Sometimes, the solver exits with a primal feasible point, but no dual solution. If this happens during the backward pass, the algorithm exits, but it suffices (in the very few corner cases I could reproduce and test) to reset the solver just like if no primal feasible point was found: the .mof.json file produced by SDDP.jl indeed contains a perfectly feasible problem.
Sometimes, the solver exits with a primal feasible point, but no dual solution. If this happens during the backward pass, the algorithm exits, but it suffices (in the very few corner cases I could reproduce and test) to reset the solver just like if no primal feasible point was found: the
.mof.jsonfile produced bySDDP.jlindeed contains a perfectly feasible problem.