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odow / SDDP.jl

A JuMP extension for Stochastic Dual Dynamic Programming
https://sddp.dev
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Incorporate the information N stages before in subproblems #530

Closed Moon1193 closed 1 year ago

Moon1193 commented 2 years ago

Hi Oscar, We are modelling the optimization for a hydroelectric cascade system, one of the constraints is a dynamic equation which includes decision variable of current node, its parent node (1 stage before) and so on (N stages before)

We want to incorporate them in each subproblem. I know that we can add the decision variable as state variable to access the current node and parent node information but is there any way we can also incorporate the variables at N(N>1) stages before.

We would be grateful if you could give us some suggestions on how to solve this problem.

odow commented 2 years ago

If you need to access a variable from a previous stage, then it must become a state variable.

See https://odow.github.io/SDDP.jl/stable/guides/acess_previous_variables/#Access-a-decision-from-N-stages-ago

Moon1193 commented 2 years ago

Thank you for the information.

odow commented 1 year ago

Closing because this seems resolved. Please re-open if you have other questions.