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`SDDP.jl` needs a better name. Suggestions that have been floated
+ ELISE.jl - Extensible LIbrary for SDDP Experiments
+ SMOKIE.jl - Stochastic Multistage Optimisation Kit Including Extensibility
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I don't think there are updated docs clarifying this at the moment. Just leaving this here to answer a question.
The first column is either a single value or a confidence interval from a Monte Carl…
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Из-за блока кода
>$tmp = SQLSelectOne("SELECT ID FROM LIMIT 1");
>if (!$tmp['ID'])
> exit; // no devices added -- no need to run this cycle
цикл никогда не запустится. Запрос ошибочный и всег…
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Eventually it might be nice to have a standard interface for visualizing states, etc.
If I understand correctly, the julian interface for visualizing object `x` is
``` julia
show(::IOStream, ::MIME,…
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Add some examples with conic subproblems.
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Air conditioning, vehicle location, and generation expansion examples hit numeric issues with GLPK 4.61. I don't see the same issues with GLPK 4.52.
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Just a suggestion to use JuMP.writeLP(sp, filepath; genericnames=false) instead of WriteMPS. It is easier to interpret the .lp and find the model issue.
https://github.com/odow/SDDP.jl/blob/dbf58d747…
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i.e. `log(x(t)) = a log(x(t-1)) + b + omega`
@lkapelevich you did this with JADE inflows yeah? @Thuener is looking at doing it for price.
It would be nice if this was implemented nicely.
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Any objection to move this package to JuliaStochOpt ?
@odow @leclere @frapac