Function GMP::Stochastic::GetObjectiveBound(GMP, solution)

GMP::Stochastic::GetObjectiveBound

The function GMP::Stochastic::GetObjectiveBound returns the level value of the column mp.SubproblemObjectiveBound in a solution of a Benders problem, where mp denotes the corresponding symbolic mathematical program.

GMP::Stochastic::GetObjectiveBound(
     GMP,            ! (input) a generated mathematical program
     solution        ! (input) a solution
)

Arguments

GMP

An element in the set AllGeneratedMathematicalPrograms.

solution

An integer scalar reference to a solution.

Return Value

In case of success, the level value. Otherwise it returns UNDF.

Note

• The GMP should have been created by the function GMP::Stochastic::BendersFindReference.

• Initially, the column mp.SubproblemObjectiveBound is not part of the Benders problem but it will be added if the procedure GMP::Stochastic::AddBendersOptimalityCut is called.

See also

The routines GMP::Instance::GenerateStochasticProgram, GMP::Stochastic::AddBendersOptimalityCut and GMP::Stochastic::BendersFindReference.