SmiScnModel: COIN-SMI Scenario Model Class. More...
#include <SmiScnModel.hpp>
Public Member Functions | ||||||||||
Read SMPS files. | ||||||||||
There should be three files: {name}. [core, time, stoch]. If you have different extension conventions, then you can hack the method yourself. The files can be compressed. The object that reads the files is derived from CoinMpsIO. The optional argument SmiCoreCombineRule allows user to pass in a class to override the default methods to combine core and stochastic data. | ||||||||||
int | readSmps (const char *name, SmiCoreCombineRule *r=NULL) | |||||||||
Writes SMPS files. | ||||||||||
This method generates three files {name}. [core, time, stoch] or {name}.[cor, tim, sto] (see second parameter).
| ||||||||||
int | writeSmps (const char *name, bool winFileExtensions=false, bool strictFormat=true) | |||||||||
SmiCoreData * | getCore () | |||||||||
Direct methods. | ||||||||||
void | processDiscreteDistributionIntoScenarios (SmiDiscreteDistribution *s, bool test=false) | |||||||||
generate scenarios from discrete distribution | ||||||||||
void | setModelProb (double p) | |||||||||
generate scenarios from discrete distribution | ||||||||||
int | addNodeToSubmodel (SmiScnNode *smiScnNode) | |||||||||
generate scenarios from discrete distribution | ||||||||||
SmiScenarioIndex | generateScenario (SmiCoreData *core, CoinPackedMatrix *matrix, CoinPackedVector *dclo, CoinPackedVector *dcup, CoinPackedVector *dobj, CoinPackedVector *drlo, CoinPackedVector *drup, SmiStageIndex branch, SmiScenarioIndex anc, double prob, SmiCoreCombineRule *r=SmiCoreCombineReplace::Instance()) | |||||||||
generate scenario with ancestor/branch node identification | ||||||||||
SmiScenarioIndex | generateScenario (SmiCoreData *core, CoinPackedMatrix *matrix, CoinPackedVector *dclo, CoinPackedVector *dcup, CoinPackedVector *dobj, CoinPackedVector *drlo, CoinPackedVector *drup, std::vector< int >labels, double prob, SmiCoreCombineRule *r=SmiCoreCombineReplace::Instance()) | |||||||||
generate scenario with labels information | ||||||||||
SmiScenarioIndex | generateScenario (CoinPackedMatrix *matrix, CoinPackedVector *dclo, CoinPackedVector *dcup, CoinPackedVector *dobj, CoinPackedVector *drlo, CoinPackedVector *drup, SmiStageIndex branch, SmiScenarioIndex anc, double prob, SmiCoreCombineRule *r=SmiCoreCombineReplace::Instance()) | |||||||||
generate scenario with ancestor/branch node identification | ||||||||||
SmiScenarioIndex | generateScenario (CoinPackedMatrix *matrix, CoinPackedVector *dclo, CoinPackedVector *dcup, CoinPackedVector *dobj, CoinPackedVector *drlo, CoinPackedVector *drup, std::vector< int >labels, double prob, SmiCoreCombineRule *r=SmiCoreCombineReplace::Instance()) | |||||||||
generate scenario with labels information | ||||||||||
SmiScenarioIndex | generateScenarioFromCore (SmiCoreData *core, double prob, SmiCoreCombineRule *r=SmiCoreCombineReplace::Instance()) | |||||||||
generate scenarios from discrete distribution | ||||||||||
SmiScenarioIndex | generateScenarioFromCore (double prob, SmiCoreCombineRule *r=SmiCoreCombineReplace::Instance()) | |||||||||
generate scenarios from discrete distribution | ||||||||||
Friends | ||||||||||
void | SmiScnModelDiscreteUnitTest () | |||||||||
void | DecompUnitTest () | |||||||||
loadOsiSolverData | ||||||||||
Loads deterministic equivalent model into internal osi data structures and return handle. Note: this uses a callback class SmiCoreCombineRule to decide how to combine the core and stochastic data. The user can override the default methods when the scenario is generated (see SmiScnModel::generateScenario) or when SMPS files are processed (see SmiScnModel::readSmps). | ||||||||||
CoinMessageHandler * | handler_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
SmiMessage * | messages_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
OsiSolverInterface * | osiStoch_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int | nrow_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int | ncol_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int | nels_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int | nels_max | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double * | drlo_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double * | drup_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double * | dobj_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double * | dclo_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double * | dcup_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
CoinPackedMatrix * | matrix_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double * | dels_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int * | indx_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int * | rstrt_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int | nqels_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int * | qstart_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int * | qindx_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double * | qdels_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
ClpModel * | clp_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int | minrow_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
bool | solve_synch_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double | totalProb_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
