Method for adding theta coefficient to objective
Additional arguments to the
addTheta-method pertinent to the
defined S4-classes in this package are detailed below.
1 2 3 4
This method adds the theta coefficient to the objective function of the master linear problem (MLP). The constraints of the MLP Ax = b are adjusted accordingly. The θ coefficient represents the value function (aka recourse function) of the sub-problems (second stage).
"CDEPD": The LP definition with the newly
included θ coefficient (updated slot
MP in case of
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