Method for adding theta coefficient to objective

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Description

Additional arguments to the addTheta-method pertinent to the defined S4-classes in this package are detailed below.

Usage

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## S4 method for signature 'CLPD'
addTheta(object)  
## S4 method for signature 'CDEPD'
addTheta(object)  

Arguments

object

CLPD or CDEPD: an object of class "CLPD" or "CDEPD", ordinarily returned by a call to either LPD() or DEP(), respectively.

Details

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).

Value

"CLPD" or "CDEPD": The LP definition with the newly included θ coefficient (updated slot MP in case of an "CDEPD"-object).

Author(s)

Bernhard Pfaff

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