SmiCoreData * | core_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
SmiScenarioTree< SmiScnNode * > | smiTree_ | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int * | integerInd | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int | integerLen | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int * | binaryInd | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int | binaryLen | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
std::vector< int > | intIndices | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int * | maxNelsPerScenInStage | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
OsiSolverInterface * | loadOsiSolverData () | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
OsiSolverInterface * | loadOsiSolverDataForSubproblem (int stage, int scenStart) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
std::vector< std::pair< double, double > > | solveWS (OsiSolverInterface *osiSolver, double objSense) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
std::pair< double, double * > | solveEV (OsiSolverInterface *osiSolver, double objSense) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double | solveEEV (OsiSolverInterface *osiSolver, double objSense) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double | getWSValue (OsiSolverInterface *osiSolver, double objSense) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double | getEVValue (OsiSolverInterface *osiSolver, double objSense) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double | getEEVValue (OsiSolverInterface *osiSolver, double objSense) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
void | setCore (SmiCoreData *val) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
SmiScenarioIndex | getNumScenarios () | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double | getScenarioProb (SmiScenarioIndex ns) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
SmiScnNode * | getLeafNode (SmiScenarioIndex i) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
SmiScnNode * | getRootNode () | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int * | getIntegerInd () | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int | getIntegerLen () | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int * | getBinaryInd () | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
int | getBinaryLen () | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
std::vector< int > | getIntIndices () | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
void | addIntIndice (int indice) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double | getObjectiveValue (SmiScenarioIndex ns) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double * | getColSolution (SmiScenarioIndex ns, int *length) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double * | getRowSolution (SmiScenarioIndex ns, int *length) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double * | getRowDuals (SmiScenarioIndex ns, int *length) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double | getColSolution (SmiScenarioIndex ns, int stage, int colIndex) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double | getRowSolution (SmiScenarioIndex ns, int stage, int rowIndex) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double | getRowDuals (SmiScenarioIndex ns, int stage, int rowIndex) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double * | getColValue (const double *d, SmiScenarioIndex ns, int *length) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double | getColValue (const double *d, SmiScenarioIndex ns, int stage, int rowIndex) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double * | getRowValue (const double *d, SmiScenarioIndex ns, int *length, bool isDual) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
double | getRowValue (const double *d, SmiScenarioIndex ns, int stage, int rowIndex, bool isDual) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
void | setOsiSolverHandle (OsiSolverInterface &osi) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
void | setOsiSolverHandle (OsiSolverInterface *osi) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
OsiSolverInterface * | getOsiSolverInterface () | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
void | releaseSolver () | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
void | releaseCore () | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
void | setQuadraticSolver (ClpModel *clp) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
ClpModel * | getQuadraticSolver () | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
ClpModel * | loadQuadraticSolverData () | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
SmiScnModel () | ||||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
~SmiScnModel () | ||||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
void | addNode (SmiScnNode *node, bool notDetEq=false) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
void | deleteNode (SmiScnNode *tnode) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
void | addNode (SmiNodeData *node) | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
SmiScenarioTree< SmiScnNode * > * | getSmiTree () | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent | ||||||||||
void | generateSolverArrays () | |||||||||
constructs LP and QP data arrays for Deterministic Equivalent |
SmiScnModel: COIN-SMI Scenario Model Class.
