FlopSmiEx Namespace Reference

Core-node base class for the FlopCpp-Smi modelling framework. More...

Classes
class	CoreNodeBase
	Problem-independent base class for an LP/MIP model in one node of a tree. More...
class	ScenTreeStruct
	Base class for scenario-trees. More...
class	BinTreeStruct
	Class for balanced binary trees. More...
class	TwoStageTree
	Class for a 2-stage tree (bush) More...

Functions
SmiCoreData *	create_smi_core (vector< CoreNodeBase * > &coreNodes, std::string problemName="flop-smi_ex")
	creates an SmiCoreData object from a vector of core-node models More...
double	solve_det_equiv (SmiScnModel &stochModel, MP_model::MP_direction const minOrMax, double const *&p2solVector, std::string const problemName)
	solves the deterministic equivalent of an SmiScnModel model More...
double	minimize_det_equiv (SmiScnModel &stochModel, double const *&p2solVector, std::string const problemName="flop-smi_ex")
	wrapper for solve_det_equiv with minOrMax = MP_model::MINIMIZE More...
double	maximize_det_equiv (SmiScnModel &stochModel, double const *&p2solVector, std::string const problemName="flop-smi_ex")
	wrapper for solve_det_equiv with minOrMax = MP_model::MAXIMIZE More...

Detailed Description

Core-node base class for the FlopCpp-Smi modelling framework.

Scenario-tree classes for the FlopCpp-Smi modelling framework.

Author

Michal Kaut and Alan King

Part of the bundle described in paper "A C++ Modelling Environment for Stochastic Programming" by Michal Kaut, Alan King and Tim Hultberg, IBM Technical report RC24662, http://domino.watson.ibm.com/library/ cyberdig.nsf/papers/3E80629707DD1782852574E300592E33

This file includes definitions of the general, problem independent, core-node base class.

Note that the code is meant as an illustrative example that mixes different styles to show more ways of doing things, something you most likely do not want to do in a real code. In addition, in a real code one would probably made many of the members private and write get/set methods where needed.Note that the COIN-OR classes should be included as "coin/class-name", but some of the FlopC++ classes do not do that, so we have to call the class without the prefix and add the coin dir. to the search path.

Author

Michal Kaut and Alan King

Part of the bundle described in paper "A C++ Modelling Environment for Stochastic Programming" by Michal Kaut, Alan King and Tim Hultberg, IBM Technical report RC24662, http://domino.watson.ibm.com/library/ cyberdig.nsf/papers/3E80629707DD1782852574E300592E33

This file includes declarations for classes describing different scenario-tree structures.

Function Documentation

SmiCoreData* FlopSmiEx::create_smi_core	(	vector< CoreNodeBase * > &	coreNodes,
		std::string	problemName = "flop-smi_ex"
	)

creates an SmiCoreData object from a vector of core-node models

Note that the input must be a vector of the base-class pointers CoreNodeBase*. If we have a vector of pointers to derived classes, we have to make a copy with base-class pointers first.

double FlopSmiEx::solve_det_equiv	(	SmiScnModel &	stochModel,
		MP_model::MP_direction const	minOrMax,
		double const *&	p2solVector,
		std::string const	problemName
	)

solves the deterministic equivalent of an SmiScnModel model

Parameters

	stochModel	the stochastic model to solve
[in]	minOrMax	optimization direction as MP_model::MP_direction
[out]	p2solVector	will point to a solution vector
[in]	problemName	used for the output MPS files (in debug mode)

double FlopSmiEx::minimize_det_equiv	(	SmiScnModel &	stochModel,
		double const *&	p2solVector,
		std::string const	problemName = "flop-smi_ex"
	)

wrapper for solve_det_equiv with minOrMax = MP_model::MINIMIZE

double FlopSmiEx::maximize_det_equiv	(	SmiScnModel &	stochModel,
		double const *&	p2solVector,
		std::string const	problemName = "flop-smi_ex"
	)

wrapper for solve_det_equiv with minOrMax = MP_model::MAXIMIZE