GMP::Stochastic::CreateBendersRootproblemgenerates 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 )
- An element in the set
- A string that holds the name for the Benders problem created for GMP at stage 1.
A new element in the set
AllGeneratedMathematicalProgramswith the name as specified by the name argument.
- The GMP should have been created by the function
- The generated math program belonging to the node of a Benders
subproblem can be obtained by using the function
- 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