Closed odow closed 4 months ago
Solve first-stage. Get state variables. Then try with convex combination of previous iteration.
Use x = a * x(k) + (1 - a) x(k-t).
x = a * x(k) + (1 - a) x(k-t)
https://co-at-work.zib.de/slides/Donnerstag_24.9/Benders_decomposition-Implementation.pdf
Closed by https://github.com/odow/SDDP.jl/pull/624
Solve first-stage. Get state variables. Then try with convex combination of previous iteration.
Use
x = a * x(k) + (1 - a) x(k-t)
.https://co-at-work.zib.de/slides/Donnerstag_24.9/Benders_decomposition-Implementation.pdf