Procedure GMP::Stochastic::AddBendersFeasibilityCut(GMP, solution, cutNo)

GMP::Stochastic::AddBendersFeasibilityCut

The procedure GMP::Stochastic::AddBendersFeasibilityCut adds a Benders feasibility cut to the parent of a Benders feasibility problem. (The parent of a Benders feasibility problem is the parent of the corresponding Benders problem.) It uses the dual information from a solution of the Benders feasibility problem.

GMP::Stochastic::AddBendersFeasibilityCut(
     GMP,            ! (input) a generated mathematical program
     solution,       ! (input) a solution
     cutNo           ! (input) a scalar reference
)

Arguments

GMP

An element in the set AllGeneratedMathematicalPrograms.

solution

An integer scalar reference to a solution.

cutNo

An integer scalar reference to a cut number.

Return Value

The procedure returns 1 on success, or 0 otherwise..

Note

• The GMP should have been created by the function GMP::Stochastic::CreateBendersFeasibilitySubproblem.

• By using the suffix .SubproblemFeasibilityCuts of the associated symbolic mathematical program it is possible to refer to the row that is added by GMP::Stochastic::AddBendersFeasibilityCut. Let gmpBen be a Benders problem corresponding to the symbolic mathematical program mp. Then the row mp.SubproblemFeasibilityCuts(gmpBen,lbl) is added to the GMP, where lbl is an element in the set AllGMPExtensions created by this procedure using cutNo.

See also

The routines GMP::Instance::GenerateStochasticProgram, GMP::Stochastic::AddBendersOptimalityCut, GMP::Stochastic::CreateBendersFeasibilitySubproblem and GMP::Stochastic::BendersFindReference.