Description Objects from the Class Slots Methods Author(s) See Also Examples
Class for the definition of the Deterministic Equivalent Problem
Objects can be created by calls of the form new("CDEPD", ...)
, or
more conveniently by the generator function DEP()
.
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.
Including the value function in the objective of the master problem.
Tests and adds a feasability cut to the master-problem.
Tests and adds an optimality cut to the master-problem.
Evaluates rhs-constraints of sub-problems.
Creates list of sub-problems for a given \mathbf{x}.
Retrieving coefficient matrix.
Retrieving the specified variable bounds.
Retrieving the relational operators in the constraints.
Retrieving absolute terms of rhs-constraints in second-stage LP.
Retrieving the count of scenarios.
Retrieving the direction of optimization as a logical value.
Retrieving the definition of the master problem.
Retrieving coefficients of objective.
Retrieving probabilities for scenarios.
Retrieving the second-stage coefficients of the objective.
Retrieving the list
-object of technology-matrices.
Retrieving the (fixed) recourse-matrix.
Formatted representation of DEP.
Solving a deterministic equivalent problem formulation.
Solving a DEP for the expected value solution.
Solving a DEP under perfect information.
Bernhard Pfaff
1 | showClass("CDEPD")
|
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