From anureet at yahoo.com  Thu Jun 28 22:18:17 2007
From: anureet at yahoo.com (Anureet Saxena)
Date: Thu, 28 Jun 2007 19:18:17 -0700 (PDT)
Subject: [Coin-SMI] integrality constraints?
Message-ID: <175134.33166.qm@web52909.mail.re2.yahoo.com>

hi,
   
  I am trying to read a stochastic program using the SMI interface. This is 2-stage program having mixed-integer first-stage variables, pure binary second-stage variables, and discrete distributions. A simple (20 lines) code and the data  I am using is available at:
   
  http://www.andrew.cmu.edu/user/anureets/tmp/smi_code_data.tgz
   
  I have 2 quesions in this regard,
   
  First, the deterministic model created by SmiScnModel looses the integrality information. In other words the deterministic program is a linear program and not a MIP, as expected.
   
  Second, the deterministic program has the default OsiClp variable names. The variable names in .cor file are not used to construct the variable names for the deterministic program. I am wondering if it is possible to recycle the original variable names (say by suffixing them by scenario index) in the deterministic problem. This will be very helpful for decomposition type methods which need to know the role of each variable.
   
  I greatly appreciate any help on the above issues.
   
  regards,
  anureet
   
   
   
   
   
   


Anureet Saxena
 anureet at cmu.edu
 anureet at yahoo.com
 
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