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Without an upper bound, the question of when to terminate SDDP-type algorithms is an open question in the literature. Thus, we need some heuristic for preemptively terminating the algorithm when the s…
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## Motivation
The implementation of SDDiP in SDDP.jl is bad. If you use it, you will probably run into convergence issues! No need to open an issue, I'm aware of the problem. (If you have challengi…
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**Is it true that MDP = Policy graphs without squiggling arrows, where transition probabilities are given by the p_{ij}'s?**
If that is true, which I think it is, then I strongly suggest you solve …
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I have a few queries regarding your implementation :smile:
- Did you ever try any other methods apart from the level set for solving the SDDiP Lagrangian?
- Follow up: Do you ever notice bad numer…
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Hi, Oscar!
I want to print a model, however, i find print function doesn't work when I express this
```
ini_x=zeros(10);
index=[5,6]
model=SDDP.LinearPolicyGraph(
stages=10,
sense=:Min,
lower_…
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Thank you all for maintaining this package! I have a question.
I am trying to write a package involving mixed-integer variables and am testing if I can use the interface in SDDP.jl to construct a m…
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Thank y'all for all your work on SDDP and SDDiP packages. I've been been updating a model that previously used SDDiP.jl to SDDP.jl, and an initial draft seems to run fine. At this point, I have a coup…
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The tolerances here should use the ones inside `SDDiP` instead of hard-coded `1e-8`:
https://github.com/odow/SDDP.jl/blob/951c5bf0ebc149c42465d37baee0189a84278c73/src/plugins/integrality_handlers.j…
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Hi,
currently I observe some issues with the variable allocation using GAMS.jl.
It seems that variables which are added to a JuMP model, when solving this model via GAMS.jl are only considered i…
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Hello,
Could you please help me with numerical stability issues?
I improved problem scaling. Now, my model does not include too large or too small coefficients (e-1 smallest and e+2 largest). Stil…