Concrete class for generating scenario stochastic linear programs.
This class implements the Scenarios format of the Stochastic MPS modeling system (TODO: web pointer). Core data and Scenarios data can be passed using COIN/OSI structures, or can be read from SMPS formatted files.
Typical driver fragment looks like this
SmiScnModel smi; smi.readSmps("app0110R"); smi.setOsiSolverHandle(new OsiClpSolverInterface()); OsiSolverInterface *osiStoch = smi.loadOsiSolverData(); osiStoch->initialSolve();
The setOsiSolverHandle method allows the user to pass in any OSI compatible solver.
Definition at line 49 of file SmiScnModel.hpp.
SmiScnModel::SmiScnModel | ( | ) | [inline] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 287 of file SmiScnModel.hpp.
SmiScnModel::~SmiScnModel | ( | ) |
constructs LP and QP data arrays for Deterministic Equivalent
int SmiScnModel::readSmps | ( | const char * | name, | |
SmiCoreCombineRule * | r = NULL | |||
) |
int SmiScnModel::writeSmps | ( | const char * | name, | |
bool | winFileExtensions = false , |
|||
bool | strictFormat = true | |||
) |
SmiCoreData* SmiScnModel::getCore | ( | ) | [inline] |
Definition at line 85 of file SmiScnModel.hpp.
void SmiScnModel::processDiscreteDistributionIntoScenarios | ( | SmiDiscreteDistribution * | s, | |
bool | test = false | |||
) |
generate scenarios from discrete distribution
void SmiScnModel::setModelProb | ( | double | p | ) | [inline] |
generate scenarios from discrete distribution
Definition at line 103 of file SmiScnModel.hpp.
int SmiScnModel::addNodeToSubmodel | ( | SmiScnNode * | smiScnNode | ) |
generate scenarios from discrete distribution
SmiScenarioIndex SmiScnModel::generateScenario | ( | SmiCoreData * | core, | |
CoinPackedMatrix * | matrix, | |||
CoinPackedVector * | dclo, | |||
CoinPackedVector * | dcup, | |||
CoinPackedVector * | dobj, | |||
CoinPackedVector * | drlo, | |||
CoinPackedVector * | drup, | |||
SmiStageIndex | branch, | |||
SmiScenarioIndex | anc, | |||
double | prob, | |||
SmiCoreCombineRule * | r = SmiCoreCombineReplace::Instance() | |||
) |
generate scenario with ancestor/branch node identification
Core argument must be supplied. Data values combine with corresponding core values, if found, or creates them if not.
Scenario nodes need to have same dimensions as core nodes.
Data field arguments can be NULL, or empty.
branch, anc, arguments must be supplied. These identify the branching node according to the Stochastic MPS standard.
prob is unconditional probability of scenario
SmiScenarioIndex SmiScnModel::generateScenario | ( | SmiCoreData * | core, | |
CoinPackedMatrix * | matrix, | |||
CoinPackedVector * | dclo, | |||
CoinPackedVector * | dcup, | |||
CoinPackedVector * | dobj, | |||
CoinPackedVector * | drlo, | |||
CoinPackedVector * | drup, | |||
std::vector< int > | labels, | |||
double | prob, | |||
SmiCoreCombineRule * | r = SmiCoreCombineReplace::Instance() | |||
) |
generate scenario with labels information
Core argument must be supplied. Data values combine with corresponding core values, if found, or creates them if not.
Scenario nodes need to have same dimensions as core nodes.
Data field arguments can be NULL, or empty.
Labels are passed as vector<int> array. Adds new path using labels to find branching node. The depth (root to leaf) of new path is labels.size().
SmiScenarioIndex SmiScnModel::generateScenario | ( | CoinPackedMatrix * | matrix, | |
CoinPackedVector * | dclo, | |||
CoinPackedVector * | dcup, | |||
CoinPackedVector * | dobj, | |||
CoinPackedVector * | drlo, | |||
CoinPackedVector * | drup, | |||
SmiStageIndex | branch, | |||
SmiScenarioIndex | anc, | |||
double | prob, | |||
SmiCoreCombineRule * | r = SmiCoreCombineReplace::Instance() | |||
) |
generate scenario with ancestor/branch node identification
Core argument must be supplied. Data values combine with corresponding core values, if found, or creates them if not.
