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 )
An element in the set
A string that holds the name for the Master MIP.
A new element in the set
AllGeneratedMathematicalProgramswith the name as specified by the name argument.
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
AllGeneratedMathematicalProgramsthe 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::CreateMasterMIPadds an extra row and column to the Master MIP. If
mpdenotes 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\[objvar - mp.ExtendedVariable(MasterMIPObjective) = 0\]
objvardenotes the objective variable of the GMP. Column
mp.ExtendedVariable(MasterMIPObjective)will become the objective column of the Master MIP.