Function GMP::Stochastic::CreateBendersRootproblem(GMP, name)

GMP::Stochastic::CreateBendersRootproblem

The function GMP::Stochastic::CreateBendersRootproblem generates a mathematical program that represents the Benders problem at the unique node at stage 1 in the scenario tree of a stochastic mathematical program, and it also creates all Benders problems for all other nodes.

This function collects all columns and rows that correspond to the unique (representive) scenario at stage 1 in the scenario tree.

GMP::Stochastic::CreateBendersRootproblem(
     GMP,               ! (input) a generated mathematical program
     [name]             ! (optional) a string expression
)

Arguments

GMP

An element in the set AllGeneratedMathematicalPrograms.

name

A string that holds the name for the Benders problem created for GMP at stage 1.

Return Value

A new element in the set AllGeneratedMathematicalPrograms with the name as specified by the name argument.

Note

• The GMP should have been created by the function GMP::Instance::GenerateStochasticProgram.

• The generated math program belonging to the node of a Benders subproblem can be obtained by using the function GMP::Stochastic::BendersFindReference.

• If the name argument is not specified, or if it is the empty string, then the name of the GMP, stage 1 and the unique representive scenario at stage 1 are used to create a new element in the set AllGeneratedMathematicalPrograms.

See also

The routines GMP::Instance::GenerateStochasticProgram, GMP::Stochastic::BendersFindReference and GMP::Stochastic::UpdateBendersSubproblem. See Basic Concepts of the Language Reference for more details on scenario tree, scenarios and stages.