Scenario nodes need to have same dimensions as core nodes.
Data field arguments can be NULL, or empty.
branch, anc, arguments must be supplied. These identify the branching node according to the Stochastic MPS standard.
prob is unconditional probability of scenario
SmiScenarioIndex SmiScnModel::generateScenario | ( | CoinPackedMatrix * | matrix, | |
CoinPackedVector * | dclo, | |||
CoinPackedVector * | dcup, | |||
CoinPackedVector * | dobj, | |||
CoinPackedVector * | drlo, | |||
CoinPackedVector * | drup, | |||
std::vector< int > | labels, | |||
double | prob, | |||
SmiCoreCombineRule * | r = SmiCoreCombineReplace::Instance() | |||
) |
generate scenario with labels information
Core argument must be supplied. Data values combine with corresponding core values, if found, or creates them if not.
Scenario nodes need to have same dimensions as core nodes.
Data field arguments can be NULL, or empty.
Labels are passed as vector<int> array. Adds new path using labels to find branching node. The depth (root to leaf) of new path is labels.size().
SmiScenarioIndex SmiScnModel::generateScenarioFromCore | ( | SmiCoreData * | core, | |
double | prob, | |||
SmiCoreCombineRule * | r = SmiCoreCombineReplace::Instance() | |||
) |
generate scenarios from discrete distribution
SmiScenarioIndex SmiScnModel::generateScenarioFromCore | ( | double | prob, | |
SmiCoreCombineRule * | r = SmiCoreCombineReplace::Instance() | |||
) |
generate scenarios from discrete distribution
OsiSolverInterface* SmiScnModel::loadOsiSolverData | ( | ) |
constructs LP and QP data arrays for Deterministic Equivalent
OsiSolverInterface* SmiScnModel::loadOsiSolverDataForSubproblem | ( | int | stage, | |
int | scenStart | |||
) |
constructs LP and QP data arrays for Deterministic Equivalent
std::vector< std::pair<double,double> > SmiScnModel::solveWS | ( | OsiSolverInterface * | osiSolver, | |
double | objSense | |||
) |
constructs LP and QP data arrays for Deterministic Equivalent
std::pair<double,double*> SmiScnModel::solveEV | ( | OsiSolverInterface * | osiSolver, | |
double | objSense | |||
) |
constructs LP and QP data arrays for Deterministic Equivalent
double SmiScnModel::solveEEV | ( | OsiSolverInterface * | osiSolver, | |
double | objSense | |||
) |
constructs LP and QP data arrays for Deterministic Equivalent
double SmiScnModel::getWSValue | ( | OsiSolverInterface * | osiSolver, | |
double | objSense | |||
) |
constructs LP and QP data arrays for Deterministic Equivalent
double SmiScnModel::getEVValue | ( | OsiSolverInterface * | osiSolver, | |
double | objSense | |||
) |
constructs LP and QP data arrays for Deterministic Equivalent
double SmiScnModel::getEEVValue | ( | OsiSolverInterface * | osiSolver, | |
double | objSense | |||
) |
constructs LP and QP data arrays for Deterministic Equivalent
void SmiScnModel::setCore | ( | SmiCoreData * | val | ) | [inline] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 231 of file SmiScnModel.hpp.
SmiScenarioIndex SmiScnModel::getNumScenarios | ( | ) | [inline] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 234 of file SmiScnModel.hpp.
double SmiScnModel::getScenarioProb | ( | SmiScenarioIndex | ns | ) |
constructs LP and QP data arrays for Deterministic Equivalent
SmiScnNode* SmiScnModel::getLeafNode | ( | SmiScenarioIndex | i | ) | [inline] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 236 of file SmiScnModel.hpp.
