sddp.jl

A JuMP extension for Stochastic Dual Dynamic Programming

https://github.com/odow/sddp.jl

Science Score: 54.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • CITATION.cff file
    Found CITATION.cff file
  • codemeta.json file
    Found codemeta.json file
  • .zenodo.json file
    Found .zenodo.json file
  • DOI references
  • Academic publication links
  • Committers with academic emails
    1 of 21 committers (4.8%) from academic institutions
  • Institutional organization owner
  • JOSS paper metadata
  • Scientific vocabulary similarity
    Low similarity (8.9%) to scientific vocabulary

Keywords

benders-decomposition julia jump markov-decision-process markov-decision-processes multistage-stochastic-integer multistage-stochastic-optimization optimal-control optimization sddip sddp stochastic-dual-dynamic-programming stochastic-integer stochastic-optimization stochastic-programming

Keywords from Contributors

polytope energy-system optim numerical-optimization openmpi mpich microsoft-mpi mpi pdes fluxes
Last synced: 4 months ago · JSON representation ·

Repository

A JuMP extension for Stochastic Dual Dynamic Programming

Basic Info
  • Host: GitHub
  • Owner: odow
  • License: other
  • Language: Julia
  • Default Branch: master
  • Homepage: https://sddp.dev
  • Size: 25.6 MB
Statistics
  • Stars: 337
  • Watchers: 16
  • Forks: 66
  • Open Issues: 5
  • Releases: 69
Topics
benders-decomposition julia jump markov-decision-process markov-decision-processes multistage-stochastic-integer multistage-stochastic-optimization optimal-control optimization sddip sddp stochastic-dual-dynamic-programming stochastic-integer stochastic-optimization stochastic-programming
Created over 8 years ago · Last pushed 6 months ago
Metadata Files
Readme License Citation

README.md

logo

SDDP.jl

Build Status codecov

SDDP.jl is a JuMP extension for solving large convex multistage stochastic programming problems using stochastic dual dynamic programming.

License

SDDP.jl is licensed under the MPL 2.0 license.

Documentation

You can find the documentation at sddp.dev.

Help

If you need help, please open a GitHub issue.

Owner

  • Name: Oscar Dowson
  • Login: odow
  • Kind: user
  • Location: Auckland, New Zealand

Citation (CITATION.cff)

cff-version: 1.2.0
message: "If you use this software, please cite it as below."
authors:
- family-names: "Dowson"
  given-names: "Oscar"
  orcid: "https://orcid.org/0000-0003-1575-668X"
- family-names: "Kapelevich"
  given-names: "Lea"
title: "SDDP.jl: a Julia package for stochastic dual dynamic programming"
version: 0.4.3
date-released: 2021-08-31
url: "https://github.com/odow/SDDP.jl"
preferred-citation:
  type: article
  authors:
  - family-names: "Dowson"
    given-names: "Oscar"
    orcid: "https://orcid.org/0000-0003-1575-668X"
  - family-names: "Kapelevich"
    given-names: "Lea"
  doi: "10.1287/ijoc.2020.0987"
  journal: "INFORMS Journal on Computing"
  month: 8
  start: 27
  end: 33
  title: "SDDP.jl: a Julia package for stochastic dual dynamic programming"
  issue: 1
  volume: 33
  year: 2020

GitHub Events

Total
  • Create event: 58
  • Commit comment event: 18
  • Release event: 9
  • Issues event: 36
  • Watch event: 29
  • Delete event: 50
  • Issue comment event: 183
  • Push event: 379
  • Pull request review event: 61
  • Pull request review comment event: 61
  • Pull request event: 112
  • Fork event: 5
Last Year
  • Create event: 58
  • Commit comment event: 18
  • Release event: 9
  • Issues event: 36
  • Watch event: 29
  • Delete event: 50
  • Issue comment event: 183
  • Push event: 379
  • Pull request review event: 61
  • Pull request review comment event: 61
  • Pull request event: 112
  • Fork event: 5

Committers

Last synced: 7 months ago

All Time
  • Total Commits: 713
  • Total Committers: 21
  • Avg Commits per committer: 33.952
  • Development Distribution Score (DDS): 0.056
Past Year
  • Commits: 64
  • Committers: 7
  • Avg Commits per committer: 9.143
  • Development Distribution Score (DDS): 0.156
Top Committers
Name Email Commits
Oscar Dowson o****w 673
Thuener Silva t****r@g****m 9
Bernardo Freitas Paulo da Costa 3****c 7
Lea Kapelevich l****h@y****u 7
Andres Ferragut a****t@g****m 1
ChrisFuelOR 7****R 1
Conrad MacCormick c****k@g****m 1
Emanuele Concas c****a 1
Eyob Zewdie e****z@h****m 1
Joaquim Dias Garcia j****a@g****m 1
Jose Daniel Lara j****a@b****u 1
Julia TagBot 5****t 1
Ryan Walker 8****r 1
Sean 1****9 1
arthur-brigatto 1****o 1
besp-kt b****p@k****o 1
femtocleaner[bot] f****] 1
guyichen09 6****9 1
lucasprocessi l****i 1
roporte r****e@g****m 1
vfdev v****5@g****m 1
Committer Domains (Top 20 + Academic)

Issues and Pull Requests

Last synced: 4 months ago

All Time
  • Total issues: 136
  • Total pull requests: 269
  • Average time to close issues: 3 months
  • Average time to close pull requests: 7 days
  • Total issue authors: 43
  • Total pull request authors: 10
  • Average comments per issue: 5.02
  • Average comments per pull request: 1.01
  • Merged pull requests: 249
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 24
  • Pull requests: 117
  • Average time to close issues: 14 days
  • Average time to close pull requests: 3 days
  • Issue authors: 14
  • Pull request authors: 7
  • Average comments per issue: 4.08
  • Average comments per pull request: 1.31
  • Merged pull requests: 102
  • Bot issues: 0
  • Bot pull requests: 0
Top Authors
Issue Authors
  • odow (41)
  • Thuener (6)
  • WuSiren (6)
  • hghayoom (6)
  • AngeBlanchard (5)
  • dannyopts (4)
  • Remmy195 (4)
  • wrx1990 (4)
  • adow031 (4)
  • Thiago-NovaesB (4)
  • SerenaZwww (3)
  • pauleseifert (3)
  • slwu89 (3)
  • FSchmidtDIW (3)
  • mcwaga (3)
Pull Request Authors
  • odow (263)
  • Thuener (13)
  • bfpc (4)
  • rjmalves (4)
  • arthur-brigatto (2)
  • joaquimg (2)
  • FSchmidtDIW (2)
  • ChrisFuelOR (2)
  • slwu89 (1)
  • besp-kt (1)
Top Labels
Issue Labels
user-question (21) feature-request (9) documentation (7) JADE (6) bug (5) numerical-issues (2) help-wanted (2) Project: PSR (1)
Pull Request Labels
JADE (2) bug (1) documentation (1)

Dependencies

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.github/workflows/format_check.yml actions
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