- Procedure GMP::Stochastic::AddBendersFeasibilityCut(GMP, solution, cutNo)¶
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 )
An element in the set
An integer scalar reference to a solution.
An integer scalar reference to a cut number.
The procedure returns 1 on success, or 0 otherwise..
The GMP should have been created by the function
By using the suffix
.SubproblemFeasibilityCutsof the associated symbolic mathematical program it is possible to refer to the row that is added by
gmpBenbe a Benders problem corresponding to the symbolic mathematical program
mp. Then the row
mp.SubproblemFeasibilityCuts(gmpBen,lbl)is added to the GMP, where
lblis an element in the set
AllGMPExtensionscreated by this procedure using cutNo.