Solver interface

Solver interface

Documentation for StochasticPrograms.jl's interface for structured solvers.

Index

Interface

AbstractScenario

Abstract supertype for structured solver interface objects.

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AbstractStructuredModel

Abstract supertype for structured solver objects.

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StructuredModel(stochasticprogram::StochasticProgram, solver::AbstractStructuredSolver)

Return an instance of AbstractStructuredModel based on stochasticprogram and the given solver.

See also: optimize_structured!, fill_solution!

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fill_solution!(stochasticprogram::StochasticProgram, structuredmodel::AbstractStructuredModel)

Fill in the optimal solution in stochasticprogram after a call to optimize_structured!. Should fill in the first stage result and second stage results for each available scenario.

See also: optimize_structured!

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internal_solver(solver::AbstractStructuredSolver)

Return an AbstractMathProgSolver, if available, from solver.

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optimize_structured!(structuredmodel::AbstractStructuredModel)

Optimize the AbstractStructuredModel, which also optimizes the stochasticprogram it was instansiated from.

See also: fill_solution!

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solverstr(solver::AbstractStructuredModel)

Optionally, return a string identifier of AbstractStructuredModel.

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