JuliaStochOpt / StructDualDynProg.jl

Implementation of SDDP (Stochastic Dual Dynamic Programming) using the StructJuMP modeling interface
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Add cut generator abstraction #8

Closed blegat closed 7 years ago

blegat commented 7 years ago

@odow @frapac @leclere I have added a cut generator abstraction as discussed. It is still rudimentary but the idea is there :-P We should add the RiskMeasure to AvgCutGenerator.

codecov[bot] commented 7 years ago

Codecov Report

Merging #8 into master will increase coverage by 4.03%. The diff coverage is 91.3%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master       #8      +/-   ##
==========================================
+ Coverage   84.66%   88.69%   +4.03%     
==========================================
  Files          12       13       +1     
  Lines         841      849       +8     
==========================================
+ Hits          712      753      +41     
+ Misses        129       96      -33
Impacted Files Coverage Δ
src/nlds.jl 89.77% <100%> (+7.07%) :arrow_up:
src/node.jl 85% <100%> (+20%) :arrow_up:
src/sddp.jl 90.47% <100%> (+0.19%) :arrow_up:
src/sddptree.jl 90.9% <100%> (ø) :arrow_up:
src/comp.jl 100% <100%> (+10%) :arrow_up:
src/interface.jl 100% <100%> (ø) :arrow_up:
src/cutgen.jl 86.95% <86.95%> (ø)
... and 1 more

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coveralls commented 7 years ago

Coverage Status

Coverage increased (+4.03%) to 88.693% when pulling 225df98cf8f3516d6ae733d10932c4c4dffb7d38 on cutgen into 8d6488281c53e3c82a1184f90568cc11e8da42ed on master.

coveralls commented 7 years ago

Coverage Status

Coverage increased (+4.03%) to 88.693% when pulling 225df98cf8f3516d6ae733d10932c4c4dffb7d38 on cutgen into 8d6488281c53e3c82a1184f90568cc11e8da42ed on master.

coveralls commented 7 years ago

Coverage Status

Coverage increased (+4.03%) to 88.693% when pulling 7bff6e2b9594a1f76d4bea1b6bbbda21a671012c on cutgen into 8d6488281c53e3c82a1184f90568cc11e8da42ed on master.