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JuliaStochOpt / StructDualDynProg.jl

Implementation of SDDP (Stochastic Dual Dynamic Programming) using the StructJuMP modeling interface
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Split iteration in forwardpass and backwardpass #13

Closed blegat closed 7 years ago

blegat commented 7 years ago

Implements @frapac's idea in https://github.com/blegat/PseudoSDDP/pull/1

codecov[bot] commented 7 years ago

Codecov Report

Merging #13 into master will increase coverage by 0.04%. The diff coverage is 100%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #13      +/-   ##
==========================================
+ Coverage   87.88%   87.93%   +0.04%     
==========================================
  Files          14       14              
  Lines         867      870       +3     
==========================================
+ Hits          762      765       +3     
  Misses        105      105
Impacted Files Coverage Δ
src/sddp.jl 83.33% <100%> (+0.57%) :arrow_up:

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coveralls commented 7 years ago

Coverage Status

Coverage increased (+0.04%) to 87.931% when pulling 6b6416105c362bfd74f3da68bedc59f5a4c5b48e on split into f5775c61e34beac7ad6f118a10b910fbdd62ed65 on master.