- Procedure GMP::Stochastic::AddBendersOptimalityCut(GMP, solution, cutNo)
GMP::Stochastic::AddBendersOptimalityCut
The procedure GMP::Stochastic::AddBendersOptimalityCut
adds a
Benders optimality cut to the parent of a Benders problem by using the
dual information from a solution of the Benders problem.
GMP::Stochastic::AddBendersOptimalityCut(
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::BendersFindReference
.By using the suffix
.SubproblemOptimalityCuts
of the associated symbolic mathematical program it is possible to refer to the row that is added byGMP::Stochastic::AddBendersOptimalityCut
. LetgmpBen
be a Benders problem corresponding to the symbolic mathematical programmp
. Then the rowmp.SubproblemOptimalityCuts(gmpBen,lbl)
is added to the GMP, wherelbl
is an element in the setAllGMPExtensions
created by this procedure using cutNo.The first time this procedure is called for a Benders problem a new column
mp.SubproblemObjectiveBound(gmpBen)
is added to the parent of the Benders problem. For this column a coefficient equal to the relative weight of the Benders problem will be added to the objective of the parent. For this column a coefficient of 1 is added to the optimality cut.