rLSaddChanceConstraint: Add a new chance-constraint to the SP model.
Description
R interface function for LINDO API function LSaddChanceConstraint. For more information,
please refer to LINDO API User Manual.
Usage
rLSaddChanceConstraint(model,iSense,nCons,paiCons,dPrLevel,dObjWeight)
Arguments
iSense
The sense of the chance-constraint. Possible values are LS_CONTYPE_LE and LS_CONTYPE_GE.
nCons
Number of rows in this chance constraint.
paiCons
An integer array containing row indices in the chanceconstraint.
dPrLevel
Probability level of this chance constraint.
dObjWeight
The constraint's weight in the probabilistic objective relative to the orignal objective function.
Value
An R list object with components:
- ErrorCode
- Zero if successful, nonzero otherwise.
References
LINDO SYSTEMS home page at www.lindo.com