115. SPMTHD
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 Decides — LINGO decides the most appropriate method for solving the SP model |
1 |
Deterministic Equivalent — LINGO 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.