rLindo (version 8.0.1)

rLSsolveSBD: Optimize a given LP or MILP model with Benders' decomposition.

Description

R interface function for LINDO API function LSsolveSBD. For more information, please refer to LINDO API User Manual.

Usage

rLSsolveSBD(model,nStages,panRowStage,panColStage)

Arguments

model

A LINDO API model object, returned by rLScreateModel.

nStages

Number of stages/blocks in the dual angular model.

panRowStage

The stage indices of constraints. Stage-0 indicates linking row or column.

panColStage

The stage indices of variables. Stage-0 indicates linking row or column.

Value

An R list object with components:

ErrorCode

Zero if successful, nonzero otherwise.

pnStatus

The status of the optimization.

Details

The model should have dual angular block structure to be solved with this routine. The dual angular structure is specified explicitly with the argument list.

References

LINDO SYSTEMS home page at www.lindo.com