The library documents itself · Statistics & data-viz

stzStochasticSolver

54 own methods · 0 forms written with extensions, listed under their method

the source: base/stats/stzStochasticSolver.ring(opens in a new tab) · All classes · The area reference: Statistics & data-viz

Under each method, its extensions (Q CS XT Z ZZ IB W U): bold and ticked, it exists; struck, it does not. The extensions and what they mean

Examples: 0 come from the library's tests; 11 were composed from each method's signature and run for this page, on a fresh object, for example o1 = new stzStochasticSolver() o1.AddVariable("x", 0, 10) o1.AddScenario("good", "high demand", [ :d = 8 ], 0.6) o1.AddScenario("bad", "low demand", [ :d = 3 ], 0.4) o1.Maximize("x"). 43 methods have none yet. Examples run on 2026-10-04 07:31 inside the library at commit 0e72e2e2c.

Method

Explanation, as the source carries it

init

(no comment in the source: the name reads as a sentence) initno extension

clear

(no comment in the source: the name reads as a sentence) clearno extension

addVariable

Variables Managementno extension

addIntegerVariable

Same as addVariable: Variables Managementno extension

addBinaryVariable

Same as addVariable: Variables Managementno extension

variables

(no comment in the source: the name reads as a sentence) variables

composed example

o1 = new stzStochasticSolver()
o1.AddVariable("x", 0, 10)
o1.AddScenario("good", "high demand", [ :d = 8 ], 0.6)
o1.AddScenario("bad", "low demand", [ :d = 3 ], 0.4)
o1.Maximize("x")
? @@( o1.variables() )
#--> [ [ [ "name", "x" ], [ "lowerbound", 0 ], [ "upperbound", 10 ], [ "type", "continuous" ] ] ]

composed from the signature, run for this page

no extension

variableNames

(no comment in the source: the name reads as a sentence) variable namesalso written: VarNames

composed example

o1 = new stzStochasticSolver()
o1.AddVariable("x", 0, 10)
o1.AddScenario("good", "high demand", [ :d = 8 ], 0.6)
o1.AddScenario("bad", "low demand", [ :d = 3 ], 0.4)
o1.Maximize("x")
? @@( o1.variableNames() )
#--> [ "x" ]

composed from the signature, run for this page

no extension

SetVariableNames

(no comment in the source: the name reads as a sentence) set variable namesno extension

addScenario

Scenario Managementno extension

scenarios

(no comment in the source: the name reads as a sentence) scenariosno extension

validateScenarios

(no comment in the source: the name reads as a sentence) validate scenarios

composed example

o1 = new stzStochasticSolver()
o1.AddVariable("x", 0, 10)
o1.AddScenario("good", "high demand", [ :d = 8 ], 0.6)
o1.AddScenario("bad", "low demand", [ :d = 3 ], 0.4)
o1.Maximize("x")
o1.ValidateScenarios()
? "the probabilities sum to 1"
#--> the probabilities sum to 1

composed from the signature, run for this page

no extension

addConstraint

Constraints Management - Enhanced to support string valuesno extension

addScenarioConstraint

(no comment in the source: the name reads as a sentence) add scenario constraintno extension

addChanceConstraint

(no comment in the source: the name reads as a sentence) add chance constraintno extension

constraints

(no comment in the source: the name reads as a sentence) constraintsno extension

maximize

Objective Functionno extension

minimize

(no comment in the source: the name reads as a sentence) minimizeno extension

objective

(no comment in the source: the name reads as a sentence) objective

composed example

o1 = new stzStochasticSolver()
o1.AddVariable("x", 0, 10)
o1.AddScenario("good", "high demand", [ :d = 8 ], 0.6)
o1.AddScenario("bad", "low demand", [ :d = 3 ], 0.4)
o1.Maximize("x")
? o1.objective()
#--> x

composed from the signature, run for this page

no extension

objectiveType

(no comment in the source: the name reads as a sentence) objective type

composed example

o1 = new stzStochasticSolver()
o1.AddVariable("x", 0, 10)
o1.AddScenario("good", "high demand", [ :d = 8 ], 0.6)
o1.AddScenario("bad", "low demand", [ :d = 3 ], 0.4)
o1.Maximize("x")
? o1.objectiveType()
#--> maximize

composed from the signature, run for this page

no extension

setSolverType

Solver Configurationno extension

setRobustnessFactor

(no comment in the source: the name reads as a sentence) set robustness factorno extension

setConfidenceLevel

(no comment in the source: the name reads as a sentence) set confidence levelno extension

evaluateConstraintValue

Enhanced Value Evaluation - New method to handle string constraint valuesno extension

evaluateExpression

(no comment in the source: the name reads as a sentence) evaluate expressionno extension

solve

Main Solving Methods

composed example

o1 = new stzStochasticSolver()
o1.AddVariable("x", 0, 10)
o1.AddScenario("good", "high demand", [ :d = 8 ], 0.6)
o1.AddScenario("bad", "low demand", [ :d = 3 ], 0.4)
o1.Maximize("x")
o1.Solve()
? o1.Status()
#--> optimal

