Description Usage Arguments Value Author(s) Examples
Additional arguments to the checkAddOptCut
-method pertinent to the
defined S4-classes in this package are detailed below.
1 2 | ## S4 method for signature 'CDEPD'
checkAddOptCut(object, x, theta, Rhs = NULL)
|
object |
|
x |
|
theta |
|
Rhs |
|
list
: Returns a list
-object with named elements
DEP
for the "CDEPD"
object, SubLPOpt
a
list
itself with the solved sub-problems and status
taking a value of 1
if an optimality has been added to the
master-problem, or 0
if not.
Bernhard Pfaff
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 38 39 40 41 42 | ##
## Birge & Louveaux
## Chapter 5, Section 1.a,
##
## Master problem
obj <- c(100, 150)
A <- matrix(c(1, 1,
1, 0,
0, 1),
ncol = 2, nrow = 3, byrow = TRUE)
dir <- c("<=", ">=", ">=")
rhs <- c(120, 40, 20)
MLP <- LPD(obj, A, dir, rhs)
MLP
## Defining vectors and matrices for second stage
W <- matrix(c(6, 10,
8, 5,
1, 0,
0, 1),
ncol = 2, byrow = TRUE)
Tech <- matrix(c(-60, 0,
0, -80,
0, 0,
0, 0),
ncol = 2, byrow = TRUE)
## scenario 1
ss1obj <- c(-24, -28)
h1 <- c(0, 0, 500, 100)
## scenario 2
ss2obj <- c(-28, -32)
h2 <- c(0, 0, 300, 300)
## probabilities
p <- c(0.4, 0.6)
## combining objective and absolute rhs values
q <- rbind(ss1obj, ss2obj)
h <- rbind(h1, h2)
## Creating DEP object
OC <- DEP(MP = MLP, q = q, W = W, h = h, Tech = Tech, prob = p)
OC <- addTheta(OC)
x <- getDecVar(solveLPD(MLP))
OC1Cut <- checkAddOptCut(OC, x = x, theta = -Inf)
getMP(OC1Cut$DEP)
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