Supporting Functions for Stochastic Programs
Supporting functions for stochastic models
The stochastic Benders algorithm (see Using the Stochastic Benders Algorithm) is
implemented in AIMMS as a combination of a system module that can be
included into your model, and a number of supporting functions in the
GMP::Stochastic
namespace of the GMP library. The procedures and
functions of the GMP::Stochastic
namespace are listed in
this table.










Overview of functionality
For a more detailed overview of the functionality offered by the
functions in the GMP::Stochastic
namespace, we refer to
Using the Stochastic Benders Algorithm for an outline of the stochastic Benders algorithm,
the system module containing the AIMMS implementation of the stochastic Benders algorithm, and
the AIMMS Function Reference for a detailed explanation of the functionality of each function.