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


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,               ! (input) a generated mathematical program
     [name]             ! (optional) a string expression



An element in the set AllGeneratedMathematicalPrograms.


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.


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.