Procedure GMP::Stochastic::UpdateBendersSubproblem(GMP, solution)

GMP::Stochastic::UpdateBendersSubproblem

The procedure GMP::Stochastic::UpdateBendersSubproblem updates the right hand side values of a Benders problem by using a solution of the parent Benders problem.

GMP::Stochastic::UpdateBendersSubproblem(
     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

The procedure returns 1 on success, or 0 otherwise.

Note

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

• This procedure does not use the solution if the GMP belongs to the Benders problem at (the unique node at) stage 1, i.e., if it was created by the function GMP::Stochastic::CreateBendersRootproblem.

See also

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