search

lkapelevich / SDDiP.jl

The functionality from this package has been moved to https://github.com/odow/SDDP.jl
Other
8 stars 3 forks source link

f_approx not defined #4

Closed EyobZewdie closed 6 years ago

EyobZewdie commented 7 years ago

When you run the level method and it hits the maximum number of iterations it fails with f_approx not defined.

lkapelevich commented 7 years ago

Hmm. If you terminate because you hit the maximum number of iterations, it means you haven't really provably converged.

lkapelevich commented 7 years ago

Does f_approx come out as NaN? Could you please send me some more details about the problem?

EyobZewdie commented 7 years ago
error_message
odow commented 7 years ago

Is the dual feasible if the method terminates after max iterations?

lkapelevich commented 6 years ago

The issue is fixed by https://github.com/lkapelevich/SDDiP.jl/commit/162237e7ae5aa4fe932245a68cba6fabb55f7e24. The dual is feasible, so we could be smarter and deliberately terminate early. The dual is not necessarily feasible...