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leopoldcambier / FAST

FAST (Finally An SDDP Toolbox) is an SDDP toolbox for Matlab
https://web.stanford.edu/~lcambier/fast/
GNU General Public License v3.0
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Return dual multipliers #7

Closed leopoldcambier closed 7 years ago

leopoldcambier commented 8 years ago

Would be nice to have an equivalent to getPrimalSolution Need to be careful with the signs

leopoldcambier commented 7 years ago

Done (see lattice.getDualSolution)