composed from the signature, run for this page

no extension

solveExpectedValue

Expected Value Method

composed example

o1 = new stzStochasticSolver()
o1.AddVariable("x", 0, 10)
o1.AddScenario("good", "high demand", [ :d = 8 ], 0.6)
o1.AddScenario("bad", "low demand", [ :d = 3 ], 0.4)
o1.Maximize("x")
? @@( o1.solveExpectedValue() )
#--> [ [ "x", 0 ] ]

composed from the signature, run for this page

no extension

solveRobust

Robust Optimizationno extension

solveChanceConstrained

Chance-Constrained Programmingno extension

solveMonteCarlo

Monte Carlo Simulation

composed example

o1 = new stzStochasticSolver()
o1.AddVariable("x", 0, 10)
o1.AddScenario("good", "high demand", [ :d = 8 ], 0.6)
o1.AddScenario("bad", "low demand", [ :d = 3 ], 0.4)
o1.Maximize("x")
? @@( o1.solveMonteCarlo() )
#--> [ [ "x", 10 ] ]

composed from the signature, run for this page

no extension

applyScenarioParameters

Helper Methodsno extension

extractCoefficient

(no comment in the source: the name reads as a sentence) extract coefficientno extension

parseObjectiveCoefficients

(no comment in the source: the name reads as a sentence) parse objective coefficientsno extension

calculateExpectedResourceCost

(no comment in the source: the name reads as a sentence) calculate expected resource costno extension

calculateWorstCaseResourceCost

(no comment in the source: the name reads as a sentence) calculate worst case resource costno extension

calculateChanceResourceCost

(no comment in the source: the name reads as a sentence) calculate chance resource costno extension

calculateExpectedMaxValue

(no comment in the source: the name reads as a sentence) calculate expected max valueno extension

calculateRobustMaxValue

(no comment in the source: the name reads as a sentence) calculate robust max valueno extension

calculateChanceMaxValue

(no comment in the source: the name reads as a sentence) calculate chance max valueno extension

calculateScenarioMaxValue

(no comment in the source: the name reads as a sentence) calculate scenario max valueno extension

getWorstCaseObjective

(no comment in the source: the name reads as a sentence) get worst case objectiveno extension

solveForScenario

(no comment in the source: the name reads as a sentence) solve for scenariono extension

calculateScenarioObjectiveValue

(no comment in the source: the name reads as a sentence) calculate scenario objective valueno extension

getSolutionValue

(no comment in the source: the name reads as a sentence) get solution valueno extension

analyzeScenarios

Analysis Methods

composed example

o1 = new stzStochasticSolver()
o1.AddVariable("x", 0, 10)
o1.AddScenario("good", "high demand", [ :d = 8 ], 0.6)
o1.AddScenario("bad", "low demand", [ :d = 3 ], 0.4)
o1.Maximize("x")
o1.Solve()
? @@( o1.AnalyzeScenarios() )
#--> [ [ [ "scenario", "good" ], [ "probability", 0.6000 ], [ "objectivevalue", 0 ], [ "feasible", 1 ] ], [ [ "scenario", "bad" ], [ "probability", 0.4000 ], [ "objectivevalue", 0 ], [ "feasible", 1 ] ] ]

composed from the signature, run for this page

no extension

checkScenarioFeasibility

(no comment in the source: the name reads as a sentence) check scenario feasibilityno extension

expectedObjectiveValue

(no comment in the source: the name reads as a sentence) expected objective valueno extension

solution

Solution Accessno extension

status

(no comment in the source: the name reads as a sentence) status

composed example

o1 = new stzStochasticSolver()
o1.AddVariable("x", 0, 10)
o1.AddScenario("good", "high demand", [ :d = 8 ], 0.6)
o1.AddScenario("bad", "low demand", [ :d = 3 ], 0.4)
o1.Maximize("x")
o1.Solve()
? o1.Status()
#--> optimal

composed from the signature, run for this page

no extension

iterations

(no comment in the source: the name reads as a sentence) iterationsno extension

solveTime

(no comment in the source: the name reads as a sentence) solve timeno extension

solverType

(no comment in the source: the name reads as a sentence) solver type

composed example

o1 = new stzStochasticSolver()
o1.AddVariable("x", 0, 10)
o1.AddScenario("good", "high demand", [ :d = 8 ], 0.6)
o1.AddScenario("bad", "low demand", [ :d = 3 ], 0.4)
o1.Maximize("x")
? o1.solverType()
#--> expected

composed from the signature, run for this page

no extension

show

Display and Reportingno extension

exportToCSV

(no comment in the source: the name reads as a sentence) export to csvno extension

exportScenarioAnalysis

(no comment in the source: the name reads as a sentence) export scenario analysisno extension