Instance::CreateMasterMIP adds an extra row and column to the Master MIP. If mp denotes the symbolic mathematical program then the extra row will be associated with mp.ExtendedConstraint(MasterMIPObjective) and the extra column with mp.ExtendedVariable(MasterMIPObjective). The extra row will be

    \[objvar - mp.ExtendedVariable(MasterMIPObjective) = 0\]

    where objvar denotes the objective variable of the GMP. Column mp.ExtendedVariable(MasterMIPObjective) will become the objective column of the Master MIP.

See also