SmiScnNode* SmiScnModel::getRootNode | ( | ) | [inline] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 237 of file SmiScnModel.hpp.
int* SmiScnModel::getIntegerInd | ( | ) | [inline] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 239 of file SmiScnModel.hpp.
int SmiScnModel::getIntegerLen | ( | ) | [inline] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 240 of file SmiScnModel.hpp.
int* SmiScnModel::getBinaryInd | ( | ) | [inline] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 241 of file SmiScnModel.hpp.
int SmiScnModel::getBinaryLen | ( | ) | [inline] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 242 of file SmiScnModel.hpp.
std::vector<int> SmiScnModel::getIntIndices | ( | ) | [inline] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 244 of file SmiScnModel.hpp.
void SmiScnModel::addIntIndice | ( | int | indice | ) | [inline] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 247 of file SmiScnModel.hpp.
double SmiScnModel::getObjectiveValue | ( | SmiScenarioIndex | ns | ) |
constructs LP and QP data arrays for Deterministic Equivalent
double* SmiScnModel::getColSolution | ( | SmiScenarioIndex | ns, | |
int * | length | |||
) |
constructs LP and QP data arrays for Deterministic Equivalent
double* SmiScnModel::getRowSolution | ( | SmiScenarioIndex | ns, | |
int * | length | |||
) |
constructs LP and QP data arrays for Deterministic Equivalent
double* SmiScnModel::getRowDuals | ( | SmiScenarioIndex | ns, | |
int * | length | |||
) |
constructs LP and QP data arrays for Deterministic Equivalent
double SmiScnModel::getColSolution | ( | SmiScenarioIndex | ns, | |
int | stage, | |||
int | colIndex | |||
) |
constructs LP and QP data arrays for Deterministic Equivalent
double SmiScnModel::getRowSolution | ( | SmiScenarioIndex | ns, | |
int | stage, | |||
int | rowIndex | |||
) |
constructs LP and QP data arrays for Deterministic Equivalent
double SmiScnModel::getRowDuals | ( | SmiScenarioIndex | ns, | |
int | stage, | |||
int | rowIndex | |||
) |
constructs LP and QP data arrays for Deterministic Equivalent
double* SmiScnModel::getColValue | ( | const double * | d, | |
SmiScenarioIndex | ns, | |||
int * | length | |||
) |
constructs LP and QP data arrays for Deterministic Equivalent
double SmiScnModel::getColValue | ( | const double * | d, | |
SmiScenarioIndex | ns, | |||
int | stage, | |||
int | rowIndex | |||
) |
constructs LP and QP data arrays for Deterministic Equivalent
double* SmiScnModel::getRowValue | ( | const double * | d, | |
SmiScenarioIndex | ns, | |||
int * | length, | |||
bool | isDual | |||
) |
constructs LP and QP data arrays for Deterministic Equivalent
double SmiScnModel::getRowValue | ( | const double * | d, | |
SmiScenarioIndex | ns, | |||
int | stage, | |||
int | rowIndex, | |||
bool | isDual | |||
) |
constructs LP and QP data arrays for Deterministic Equivalent
void SmiScnModel::setOsiSolverHandle | ( | OsiSolverInterface & | osi | ) | [inline] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 267 of file SmiScnModel.hpp.
void SmiScnModel::setOsiSolverHandle | ( | OsiSolverInterface * | osi | ) | [inline] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 271 of file SmiScnModel.hpp.
OsiSolverInterface* SmiScnModel::getOsiSolverInterface | ( | ) |
constructs LP and QP data arrays for Deterministic Equivalent
void SmiScnModel::releaseSolver | ( | ) | [inline] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 277 of file SmiScnModel.hpp.
void SmiScnModel::releaseCore | ( | ) | [inline] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 278 of file SmiScnModel.hpp.
void SmiScnModel::setQuadraticSolver | ( | ClpModel * | clp | ) | [inline] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 281 of file SmiScnModel.hpp.
ClpModel* SmiScnModel::getQuadraticSolver | ( | ) | [inline] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 282 of file SmiScnModel.hpp.
