odow / SDDP.jl

A JuMP extension for Stochastic Dual Dynamic Programming
https://sddp.dev
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First Stage Stopping Rule Issue #688

Closed SolidAhmad closed 1 year ago

SolidAhmad commented 1 year ago

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.

odow commented 1 year ago

You need SDDP.FirstStageStoppingRule

odow commented 1 year ago

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.

SolidAhmad commented 1 year ago

Thank you! I will see how it turns out in my case; I am experimenting with the different stopping rules.

odow commented 1 year ago

See also https://github.com/odow/SDDP.jl/issues/178

SolidAhmad commented 1 year ago

Thats very helpful, thank you!

odow commented 1 year ago

No problem. Closing because this seems resolved.