v1.6.7

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)