Procedure GMP::Stochastic::MergeSolution(GMP, solution1, solution2, updObj)

GMP::Stochastic::MergeSolution

The procedure GMP::Stochastic::MergeSolution merges a solution of a Benders problem into a solution of the stochastic mathematical program belonging to the Benders problem. Only the level values of the columns are merged. The objective level value is updated by using the objective definition and the level values in the solution.

GMP::Stochastic::MergeSolution(
     GMP,            ! (input) a generated mathematical program
     solution1,      ! (input) a solution
     solution2,      ! (input) a solution
     [updObj]        ! (optional) a binary scalar value
)

Arguments

GMP

An element in the set AllGeneratedMathematicalPrograms.

solution1

An integer scalar reference to a solution of GMP.

solution2

An integer scalar reference to a solution of the stochastic mathematical program that belongs to GMP.

updObj

A binary scalar indicating whether the (stochastic) objective value should be updated. Its default value is 1 which means that the objective is updated.

Return Value

The procedure returns 1 on success, or 0 otherwise.

Note

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

• It is most efficient to only update the objective value during the last call to GMP::Stochastic::MergeSolution, i.e., set updObj to 1 for the last call and to 0 for all preceding calls.

See also

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