Class "CDEPD"

Description

Class for the definition of the Deterministic Equivalent Problem

Objects from the Class

Objects can be created by calls of the form new("CDEPD", ...), or more conveniently by the generator function DEP().

Slots

MP:

"CLPD": The master or first-stage LP.

q:

"matrix": The objective(s) in the second-stage (per row for each scenario).

W:

"matrix": The recourse-matrix.

h:

"matrix": The absolute values of the rhs-constraints (per row for each scenario).

Tech:

"list": The technology matrices combined in a list object.

SubDir:

"character": The relational operators to be used in the second stage.

prob:

"vector": The probability for each scenario.

K:

"integer": The count of scenarios.

Methods

addTheta

Including the value function in the objective of the master problem.

checkAddFeasCut

Tests and adds a feasability cut to the master-problem.

checkAddOptCut

Tests and adds an optimality cut to the master-problem.

createRhsSubLP

Evaluates rhs-constraints of sub-problems.

createSubLP

Creates list of sub-problems for a given \mathbf{x}.

getA

Retrieving coefficient matrix.

getBounds

Retrieving the specified variable bounds.

getDir

Retrieving the relational operators in the constraints.

getH

Retrieving absolute terms of rhs-constraints in second-stage LP.

getK

Retrieving the count of scenarios.

getMax

Retrieving the direction of optimization as a logical value.

getMP

Retrieving the definition of the master problem.

getObj

Retrieving coefficients of objective.

getProb

Retrieving probabilities for scenarios.

getQ

Retrieving the second-stage coefficients of the objective.

getTech

Retrieving the list-object of technology-matrices.

getW

Retrieving the (fixed) recourse-matrix.

show

Formatted representation of DEP.

solveDEP

Solving a deterministic equivalent problem formulation.

solveExpVal

Solving a DEP for the expected value solution.

solvePerfInf

Solving a DEP under perfect information.

Author(s)

Bernhard Pfaff

See Also

DEP, validDEP

Examples

1
showClass("CDEPD")

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