SDDP.jl Versions Save

Stochastic Dual Dynamic Programming in Julia

v1.6.7

3 months ago

SDDP v1.6.7

Diff since v1.6.6

Merged pull requests:

  • [docs] clarify simulate using a different sampling scheme (#692) (@odow)
  • Add kelley example to example newsvendor (#694) (@odow)
  • Fix non-constant state dimension in MSPFormat reader (#695) (@odow)
  • Update to StochOptFormat v1.0 (#705) (@odow)
  • [docs] update choose_a_stopping_rule.md (#706) (@odow)
  • Add OuterApproximation algorithm to LocalImprovementSearch (#709) (@odow)
  • Fix SimulatorSamplingScheme for deterministic nodes and update docs (#710) (@odow)
  • Fix line search in BFGS (#711) (@odow)
  • Fix doc build (#716) (@odow)
  • Update .gitignore (#717) (@odow)
  • [docs] fix typo in first_steps.jl (#719) (@odow)
  • Add code for MDP paper (#720) (@odow)
  • [docs] replace chheese_producer.pdf (#721) (@odow)
  • Add Google analytics (#723) (@odow)
  • Support NEARLY_FEASIBLE_POINT (#726) (@odow)
  • [docs] fix Julia 1.10 printing (#727) (@odow)
  • Prep for v1.6.7 (#729) (@odow)

Closed issues:

  • Undefined variable in out-of-sample-sampling documentation (#691)
  • MSPFormat: dimension of state variable can change between nodes (#693)
  • Impact of the number of stages on solving time (#698)
  • Free up resources in rolling horizon (#699)
  • Is it mandatory to create state variables for all nodes? (#700)
  • Inconsistency (#701)
  • Rolling Horizon (#702)
  • Historical Simulation (#707)
  • Compute dual variables with continous state variables and mixed control variables (#708)
  • Sources regarding Integrality (#712)
  • multiple lead time (#713)
  • Regarding file saving issues of SDDP model (#714)
  • Probability of Noise depending on Control Variable (#715)
  • Typo (#718)
  • Markov graph + Risk aversion (#722)
  • Is it applicable when the local problems of some stages are mixed interger linear programming? (#724)
  • Support NEARLY_FEASIBLE_POINT (#725)

v1.6.6

7 months ago

SDDP v1.6.6

Diff since v1.6.5

Merged pull requests:

  • Add warning to Statistical stopping rule (#687) (@odow)
  • [docs] add more L-shaped theory (#689) (@odow)
  • Prep for v1.6.6 (#690) (@odow)

Closed issues:

  • Here and now solution (#686)
  • First Stage Stopping Rule Issue (#688)

v1.6.5

7 months ago

SDDP v1.6.5

Diff since v1.6.4

Merged pull requests:

  • [docs] update docs/src/tutorial/example_reservoir.jl (#677) (@odow)
  • [docs] update docs/src/tutorial/example_newsvendor.jl (#678) (@odow)
  • [docs] re-add GITHUB_TOKEN (#679) (@odow)
  • Fix duplicate nodes in MarkovianGraph (#681) (@odow)
  • [docs] remove Binder links (#682) (@odow)
  • [docs] add link to pglib_opf_cases5_pjm.m (#683) (@odow)
  • Prep for v1.6.5 (#684) (@odow)

Closed issues:

  • Accessing Optimal Decision (#675)
  • the notation lower_bound (#676)
  • Duplicate support in MarkovianGraph (#680)

v1.6.4

7 months ago

SDDP v1.6.4

Diff since v1.6.3

Merged pull requests:

  • [docs] update Two-stage newsvendor example (#658) (@odow)
  • Throw error for invalid log_frequency values (#665) (@odow)
  • [docs] remove example_reservoir.csv (#666) (@odow)
  • Create static.yml for deploying GitHub pages (#667) (@odow)
  • Update README.md links (#668) (@odow)
  • [docs] update to Documenter@1 (#669) (@odow)
  • Use DOCUMENTER_KEY to deploy docs (#670) (@odow)
  • [docs] update index.md (#671) (@odow)
  • Fix support for objective_sense in deterministic_equivalent (#673) (@odow)
  • Prep for v1.6.4 (#674) (@odow)

