Initializing help system before first use

scenario

Purpose
Create a scenario uncertain constraint.
Synopsis
function scenario(data:array (range,set of uncertain) of real):uncertainctr
Argument
data 
Scenario data
Return value
The new scenario uncertain constraint.
Further information
A scenario uncertain constraint takes historical data of the possible realizations of the uncertain data. In effect, the introduced uncertain constraint enforced that for any solution to the robust optimization problem, any robust constraint robustctr is satisfied for all realizations of the uncertains as defined by the data array. This function stores a reference to the provided array ( i.e. it does not make a copy of it). As a consequence any modification to the array will imply modifications to the constraint even after the constraint has been built. Invalid data is only reported at the time of loading the problem into the optimiser.
Module
mmrobust

Parent Topic Procedures and functions

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