TSSP: Two-Stage Stochastic Programs

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This package provides S4-classes and methods for defining, manipulation and solving two-stage linear programs with fixed recourse.

Author
Bernhard Pfaff
Date of publication
2013-03-15 23:03:18
Maintainer
Bernhard Pfaff <bernhard@pfaffikus.de>
License
GPL (>= 2)
Version
0.1-0

View on R-Forge

Man pages

addCon
Method for adding constraints to a linear program
addTheta
Method for adding 'theta' coefficient to objective
addVar
Method for adding variables to a linear program
CDEPD-class
Class '"CDEPD"'
CDEPS-class
Class '"CDEPS"'
checkAddFeasCut
Method for checking/adding feasability cuts to master-problem
checkAddOptCut
Method for checking/adding optimality cuts to master-problem
CLPD-class
Class '"CLPD"'
CLPS-class
Class '"CLPS"'
createRhsSubLP
Method for evaluating rhs-constraints of sub-problems
createSubLP
Method for creating sub-problems
DEP
Deterministic Equivalent Problem of Two-Stage SP
dropCutsMP
Method for removing feasability and optimality cuts
EVPI
Method for calculating the expected value of perfect...
getA
Method for retrieving constraint matrix 'A'
getBounds
Method for retrieving the variable bounds
getDecVar
Method for retrieving the decision variables in objective
getDep
Method for retrieving DEP with potential cuts in master...
getDir
Method for retrieving the relational operators in the...
getH
Method for retrieving the absolute terms in rhs-constraints...
getK
Method for retrieving the count of scenarios
getMax
Method for retrieving the direction of optimization
getMP
Method for retrieving the master problem
getObj
Method for retrieving the coefficients in the objective...
getOpt
Method for retrieving the optimal value of the objective...
getPar
Method for retrieving the optimal parameters
getProb
Method for retrieving the scenario probabilities
getQ
Method for retrieving the coefficients of the second-stage...
getRhs
Method for retrieving rhs-constraints
getStatus
Method for retrieving the status of the solver
getSubLP
Method for retrieving solutions of sub-problems
getTech
Method for retrieving list of technology matrices
getW
Method for retrieving the recourse-matrix
gt2lt
Method for converting greater-or-equal to lower-or-equal...
iq2eq
Method for converting inequality to equality constraints
LPD
Definition of Linear Program
lt2gt
Method for converting lower-or-equal to greater-or-equal...
Primal2Dual
Method for converting a primal LP to its dual representation
solveDEP
Method for solving a deterministic equivalent program
solveExpVal
Method for solving a DEP under perfect information
solveLPD
Method for solving a Linear Program
solvePerfInf
Method for solving a DEP under perfect information
validDEP
Validation of '"CDEPD"' objects
validLPD
Validation of '"CLPD"' objects
VSS
Method for calculating the value of the stochastic solution

Files in this package

TSSP
TSSP/man
TSSP/man/EVPI.Rd
TSSP/man/getDep.Rd
TSSP/man/getQ.Rd
TSSP/man/LPD.Rd
TSSP/man/dropCutsMP.Rd
TSSP/man/solvePerfInf.Rd
TSSP/man/CDEPS-class.Rd
TSSP/man/iq2eq.Rd
TSSP/man/getDecVar.Rd
TSSP/man/solveExpVal.Rd
TSSP/man/addCon.Rd
TSSP/man/getDir.Rd
TSSP/man/addTheta.Rd
TSSP/man/getTech.Rd
TSSP/man/CLPS-class.Rd
TSSP/man/getMax.Rd
TSSP/man/lt2gt.Rd
TSSP/man/validDEP.Rd
TSSP/man/DEP.Rd
TSSP/man/checkAddFeasCut.Rd
TSSP/man/getSubLP.Rd
TSSP/man/getA.Rd
TSSP/man/getObj.Rd
TSSP/man/getMP.Rd
TSSP/man/CLPD-class.Rd
TSSP/man/createSubLP.Rd
TSSP/man/gt2lt.Rd
TSSP/man/getStatus.Rd
TSSP/man/getH.Rd
TSSP/man/getK.Rd
TSSP/man/getRhs.Rd
TSSP/man/getW.Rd
TSSP/man/validLPD.Rd
TSSP/man/Primal2Dual.Rd
TSSP/man/solveLPD.Rd
TSSP/man/getOpt.Rd
TSSP/man/getBounds.Rd
TSSP/man/createRhsSubLP.Rd
TSSP/man/CDEPD-class.Rd
TSSP/man/checkAddOptCut.Rd
TSSP/man/VSS.Rd
TSSP/man/getPar.Rd
TSSP/man/addVar.Rd
TSSP/man/solveDEP.Rd
TSSP/man/getProb.Rd
TSSP/DESCRIPTION
TSSP/NAMESPACE
TSSP/R
TSSP/R/getQ.R
TSSP/R/getW.R
TSSP/R/addCon.R
TSSP/R/solvePerfInf.R
TSSP/R/getDecVar.R
TSSP/R/dropCutsMP.R
TSSP/R/getDir.R
TSSP/R/All-Generics.R
TSSP/R/getDep.R
TSSP/R/getTech.R
TSSP/R/solveExpVal.R
TSSP/R/LPD.R
TSSP/R/solveLPD.R
TSSP/R/getH.R
TSSP/R/gt2lt.R
TSSP/R/checkAddOptCut.R
TSSP/R/iq2eq.R
TSSP/R/getSubLP.R
TSSP/R/getK.R
TSSP/R/DEP.R
TSSP/R/Primal2Dual.R
TSSP/R/getA.R
TSSP/R/solveDEP.R
TSSP/R/getRhs.R
TSSP/R/getProb.R
TSSP/R/getObj.R
TSSP/R/VSS.R
TSSP/R/createSubLP.R
TSSP/R/getStatus.R
TSSP/R/show.R
TSSP/R/getPar.R
TSSP/R/getOpt.R
TSSP/R/EVPI.R
TSSP/R/lt2gt.R
TSSP/R/addVar.R
TSSP/R/getMP.R
TSSP/R/getBounds.R
TSSP/R/createRhsSubLP.R
TSSP/R/addTheta.R
TSSP/R/All-Classes.R
TSSP/R/checkAddFeasCut.R
TSSP/R/getMax.R