Procedure GMP::Solution::UpdatePenaltyWeights(GMP, solution1, solution2, minValue)

GMP::Solution::UpdatePenaltyWeights

The procedure GMP::Solution::UpdatePenaltyWeights updates the penalty weights which are stored as shadow prices in a first solution of a generated mathematical program. The shadow price of a row in this solution is compared with the shadow price of the same row in the second solution, and replaced by the maximum of both shadow prices.

GMP::Solution::UpdatePenaltyWeights(
     GMP,            ! (input) a generated mathematical program
     solution1,      ! (input) a solution
     solution2,      ! (input) a solution
     [minValue]      ! (optional) a scalar value
     )

Arguments

GMP

An element in AllGeneratedMathematicalPrograms.

solution1

An integer scalar reference to a solution.

solution2

An integer scalar reference to a solution.

minValue

The minimum value for each shadow price. The default is 0.

Return Value

The procedure returns 1 on success, or 0 otherwise.

Note

If for a certain row both the shadow prices in solution1 and solution2 are smaller than minValue, the new value assigned to the shadow price in solution1 will be minValue.

See also

• The function GMP::Solution::GetPenalizedObjective.