SP Solver Method
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Contents
The SP Solver Method option:
on the SP Solver Tab is used to select the solution method for a stochastic programming (SP) model. Presently, the available choices are:
| • | Solver Decides - LINGO decides the most appropriate method for solving the SP model. |
| • | Deterministic Equivalent - LINGO generates and directly solves the deterministic equivalent (DE) of the SP model. |
| • | Nested Benders - 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 use NBD. |
The default setting for the SP Solver Method option is Solver Decides.