Closed SolidAhmad closed 1 year ago
You need SDDP.FirstStageStoppingRule
As a word of caution: I only added FirstStageStoppingRule
for a model that @jarandh was working on. I've never actually used it in anger, so I don't know how well it performs.
Thank you! I will see how it turns out in my case; I am experimenting with the different stopping rules.
Thats very helpful, thank you!
No problem. Closing because this seems resolved.
I tried to use the SDDP.FirstStageStoppingRule() function on my Markovian model:
SDDP.train(model; stopping_rules = stopping_rules = [FirstStageStoppingRule()], dashboard = true)
And I get that the function is not defined, what could be the reason?
'UndefVarError: FirstStageStoppingRule not defined'
I tried calling BoundStalling stopping rule and it is working, and I checked my local package files and found that the changes made here are present.