TSSP: Two-Stage Stochastic Programs

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

AuthorBernhard Pfaff
Date of publication2013-03-15 23:03:18
MaintainerBernhard Pfaff <bernhard@pfaffikus.de>
LicenseGPL (>= 2)

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/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/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

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