odow / SDDP.jl

A JuMP extension for Stochastic Dual Dynamic Programming

https://sddp.dev

odow/SDDP.jl Issues

Question regarding `calculate_bound` with `Bin` variables.
Updated 15 days ago3
Getting out of local optimal SDDiP
Updated 15 days ago3
Manually stopping training SIGINT Gurobi
Closed 16 days ago7
Correct Modeling Technique for Capacity Expansion
Updated 19 days ago6
Add a callback to let the user modify a subproblem when numerical difficulties found
Updated a month ago1
Performance enhance (Direct Model)
Closed a month ago2
Which would be the correct way to model the uncertainty from historical data?
Closed 2 months ago6
Principled forward model for uniformly converged cost to go
Updated 2 months ago1
How to save a trained model?
Closed 2 months ago9
Some questions about model debugging
Closed 2 months ago6
Central Path Cutting Plane
Updated 2 months ago1
Some questions on parameterizing the subproblem and numerical issues
Closed 3 months ago7
ERROR: TypeError: in keyword argument incoming_state, expected Dict{Symbol, Float64}, got a value of type Dict{Symbol, Any}
Closed 3 months ago2
UnicyclicGraph with Integer variables
Closed 3 months ago6
Runtime specified variable naming
Closed 3 months ago1
Can I define a constraint that correlates state variables from multiple nodes?
Closed 3 months ago3
Does `SDDP.jl` support polytopic uncertainty?
Closed 3 months ago2
Cuts with really small coefficents
Closed 3 months ago4
Clarify documentation of non monotonic bound
Closed 3 months ago3
Does `SDDP.jl` support modeling with endogenous uncertainty and custom decision rules?
Closed 3 months ago3
Multiply two variables
Closed 3 months ago2
Multiplying random variables will result in an error. This is related to nonlinear programming.
Closed 3 months ago10
Error when using nonlinear function of state.in
Closed 3 months ago11
Best Practices for custom cut selection heuristic
Closed 4 months ago3
Expected value iterations
Updated 4 months ago
PublicationPlots do not check for non-finite data
Closed 5 months ago2
First-stage regularization
Closed 5 months ago1
Cyclic Markov Policy Graph
Closed 5 months ago4
Error when trying to train a policy
Closed 6 months ago8
Markov graph + Risk aversion
Closed 9 months ago5
Is it applicable when the local problems of some stages are mixed interger linear programming?
Closed 8 months ago2
Add multi-dimensional random variables
Closed 7 months ago6
Question Regarding State-Dependent Paramether Updates in SDDP.jl
Closed 7 months ago3
trouble with sum
Closed 7 months ago2
Out of Sample Simulation for the infinite horizon problem.
Closed 8 months ago2
Support NEARLY_FEASIBLE_POINT
Closed 8 months ago1
Typo
Closed 9 months ago
Probability of Noise depending on Control Variable
Closed 10 months ago3
multiple lead time
Closed 10 months ago15
Compute dual variables with continous state variables and mixed control variables
Closed 10 months ago6
Regarding file saving issues of SDDP model
Closed 10 months ago5
Sources regarding Integrality
Closed 10 months ago3
Historical Simulation
Closed 10 months ago14
Rolling Horizon
Closed a year ago16
Inconsistency
Closed a year ago3
Impact of the number of stages on solving time
Closed a year ago3
Evaluating at multidimensional state ?
Updated a year ago3
Is it mandatory to create state variables for all nodes?
Closed a year ago5
Free up resources in rolling horizon
Closed a year ago2
Pass non-SDDP related decision rules
Updated a year ago