search

leoschleier / sddip

Implementation of the (dynamic) stochastic dual dynamic integer programming (SDDiP) algorithm.
MIT License
15 stars 4 forks source link

Are local problems of some stages that involves Mixed-Integer Linear Programming (MILP) also considered as SDDiP? #11

Open sunnyccshine opened 5 months ago

sunnyccshine commented 5 months ago

I have a multi stage stochastic programming problem. The state variables are continuous variables and the objective functions are linear, but the local problems of some stages are mixed interger linear programming. Is this question related to the SDDiP problem? I noticed that SDDiP problems involve integer variables in both the state variable and the objective function. However, I am uncertain whether the presence of 0-1 variables in the local problem qualifies it as an SDDiP. In this case, could you please clarify if the code is suitable for this problem. If you could provide clarification to resolve my confusion, I would greatly appreciate it.

odow commented 5 months ago

Let's keep the discussion to https://github.com/odow/SDDP.jl/issues/724