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

 1 2 ## 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.

Bernhard Pfaff

Examples

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 ## ## 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.