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


addCon Man page
addCon,CLPD-method Man page
addTheta Man page
addTheta,CDEPD-method Man page
addTheta,CLPD-method Man page
addVar Man page
addVar,CLPD-method Man page
CDEPD-class Man page
CDEPS-class Man page
checkAddFeasCut Man page
checkAddFeasCut,CDEPD-method Man page
checkAddOptCut Man page
checkAddOptCut,CDEPD-method Man page
CLPD-class Man page
CLPS-class Man page
createRhsSubLP Man page
createRhsSubLP,CDEPD-method Man page
createSubLP Man page
createSubLP,CDEPD-method Man page
DEP Man page
dropCutsMP Man page
dropCutsMP,CDEPS-method Man page
EVPI Man page
EVPI,CDEPS-method Man page
getA Man page
getA,CDEPD-method Man page
getA,CLPD-method Man page
getA,CLPS-method Man page
getBounds Man page
getBounds,CDEPD-method Man page
getBounds,CLPD-method Man page
getBounds,CLPS-method Man page
getDecVar Man page
getDecVar,CDEPS-method Man page
getDecVar,CLPS-method Man page
getDep Man page
getDep,CDEPS-method Man page
getDir Man page
getDir,CDEPD-method Man page
getDir,CLPD-method Man page
getDir,CLPS-method Man page
getH Man page
getH,CDEPD-method Man page
getK Man page
getK,CDEPD-method Man page
getMax Man page
getMax,CDEPD-method Man page
getMax,CLPD-method Man page
getMax,CLPS-method Man page
getMP Man page
getMP,CDEPD-method Man page
getObj Man page
getObj,CDEPD-method Man page
getObj,CLPD-method Man page
getObj,CLPS-method Man page
getOpt Man page
getOpt,CDEPS-method Man page
getOpt,CLPS-method Man page
getPar Man page
getPar,CDEPS-method Man page
getPar,CLPS-method Man page
getProb Man page
getProb,CDEPD-method Man page
getProb,CDEPS-method Man page
getQ Man page
getQ,CDEPD-method Man page
getRhs Man page
getRhs,CDEPD-method Man page
getRhs,CLPD-method Man page
getRhs,CLPS-method Man page
getStatus Man page
getStatus,CDEPS-method Man page
getStatus,CLPS-method Man page
getSubLP Man page
getSubLP,CDEPS-method Man page
getTech Man page
getTech,CDEPD-method Man page
getW Man page
getW,CDEPD-method Man page
gt2lt Man page
gt2lt,CLPD-method Man page
iq2eq Man page
iq2eq,CLPD-method Man page
LPD Man page
lt2gt Man page
lt2gt,CLPD-method Man page
Primal2Dual Man page
Primal2Dual,CLPD-method Man page
show,CDEPD-method Man page
show,CDEPS-method Man page
show,CLPD-method Man page
show,CLPS-method Man page
solveDEP Man page
solveDEP,CDEPD-method Man page
solveExpVal Man page
solveExpVal,CDEPD-method Man page
solveExpVal,CDEPS-method Man page
solveLPD Man page
solveLPD,CLPD-method Man page
solvePerfInf Man page
solvePerfInf,CDEPD-method Man page
solvePerfInf,CDEPS-method Man page
validDEP Man page
validLPD Man page
VSS Man page
VSS,CDEPS-method Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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