Set AllStochasticGenerationModes

AllStochasticGenerationModes

The predefined set AllStochasticGenerationModes defines the modes in which GMP::Instance::GenerateStochasticProgram may generate a stochastic programming problem.

Set AllStochasticGenerationModes {
    Index      :  IndexStochasticGenerationModes;
    Definition :  {
        data { CreateNonAnticipativityConstraints,
               SubstituteStochasticVariables }
    }
}

Definition

The predefined set AllStochasticGenerationModes defines the set of elements CreateNonAnticipativityConstraints and SubstituteStochasticVariables.

Updatability

The contents of the set AllStochasticGenerationModes cannot be modified.

See also

• Stochastic programming is discussed in Stochastic Programming of the Language Reference.

• The intrinsic function GMP::Instance::GenerateStochasticProgram.