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I have a multi stage stochastic programming problem. The state variables are continuous variables and the objective functions are linear, but the local problems of some stages are mixed interger linea…
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The part of the library that solves the Lagrangian dual could be stand-alone and could be made more generic, perhaps for other cut types too.
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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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I have a multi stage stochastic programming problem. The state variables are continuous variables and the objective functions are linear, but the local problems of some stages are mixed interger linea…
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Hello,
In the [documentation page on integrality](https://sddp.dev/stable/guides/add_integrality/), it is stated that SDDP performs well with integer variables, unlike SDDiP. Since I might use thi…
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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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Hello, odow. I find the notation `lower_bound` in your code to be obscure to some extent.
This kwarg name is firstly found in [Constructing-the-model](https://sddp.dev/stable/tutorial/first_steps/#…
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![76MD4SRN4E0)PXSMX1R{KMF](https://github.com/ChrisFuelOR/NCNBD.jl/assets/143272683/34210c71-4a74-44c2-a8a4-59b4f43f251c)
see the png file please.
I'm using Julia 1.9.3.
I create a blank env, and u…
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Hi Oscar,
I have recently fallen in love with your package (it took me a while but it finally hit on me!) and I would like to contribute to it.
One ideia that came to my mind was to implement th…
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Hello,
This is more of a question so please let me know if there is a better place to ask this question.
I am using SDDP.jl to optimize an energy system to operate with the lowest possible cost…