Closed leclere closed 8 years ago
Clean Extensive Formulation writing, test it and compare to SDDP. To be integrated into the simplified example.
To be more explicit : we need a function like solvingEF(model:LinearDynamicLinearCostSPmodel,solver,solverparam=default,display=false) that will build a JuMP model and call a solver.
Clean Extensive Formulation writing, test it and compare to SDDP. To be integrated into the simplified example.