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Implement an oracle that can be used to sample the [subproblem](https://github.com/odow/SDDP.jl/blob/7f1e47140efc4fd33f0cca2be27c0331bef11203/src/SDDP.jl#L215) or [noise](https://github.com/odow/SDDP.…
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It doesn't appear the code is currently set up to allow the easy extraction of dual variables of the subproblem constraints. Could you point me to the place in the code that creates a dictionary refer…
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Is there a way to save a trained model?
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something along the lines of
```julia
abstract type StoppingRule end
struct BoundStalling sr.tol
return false
end
end
return true
end
# usage
solve(m,
s…
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Hi,
Im developing an example of hydro dams model. I want to use some historical data to generate trajectories extracting series directly from weekly data in a deterministic way. The first trajecto…
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Add a test for https://github.com/odow/SDDP.jl/pull/90
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Currently we make no claims about compatibility going forward which isn't great if we want to change existing functionality (ref https://github.com/odow/SDDP.jl/issues/84).
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Hi Oscar:
I've found that when you want to simulate after you have solved the problem. You only can simulate the variables that belong to the same period. I think that this isn't reported in the do…
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```julia
@rhsnoise(sp, w=[1,2,3], 2x+y2x+yp*x)
```
But we should really have
```julia
@stageobjective(sp, [1,2,3], (p, w) -> p*x + w)
```
to allow for stagewise independent noise on-top-of the …
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I have infeasible solution to this simple problem. However when ADDING a constraint (`@constraint(sp, x == 500.0)`) , the solver gives me a solution!
Please can someone help to undestand what is …