-
read:
### stochastic programming
mathematical programming book
http://web.mit.edu/15.053/www/AMP.htm
mutistage stochastic programming
https://orbi.uliege.be/bitstream/2268/80246/1/MSPchap_pre…
-
## Keyword: sgd
### A Convergence Theory for Federated Average: Beyond Smoothness
- **Authors:** Authors: Xiaoxiao Li, Zhao Song, Runzhou Tao, Guangyi Zhang
- **Subjects:** Machine Learning (cs.LG);…
-
**Submitting author:** @andrewrosemberg (Andrew Rosemberg)
**Repository:** https://github.com/andrewrosemberg/HydroPowerModels.jl
**Branch with paper.md** (empty if default branch):
**Version:**
**…
-
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…
-
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…
-
I am working on a Multistage Stochastic Optimization problem, for dynamic cascade reservoir optimization. Same as post #645. But I'm having numerical stability issues. Sometimes it's just a warning, a…
-
I am solving a Multistage Stochastic Optimization problem, for dynamic cascade reservoir optimization. To incorporate non-anticipativity, release (control variable) needs to be decided prior to the re…
-
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…
-
Hi Oscar,
I am still working on optimizing an energy system with photovoltaics, grid power, electrolyser, hydrogen storage and hydrogen fueling station for cars using SDDP. I have implemented stoch…
-
## `Semiconductor_Production `
@bonnkleiford, the `Semiconductor_Production` problem includes this constraint:
```json
{
"name":"",
"type":"LEQ",
"lhs":[
{"name":"v_000","stage":2…
odow updated
10 months ago