mmrobust

The mmrobust module extends the Mosel language with new types for representing robust constraints and describe the associated uncertainty sets. To use this module the following line must be included in the header of the Mosel model file:

 uses 'mmrobust'

This is the reference manual of mmrobust. It is highly recommended to study the Xpress white paper on robust optimization found under docs/robust in the Xpress installation.

The first section presents the new functionality for the Mosel language provided by mmrobust, namely the new types uncertain, robustctr and uncertainctr and a set of subroutines that may be applied to objects of these types.

The following sections give detailed documentation of the subroutines (other than mathematical operators) defined by this module.