Add a new chance-constraint to the SP model.

Description

R interface function for LINDO API function LSaddChanceConstraint. For more information, please refer to LINDO API User Manual.

Usage

1
  rLSaddChanceConstraint(model,iSense,nCons,paiCons,dPrLevel,dObjWeight)

Arguments

model

A LINDO API model object, returned by rLScreateModel.

iSense

The sense of the chance-constraint. Possible values are LS_CONTYPE_LE and LS_CONTYPE_GE.

nCons

Number of rows in this chance constraint.

paiCons

An integer array containing row indices in the chanceconstraint.

dPrLevel

Probability level of this chance constraint.

dObjWeight

The constraint's weight in the probabilistic objective relative to the orignal objective function.

Value

An R list object with components:

ErrorCode

Zero if successful, nonzero otherwise.

References

LINDO SYSTEMS home page at www.lindo.com

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