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JuliaStochOpt / StructDualDynProg.jl

Implementation of SDDP (Stochastic Dual Dynamic Programming) using the StructJuMP modeling interface
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Solve master node in backward path #20

Open blegat opened 6 years ago

blegat commented 6 years ago

The lowerbound and status should be the ones of the master node in the backward pass, not of the forward pass. cc @gerardcel