Closed johnzigla closed 4 years ago
When using the default Scenario
type, you need to use keyword arguments that match your @uncertain
declaration. In other words, Scenario(Loss = Loss, FutureValue = FutureValue, Demand = Demand, probability = prob)
should work. Note, that the y
should probably not be included in the scenario construction.
If you have further inquiries, kindly consider reaching out to me by email or preferably make a question post on discourse. I would like to keep the issue section focused on bug reports and feature requests etc. :)
Hi Martin, This is an amazing package for stochastic programming in Julia and I really like it. Thanks for the great contribution!
I have coded a CVaR optimisation problem using the extensive form (deterministic equivalent), but I would like to solve it using Lshaped method using your package. This is because I run into memory issues if number of scenarios or number of investments are increased.
I have given both my implementation using the the extensive form and my attempt at using your package. Would you be able to suggest corrections to the code in my attempt at using your package?
My attempt at formulating it using your package is given below: