Methods

List of methods available.

• ExtensiveForm: deterministic equivalent formulation solve
• Benders: Benders decomposition
• DW: Dantzig-Wolfe decomposition
• Dual: Dual decomposition

getBlockIds

Get the vector of block IDs that are assigned to the current MPI rank

Arguments

• nblocks: number of blocks (by default, DSPProblem.nblocks)
• master_has_subblocks: indicate whether the master process solves (scenario) blocks or not (should always be false). This should not be modified.

getNumBlockCols

Get the number of columns for each block

loadStochasticProblem!

Load stochastic programming problem from StructJuMP

Arguments

• model: StructJuMP model

loadStructuredProblem!

Load generic block-structured problem from StructJuMP

Arguments

• model: StructJuMP model

load_problem!

Load problem from StructJuMP

Arguments

• m: StructJuMP model

myrank

Returns the MPI rank (i.e., process id), starting from 0

mysize

Returns the number of MPI processes

parallelize

Initialize DSP environment related to MPI, if MPI is initialized.

set

Set the parameters for Wasserstein ambiguity set

Arguments

• dsp: DSPProblem struct
• p: norm of the Wasserstein distance
• ϵ: the size of the Wasserstein ball

setBlocks

The function sets the number of blocks (e.g., scenarios for stochastic program) and their Ids.

setoptions!

This takes options arguments for setting DSP options.

Arguments

• options: possible keys are :param (path to parameter file), :is_stochastic (true if stochastic model; otherwise, false), and :solve_type (algorithm type; see Methods).

writeMps!

Write the deterministic equivalent formulation in MPS format.