ClpModel* SmiScnModel::loadQuadraticSolverData | ( | ) |
constructs LP and QP data arrays for Deterministic Equivalent
void SmiScnModel::addNode | ( | SmiScnNode * | node, | |
bool | notDetEq = false | |||
) |
constructs LP and QP data arrays for Deterministic Equivalent
void SmiScnModel::deleteNode | ( | SmiScnNode * | tnode | ) |
constructs LP and QP data arrays for Deterministic Equivalent
void SmiScnModel::addNode | ( | SmiNodeData * | node | ) |
constructs LP and QP data arrays for Deterministic Equivalent
SmiScenarioTree<SmiScnNode *>* SmiScnModel::getSmiTree | ( | ) | [inline] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 303 of file SmiScnModel.hpp.
void SmiScnModel::generateSolverArrays | ( | ) | [private] |
constructs LP and QP data arrays for Deterministic Equivalent
void SmiScnModelDiscreteUnitTest | ( | ) | [friend] |
void DecompUnitTest | ( | ) | [friend] |
CoinMessageHandler* SmiScnModel::handler_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 305 of file SmiScnModel.hpp.
SmiMessage* SmiScnModel::messages_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 306 of file SmiScnModel.hpp.
OsiSolverInterface* SmiScnModel::osiStoch_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 309 of file SmiScnModel.hpp.
int SmiScnModel::nrow_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 311 of file SmiScnModel.hpp.
int SmiScnModel::ncol_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 312 of file SmiScnModel.hpp.
int SmiScnModel::nels_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 313 of file SmiScnModel.hpp.
int SmiScnModel::nels_max [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 314 of file SmiScnModel.hpp.
double* SmiScnModel::drlo_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 316 of file SmiScnModel.hpp.
double* SmiScnModel::drup_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 317 of file SmiScnModel.hpp.
double* SmiScnModel::dobj_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 318 of file SmiScnModel.hpp.
double* SmiScnModel::dclo_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 319 of file SmiScnModel.hpp.
double* SmiScnModel::dcup_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 320 of file SmiScnModel.hpp.
CoinPackedMatrix* SmiScnModel::matrix_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 321 of file SmiScnModel.hpp.
double* SmiScnModel::dels_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 322 of file SmiScnModel.hpp.
int* SmiScnModel::indx_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 323 of file SmiScnModel.hpp.
int* SmiScnModel::rstrt_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 324 of file SmiScnModel.hpp.
int SmiScnModel::nqels_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 326 of file SmiScnModel.hpp.
int* SmiScnModel::qstart_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 327 of file SmiScnModel.hpp.
int* SmiScnModel::qindx_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 328 of file SmiScnModel.hpp.
double* SmiScnModel::qdels_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 329 of file SmiScnModel.hpp.
ClpModel* SmiScnModel::clp_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 330 of file SmiScnModel.hpp.
int SmiScnModel::minrow_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 335 of file SmiScnModel.hpp.
bool SmiScnModel::solve_synch_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 337 of file SmiScnModel.hpp.
double SmiScnModel::totalProb_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 339 of file SmiScnModel.hpp.
SmiCoreData* SmiScnModel::core_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 343 of file SmiScnModel.hpp.
SmiScenarioTree<SmiScnNode *> SmiScnModel::smiTree_ [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 349 of file SmiScnModel.hpp.
int* SmiScnModel::integerInd [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 351 of file SmiScnModel.hpp.
int SmiScnModel::integerLen [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 352 of file SmiScnModel.hpp.
int* SmiScnModel::binaryInd [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 353 of file SmiScnModel.hpp.
int SmiScnModel::binaryLen [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 354 of file SmiScnModel.hpp.
std::vector<int> SmiScnModel::intIndices [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 356 of file SmiScnModel.hpp.
int* SmiScnModel::maxNelsPerScenInStage [private] |
constructs LP and QP data arrays for Deterministic Equivalent
Definition at line 357 of file SmiScnModel.hpp.