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.

- 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.

Bernhard Pfaff

1 | ```
showClass("CDEPD")
``` |

TSSP documentation built on May 31, 2017, 2:40 a.m.

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