- Function GMP::Stochastic::CreateBendersRootproblem(GMP, name)
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.
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 the set
GMP::Stochastic::UpdateBendersSubproblem. See Basic Concepts of the
Language Reference for more details on scenario tree, scenarios and