SmiScnModel Class Reference

SmiScnModel: COIN-SMI Scenario Model Class. More...

#include <SmiScnModel.hpp>

Collaboration diagram for SmiScnModel:

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). Parameters name The name for the model and the written files winFileExtensions optional; false by default, so extensions will be [core, time, stoch]. With this parameter set to true, it will be [cor, tim, sto]. strictFormat optional, true by default. Set to false if SMPS files should be written in free format. Returns -1 in case of no existing SMI model, otherwise 0
int	writeSmps (const char *name, bool winFileExtensions=false, bool strictFormat=true)
SmiCoreData *	getCore ()
Direct methods.
Direct methods require the user to create instances of Core data and Scenario data. Currently, the dimension of the core nodes determines the dimension of the scenario nodes, but this is something that could easily be changed.
void	processDiscreteDistributionIntoScenarios (SmiDiscreteDistribution *s, bool test=false)
	generate scenarios from discrete distribution More...
void	setModelProb (double p)
	generate scenarios from discrete distribution More...
int	addNodeToSubmodel (SmiScnNode *smiScnNode)
	generate scenarios from discrete distribution More...
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 More...
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 More...
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 More...
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 More...
SmiScenarioIndex	generateScenarioFromCore (SmiCoreData *core, double prob, SmiCoreCombineRule *r=SmiCoreCombineReplace::Instance())
	generate scenarios from discrete distribution More...
SmiScenarioIndex	generateScenarioFromCore (double prob, SmiCoreCombineRule *r=SmiCoreCombineReplace::Instance())
	generate scenarios from discrete distribution More...

