- 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 byGMP::Stochastic::AddBendersFeasibilityCut
. LetgmpBen
be a Benders problem corresponding to the symbolic mathematical programmp
. Then the rowmp.SubproblemFeasibilityCuts(gmpBen,lbl)
is added to the GMP, wherelbl
is an element in the setAllGMPExtensions
created by this procedure using cutNo.
See also
The routines GMP::Instance::GenerateStochasticProgram
, GMP::Stochastic::AddBendersOptimalityCut
, GMP::Stochastic::CreateBendersFeasibilitySubproblem
and GMP::Stochastic::BendersFindReference
.