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odow / SDDP.jl

A JuMP extension for Stochastic Dual Dynamic Programming
https://sddp.dev
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Add support for MSPFormat reader #593

Closed odow closed 1 year ago

odow commented 1 year ago

@bonnkleiford: I had to make a small bug-fix to SDDP, so I've moved the code over here. I won't add any example files, and I won't merge until you're happy. You can either make public comments here, or we can keep the discussion private over in that other repo.

But ideally, for your benchmarking, you'd just use a future SDDP.MSPFormat.read_from_file("GasStorage"). Then any performance problems are my fault, rather than an implementation detail of your parser.

cc @joaquimg

bonnkleiford commented 1 year ago

Wow. Okay this is amazing. Definitely worth discussing this more, but this looks really good.

odow commented 1 year ago

Merging as experimental so that @bonnkleiford can experiment. I haven't added to the docs and MSPFormat isn't released, so things may change at any point.

odow commented 1 year ago

@bonnkleiford SDDP.jl v1.3.0 has been released, so you should be able to use SDDP.MSPFormat.read_from_file.

Not really documented yet until things are stable, so just follow the syntax in the tests: https://github.com/odow/SDDP.jl/pull/593/files#diff-a4b633d4b406dc6b4354ef7f35be507ba0774c28b10b791d3f28bdbe9d00f8dcR75-R80

bonnkleiford commented 1 year ago

Thanks a lot, Oscar!

I will try some problems this week.

On Tue, May 2, 2023 at 7:25 PM Oscar Dowson @.***> wrote:

@bonnkleiford https://github.com/bonnkleiford SDDP.jl v1.3.0 has been released, so you should be able to use SDDP.MSPFormat.read_from_file.

Not really documented yet until things are stable, so just follow the syntax in the tests:

https://github.com/odow/SDDP.jl/pull/593/files#diff-a4b633d4b406dc6b4354ef7f35be507ba0774c28b10b791d3f28bdbe9d00f8dcR75-R80

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