Procedure GMP::Robust::EvaluateAdjustableVariables(GMP, Variables, merge)

GMP::Robust::EvaluateAdjustableVariables

The procedure GMP::Robust::EvaluateAdjustableVariables evaluates the values of a set of adjustable variables using the current values of the uncertain parameters inside the model.

GMP::Robust::EvaluateAdjustableVariables(
     GMP,              ! (input) a generated mathematical program
     Variables,        ! (input) a set of variables
     [merge]           ! (optional, default 0) a scalar value
     )

Arguments

GMP

An element in AllGeneratedMathematicalPrograms.

Variables

A subset of AllVariables.

merge

A scalar binary value to indicate whether the evaluated values for the adjustable variables should be merged with the existing values (value 1) or should replace them (value 0).

Return Value

The procedure returns 1 on success, or 0 otherwise.

Note

• The GMP must have been created using the procedure GMP::Instance::GenerateRobustCounterpart.

• This procedure will ignore variables in the set Variables that are not part of the GMP. It will also ignore non-adjustable variables.

• The evaluated values will be stored in the .robust suffix of the adjustable variables. (Note that no values are stored inside this suffix after the robust counterpart is solved.)

• This procedure will fail if the option Keep Uncertain Mathematical Program was not switched on before calling procedure GMP::Instance::GenerateRobustCounterpart.

Example

Assume that rcGMP is a robust counterpart GMP with one adjustable variable Production(i,t) that depends on the uncertain parameter Demand(s). After solving the robust counterpart you can calculate the values of Production for a certain realization of Demand as follows:

Demand(s) := 5;

GMP::Robust::EvaluateAdjustableVariables( rcGMP, AllVariables );

It is also possible to calculate the values of the adjustable variables without using this procedure:

Demand(s) := 5;

CalculatedProduction(i,t) := Production.adjustable.Constant(i,t) +
     sum( s, Demand(s) * Production.adjustable.Demand(i,t,s) );

Here CalculatedProduction(i,t) is a parameter used to store the calculated values of Production(i,t).

See also

The function GMP::Instance::GenerateRobustCounterpart.