- Function GMP::Instance::GenerateRobustCounterpart(MP, UncertainParameters, UncertaintyConstraints, Name)
GMP::Instance::GenerateRobustCounterpart
GMP::Instance::GenerateRobustCounterpart
generates
the robust counterpart of a (linear) mathematical program.GMP::Instance::GenerateRobustCounterpart(
MP, ! (input) a symbolic mathematical program
UncertainParameters, ! (input) a set of uncertain parameters
UncertaintyConstraints, ! (input) a set of uncertainty constraints
[Name] ! (optional) a string expression
)
Arguments
- MP
A symbolic mathematical program in the set
AllMathematicalPrograms
. The mathematical program should have model type LP or MIP.- UncertainParameters
A subset of
AllUncertainParameters
.- UncertaintyConstraints
A subset of
AllUncertaintyConstraints
.- Name
A string that holds the name for the generated robust counterpart.
Return Value
A new element in the set
AllGeneratedMathematicalPrograms
with the name as specified by the name argument.
Note
If the Name argument is not specified, or if it is the empty string, then the name of the symbolic mathematical program followed by ‘robust counterpart’ is used to create a new element in the set
AllGeneratedMathematicalPrograms
.If AIMMS detects that the robust counterpart is infeasible during the generation, AIMMS will issue a warning and the robust counterpart will not be generated.
As part of the generation, AIMMS will check whether the uncertainty set satisfies the Slater condition (controlled by the option
Slater_condition_check
). To do so, AIMMS will solve a linear program (LP) or a second-order cone program (SOCP).The created GMP cannot be modified, e.g., it is not allowed to change row or columns in the robust counterpart.
See also
The procedure GMP::Instance::Solve
.