- 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. Ifmp
denotes the symbolic mathematical program then the extra row will be associated withmp.ExtendedConstraint(MasterMIPObjective)
and the extra column withmp.ExtendedVariable(MasterMIPObjective)
. The extra row will be\[objvar - mp.ExtendedVariable(MasterMIPObjective) = 0\]where
objvar
denotes the objective variable of the GMP. Columnmp.ExtendedVariable(MasterMIPObjective)
will become the objective column of the Master MIP.
See also
The function GMP::Instance::Generate
. See Modifying an Extended Math Program Instance of the Language Reference for
more details on extended suffixes.