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 More...
SmiMessage *	messages_
	constructs LP and QP data arrays for Deterministic Equivalent More...
OsiSolverInterface *	osiStoch_
	constructs LP and QP data arrays for Deterministic Equivalent More...
int	nrow_
	constructs LP and QP data arrays for Deterministic Equivalent More...
int	ncol_
	constructs LP and QP data arrays for Deterministic Equivalent More...
int	nels_
	constructs LP and QP data arrays for Deterministic Equivalent More...
int	nels_max
	constructs LP and QP data arrays for Deterministic Equivalent More...
double *	drlo_
	constructs LP and QP data arrays for Deterministic Equivalent More...
double *	drup_
	constructs LP and QP data arrays for Deterministic Equivalent More...
double *	dobj_
	constructs LP and QP data arrays for Deterministic Equivalent More...
double *	dclo_
	constructs LP and QP data arrays for Deterministic Equivalent More...
double *	dcup_
	constructs LP and QP data arrays for Deterministic Equivalent More...
CoinPackedMatrix *	matrix_
	constructs LP and QP data arrays for Deterministic Equivalent More...
double *	dels_
	constructs LP and QP data arrays for Deterministic Equivalent More...
int *	indx_
	constructs LP and QP data arrays for Deterministic Equivalent More...
int *	rstrt_
	constructs LP and QP data arrays for Deterministic Equivalent More...
int	nqels_
	constructs LP and QP data arrays for Deterministic Equivalent More...
int *	qstart_
	constructs LP and QP data arrays for Deterministic Equivalent More...
int *	qindx_
	constructs LP and QP data arrays for Deterministic Equivalent More...
double *	qdels_
	constructs LP and QP data arrays for Deterministic Equivalent More...
ClpModel *	clp_
	constructs LP and QP data arrays for Deterministic Equivalent More...
int	minrow_
	constructs LP and QP data arrays for Deterministic Equivalent More...
bool	solve_synch_
	constructs LP and QP data arrays for Deterministic Equivalent More...
double	totalProb_
	constructs LP and QP data arrays for Deterministic Equivalent More...
SmiCoreData *	core_
	constructs LP and QP data arrays for Deterministic Equivalent More...
SmiScenarioTree< SmiScnNode * >	smiTree_
	constructs LP and QP data arrays for Deterministic Equivalent More...
int *	integerInd
	constructs LP and QP data arrays for Deterministic Equivalent More...
int	integerLen
	constructs LP and QP data arrays for Deterministic Equivalent More...
int *	binaryInd
	constructs LP and QP data arrays for Deterministic Equivalent More...
int	binaryLen
	constructs LP and QP data arrays for Deterministic Equivalent More...
std::vector< int >	intIndices
	constructs LP and QP data arrays for Deterministic Equivalent More...
int *	maxNelsPerScenInStage
	constructs LP and QP data arrays for Deterministic Equivalent More...
OsiSolverInterface *	loadOsiSolverData ()
	constructs LP and QP data arrays for Deterministic Equivalent More...
OsiSolverInterface *	loadOsiSolverDataForSubproblem (int stage, int scenStart)
	constructs LP and QP data arrays for Deterministic Equivalent More...
std::vector< std::pair< double, double > >	solveWS (OsiSolverInterface *osiSolver, double objSense)
	constructs LP and QP data arrays for Deterministic Equivalent More...
std::pair< double, double * >	solveEV (OsiSolverInterface *osiSolver, double objSense)
	constructs LP and QP data arrays for Deterministic Equivalent More...
double	solveEEV (OsiSolverInterface *osiSolver, double objSense)
	constructs LP and QP data arrays for Deterministic Equivalent More...
double	getWSValue (OsiSolverInterface *osiSolver, double objSense)
	constructs LP and QP data arrays for Deterministic Equivalent More...
double	getEVValue (OsiSolverInterface *osiSolver, double objSense)
	constructs LP and QP data arrays for Deterministic Equivalent More...
double	getEEVValue (OsiSolverInterface *osiSolver, double objSense)
	constructs LP and QP data arrays for Deterministic Equivalent More...
void	setCore (SmiCoreData *val)
	constructs LP and QP data arrays for Deterministic Equivalent More...
SmiScenarioIndex	getNumScenarios ()
	constructs LP and QP data arrays for Deterministic Equivalent More...
double	getScenarioProb (SmiScenarioIndex ns)
	constructs LP and QP data arrays for Deterministic Equivalent More...
SmiScnNode *	getLeafNode (SmiScenarioIndex i)
	constructs LP and QP data arrays for Deterministic Equivalent More...
SmiScnNode *	getRootNode ()
	constructs LP and QP data arrays for Deterministic Equivalent More...
int *	getIntegerInd ()
	constructs LP and QP data arrays for Deterministic Equivalent More...
int	getIntegerLen ()
	constructs LP and QP data arrays for Deterministic Equivalent More...
int *	getBinaryInd ()
	constructs LP and QP data arrays for Deterministic Equivalent More...
int	getBinaryLen ()
	constructs LP and QP data arrays for Deterministic Equivalent More...
std::vector< int >	getIntIndices ()
	constructs LP and QP data arrays for Deterministic Equivalent More...
void	addIntIndice (int indice)
	constructs LP and QP data arrays for Deterministic Equivalent More...
double	getObjectiveValue (SmiScenarioIndex ns)
	constructs LP and QP data arrays for Deterministic Equivalent More...
double *	getColSolution (SmiScenarioIndex ns, int *length)
	constructs LP and QP data arrays for Deterministic Equivalent More...
double *	getRowSolution (SmiScenarioIndex ns, int *length)
	constructs LP and QP data arrays for Deterministic Equivalent More...
double *	getRowDuals (SmiScenarioIndex ns, int *length)
	constructs LP and QP data arrays for Deterministic Equivalent More...
double	getColSolution (SmiScenarioIndex ns, int stage, int colIndex)
	constructs LP and QP data arrays for Deterministic Equivalent More...
double	getRowSolution (SmiScenarioIndex ns, int stage, int rowIndex)
	constructs LP and QP data arrays for Deterministic Equivalent More...
double	getRowDuals (SmiScenarioIndex ns, int stage, int rowIndex)
	constructs LP and QP data arrays for Deterministic Equivalent More...
double *	getColValue (const double *d, SmiScenarioIndex ns, int *length)
	constructs LP and QP data arrays for Deterministic Equivalent More...
double	getColValue (const double *d, SmiScenarioIndex ns, int stage, int rowIndex)
	constructs LP and QP data arrays for Deterministic Equivalent More...
double *	getRowValue (const double *d, SmiScenarioIndex ns, int *length, bool isDual)
	constructs LP and QP data arrays for Deterministic Equivalent More...
double	getRowValue (const double *d, SmiScenarioIndex ns, int stage, int rowIndex, bool isDual)
	constructs LP and QP data arrays for Deterministic Equivalent More...
void	setOsiSolverHandle (OsiSolverInterface &osi)
	constructs LP and QP data arrays for Deterministic Equivalent More...
void	setOsiSolverHandle (OsiSolverInterface *osi)
	constructs LP and QP data arrays for Deterministic Equivalent More...
OsiSolverInterface *	getOsiSolverInterface ()
	constructs LP and QP data arrays for Deterministic Equivalent More...
void	releaseSolver ()
	constructs LP and QP data arrays for Deterministic Equivalent More...
void	releaseCore ()
	constructs LP and QP data arrays for Deterministic Equivalent More...
void	setQuadraticSolver (ClpModel *clp)
	constructs LP and QP data arrays for Deterministic Equivalent More...
ClpModel *	getQuadraticSolver ()
	constructs LP and QP data arrays for Deterministic Equivalent More...
ClpModel *	loadQuadraticSolverData ()
	constructs LP and QP data arrays for Deterministic Equivalent More...
	SmiScnModel ()
	constructs LP and QP data arrays for Deterministic Equivalent More...
	~SmiScnModel ()
	constructs LP and QP data arrays for Deterministic Equivalent More...
void	addNode (SmiScnNode *node, bool notDetEq=false)
	constructs LP and QP data arrays for Deterministic Equivalent More...
void	deleteNode (SmiScnNode *tnode)
	constructs LP and QP data arrays for Deterministic Equivalent More...
void	addNode (SmiNodeData *node)
	constructs LP and QP data arrays for Deterministic Equivalent More...
SmiScenarioTree< SmiScnNode * > *	getSmiTree ()
	constructs LP and QP data arrays for Deterministic Equivalent More...
void	generateSolverArrays ()
	constructs LP and QP data arrays for Deterministic Equivalent More...

Detailed Description

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.

Constructor & Destructor Documentation

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

Member Function Documentation

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

Friends And Related Function Documentation

void SmiScnModelDiscreteUnitTest ( )

friend

void DecompUnitTest ( )

friend

Member Data Documentation

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.

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The documentation for this class was generated from the following file:

• /tmp/Smi-0.96.1/Smi/src/SmiScnModel.hpp