This package provides S4-classes and methods for defining, manipulation and solving two-stage linear programs with fixed recourse.
|Date of publication||2013-03-15 23:03:18|
|Maintainer||Bernhard Pfaff <firstname.lastname@example.org>|
|License||GPL (>= 2)|
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