v1.6.3

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

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

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

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

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

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)

v1.4.0

SDDP v1.4.0

Diff since v1.3.0

Closed issues:

• [Research idea] Stopping rules (#178)
• MSPFormat issues (#603)

Merged pull requests:

• Add SimulationStoppingRule (#598) (@odow)
• Add electric problem in MSPFormat and add test (#602) (@odow)
• [MSPFormat] fix parsing of random terms (#604) (@odow)
• Sort constraint types in printed header (#605) (@odow)
• Prep for v1.4.0 (#606) (@odow)
• Add sampling_scheme argument to write_to_file (#607) (@odow)

v1.3.0

SDDP v1.3.0

Diff since v1.2.1

Merged pull requests:

• Add support for MSPFormat reader (#593) (@odow)
• [StochOptFormat] update to v0.3 (#600) (@odow)
• Prep for v1.3 (#601) (@odow)

v1.2.1

SDDP v1.2.1

Diff since v1.2.0

Closed issues:

• Add train_and_simulate_rolling_horizon function (#452)

Merged pull requests:

• Fix bug in log_every_seconds (#597) (@odow)

v1.2.0

SDDP v1.2.0

Diff since v1.1.4

Closed issues:

• Add Markovian discretization of finance models (#428)
• Documentation improvements (#496)
• User question: jarandh (#589)
• User question: stochastic lead times (#590)
• Update the perishable widgets example (#591)

Merged pull requests:

• Tweak printing of the log (#588) (@odow)
• Update for StochOptFormat v0.2 (#592) (@odow)
• Add SimulatorSamplingScheme (#594) (@odow)
• Add log_every_seconds (#595) (@odow)
• Prep for v1.2.0 (#596) (@odow)