The SPMTHD, or SP Solver Method, option is used to select the solution method for a stochastic programming (SP) model.  Presently, the available choices are:

SPMTHD Setting

 

SP Solver Method

0

Solver DecidesLINGO decides the most appropriate method for solving the SP model

1

Deterministic EquivalentLINGO generates and directly solves the deterministic equivalent (DE) of the SP model

2

Nested Benders Decomposition The DE for realistic SP models can get to be quite large, in that the core model is replicated once for every scenario.  Fortunately, the DE displays strong block-angular structure, which makes it adaptable to decomposition techniques, such as nested Bender decomposition (NBD).  Note that the model must be entirely linear to successfully use the NBD option.

The default setting for the SP Solver Method option is 0, or Solver Decides.