GMP::Stochastic Procedures and Functions
AIMMS supports the following procedures and functions for creating and managing generated stochastic mathematical program instances:
- GMP::Stochastic::AddBendersFeasibilityCut
- GMP::Stochastic::AddBendersOptimalityCut
- GMP::Stochastic::BendersFindFeasibilityReference
- GMP::Stochastic::BendersFindReference
- GMP::Stochastic::CreateBendersRootproblem
- GMP::Stochastic::GetObjectiveBound
- GMP::Stochastic::GetRelativeWeight
- GMP::Stochastic::GetRepresentativeScenario
- GMP::Stochastic::MergeSolution
- GMP::Stochastic::UpdateBendersSubproblem