Closed issues:

  • MSPFormat issues (#603)
  • Provide more flexible options for stopping rules (#664)
  • FEASIBILITY_SENSE returned by SDDP.deterministic_equivalent() (#672)

v1.6.3

8 months ago

SDDP v1.6.3

Diff since v1.6.2

Closed issues:

  • Numerical stability issues (#646)
  • Unclear tutorial: introductory theory (#648)
  • SDDP.Asynchronous for MSPFormat (#650)
  • How to debug unbounded models (#656)

Merged pull requests:

  • [docs] clarify what a subgradient and reduced cost are (#651) (@odow)
  • Fix link in changelog.md (#657) (@odow)
  • [docs] update deterministic to stochastic example (#659) (@odow)
  • [docs] simplify milk producer example (#660) (@odow)
  • [docs] test removing search_index.js (#661) (@odow)
  • Fix default stopping rule with limits (#662) (@odow)
  • Prep for v1.6.3 (#663) (@odow)

v1.6.2

8 months ago

SDDP v1.6.2

Diff since v1.6.1

Closed issues:

  • Gurobi out of memory error on HPC (#642)
  • Defining by nature "control" variables as "state" variable on the scenario tree (#645)
  • Two uncorrelated uncertainties (#649)

Merged pull requests:

  • [docs] fix typo in pglib_opf.jl (#647) (@odow)
  • [docs] fix build and add color (#652) (@odow)
  • [MSPFormat] detect and exploit stagewise independent lattices (#653) (@odow)
  • Fix set_optimizer for models read from file (#654) (@odow)
  • Prep for v1.6.2 (#655) (@odow)

v1.6.1

9 months ago

SDDP v1.6.1

Diff since v1.6.0

Closed issues:

  • Attempting to recover from serious numerical issues... (#626)
  • Running into some error (MSPFormat reader) (#637)
  • stochastic variables make the SDDP model infeasible (#640)
  • multistage process simulation (#641)

Merged pull requests:

  • Fix bug in MSPFormat reader (#638) (@odow)
  • Fix initial state in MSPFormat reader (#639) (@odow)
  • [docs] clarify OutOfSampleMonteCarlo for deterministic nodes (#643) (@odow)
  • Prep for v1.6.1 (#644) (@odow)

v1.6.0

10 months ago

SDDP v1.6.0

Diff since v1.5.1

Closed issues:

  • Regularization for deterministic first-stage (#623)
  • Comparing DH vs HD problem (#628)
  • First-stage stopping rule (#629)

Merged pull requests:

  • Add regularization for deterministic first-stage (#624) (@odow)
  • Remove unbound type parameter (#632) (@odow)
  • Fix typo in docstring (#633) (@odow)
  • Add FirstStageStoppingRule (#634) (@odow)
  • [docs] add Here-and-now decisions tutorial (#635) (@odow)
  • Prep for v1.6.0 (#636) (@odow)

v1.5.1

10 months ago

SDDP v1.5.1

Diff since v1.5.0

Closed issues:

  • Document how to use Distributions.jl to create sample space (#615)
  • documentation fix (#616)

Merged pull requests:

  • [docs] fix bugs in access_previous_variables.md (#617) (@odow)
  • Fix for JuMP printing changes (#618) (@odow)
  • Set SimulationStoppingRule as the default stopping rule (#619) (@odow)
  • Change default logging frequency (#620) (@odow)
  • Add docs for Distributions.jl (#622) (@slwu89)
  • Remove numerical issue warning (#627) (@odow)
  • [docs] improve quality of docstrings (#630) (@odow)
  • Prep for v1.5.1 (#631) (@odow)

v1.5.0

1 year ago

SDDP v1.5.0

Diff since v1.4.0

Closed issues:

  • [Research idea] ForwardPass plugins (#419)
  • Implement MIDAS on SDDP.jl (#609)

Merged pull requests:

  • [docs] add missing entries to changelog (#608) (@odow)
  • Remove global variables (#610) (@odow)
  • Add AlternativeForwardPass (#611) (@odow)
  • Convert Options struct to kwargs (#612) (@odow)
  • [docs] tweak vale settings (#613) (@odow)
  • Prep for v1.5.0 (#614) (@odow)