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Hi there,
Nice work. Because of https://github.com/odow/SDDP.jl, I'm always interested to see other SDDP implementations.
Do you have any benchmark results on the different Lagrangian methods, o…
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This issue stems from two discussions:
- with @llorracc-git about the need to have d.r. as a function of continuous and/or discrete exogenous states and continuous and/or discrete endogenous states
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albop updated
4 years ago
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Thanks for this great library!
I'm interested in modeling multi-stage problems as `ConcreteModels` so that I have full flexibility to modify
them in python.
Thanks to the examples I have been a…
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At the end of Proof of Proposition 1, you mentioned that $Q^\text*_s$ is lower semicontinuous by theorem 7.1 of Rockafellar (1970).
I have no idea how it comes.
According to eq(12), the definition…
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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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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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@gjharsha has C code for parsing SMPS here: https://github.com/USC3DLAB/SD/blob/master/src/smps.h
and has expressed interest in adding it to SDDP.jl.
There are two options
- compiling and distri…