This repository stores the original code implementing the dual SDDP method.
To run the code from the command line:
julia main.jl
Code works with Julia 0.6 and Gurobi v7.0.2.
The code runs with the following packages:
- StochDynamicProgramming cd57a17 (branch fp/refact)
- JuMP v0.18.1
- Gurobi v0.4.0
- Clustering v0.8.0