- 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 functionGMP::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
.