checkAddFeasCut: Method for checking/adding feasability cuts to master-problem

In TSSP: Two-Stage Stochastic Programs

Description

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

Usage

## S4 method for signature 'CDEPD'
checkAddFeasCut(object, x, Rhs = NULL)  

Arguments

object	CDEPD: ordinarily returned by a call to DEP().
x	vector: The values for the decision variables of the master problem.
Rhs	NULL or matrix: By default the rhs-constraints are computed for a given value of \mathbf{x} by invoking createRhsSubLP(). Otherwise, a suitable matrix object.

Value

CDEPD: Returns a "CDEPD"-object; either unchanged to the supplied object or by an amended feasability cut-constraint in the slot "MP" of the object.

Author(s)

Bernhard Pfaff

Examples

##
## Birge & Louveaux
## Chapter 5, Section 1.b, 
##
## Master problem
obj <- c(3, 2)
A <- diag(2)
dir <- c(">=", ">=")
rhs <- c(0, 0)
MP <- LPD(obj, A, dir, rhs)
MPsF <- iq2eq(MP)
MPsF
## Sub-problems (using slack variables)
q <- c(-15, -12)
W <- matrix(c(3, 2,
              2, 5,
              1, 0,
              0, 1,
              1, 0,
              0, 1),
            nrow = 6, ncol = 2, byrow = TRUE)
Tech <- matrix(c(-1, 0,
                 0, -1,
                 0, 0,
                 0, 0,
                 0, 0,
                 0, 0),
               nrow = 6, ncol = 2, byrow = TRUE)
h1 <- c(0, 0, 0.8 * 4, 0.8 * 4, 4, 4)
h2 <- c(0, 0, 0.8 * 4, 0.8 * 8, 4, 8)
h3 <- c(0, 0, 0.8 * 6, 0.8 * 4, 6, 4)
h4 <- c(0, 0, 0.8 * 6, 0.8 * 8, 6, 8)
H <- rbind(h1, h2, h3, h4)
SubDir <- c("<=", "<=", ">=", ">=", "<=", "<=")
FC <- DEP(MP = MPsF, q = q, W = W, h = H, SubDir = SubDir, Tech = Tech)
FC1Cut <- checkAddFeasCut(FC, x = c(0, 0))
getMP(FC1Cut)

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

Class '"CDEPS"'

TSSP index

Method for checking/adding optimality cuts to master-problem