Releases | Open Source Science

sddp.jl - v1.13.0

SDDP v1.13.0

Merged pull requests: - Inner approximations (#830) (@bfpc) - Add ImportanceSamplingForwardPass (#848) (@odow) - Add tutorial on the different duality handlers (#860) (@odow) - Remove near zeros in LagrangianDuality (#861) (@odow) - Complete code coverage for fpc/inner (#864) (@rjmalves) - Fix FixedDiscreteDuality to be globally valid (#865) (@odow) - Remove unnecessary SDDP. prefix (#866) (@odow) - Fix logfrequency=1 to override logevery_seconds (#867) (@odow) - Add .optimizer to FixedDiscreteDuality (#868) (@odow) - Improve performance of computing the stage objective value (#870) (@odow) - Prep for v1.13.0 (#873) (@odow)

Closed issues: - Gurobi solver with multitreading (#859) - "Strengthen" FixedDiscreteDuality (#862) - Querying the stage objective value in the backward pass can be slow (#869) - Bilinear product of State variable with random variable (#872)

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Published by github-actions[bot] 11 months ago

sddp.jl - v1.12.0

SDDP v1.12.0

Diff since v1.11.0

Merged pull requests: - [docs] add batteries tutorial from winter school (#849) (@odow) - Revert changes to work-around a bug in HiGHS (#850) (@odow) - Improve the docstring of duality handlers (#851) (@odow) - Skip failing test on i686 (#853) (@odow) - Fix typo in localimprovementsearch.jl (#855) (@odow) - Add FixedDiscreteDuality (#856) (@odow) - Add Part IV report from 2014 (#857) (@odow) - Prep for v1.12.0 (#858) (@odow)

Closed issues: - Tracking upstream bug in HiGHS (#838)

- Julia
Published by github-actions[bot] about 1 year ago

sddp.jl - v1.11.0

SDDP v1.11.0

Diff since v1.10.5

Merged pull requests: - Improving user interfaces and test coverage in fpc/inner (#831) (@rjmalves) - Update papers with improved citations (#841) (@odow) - Fix environment loading in parallelschemes.jl (#842) (@odow) - Prices are for different deficit "depths" (#843) (@bfpc) - [docs] rotate DOCUMENTERKEY (#845) (@odow) - Add a fallback optimizer in duality handlers (#846) (@odow) - Prep for v1.11.0 (#847) (@odow)

Closed issues: - Which solver can solve a MINLP and produce duals (#844)

- Julia
Published by github-actions[bot] about 1 year ago

sddp.jl - v1.10.5

SDDP v1.10.5

Diff since v1.10.4

Merged pull requests: - [docs] add Add a custom cut guide (#832) (@odow) - [docs] add guide on multithreading (#833) (@odow) - Keep Markovian structure when parsing lattice from MSPFormat (#834) (@ChrisFuelOR) - Update risk.jl (#835) (@besp-kt) - Fix docs by pinning HiGHSjll to v1.9.0 (#836) (@odow) - Add test/Project.toml (#837) (@odow) - Free HiGHSjll and work-around bug (#839) (@odow) - Prep for v1.10.5 (#840) (@odow)

- Julia
Published by github-actions[bot] about 1 year ago

sddp.jl - v1.10.4

SDDP v1.10.4

Diff since v1.10.3

Merged pull requests: - Throw warning if fewer nodes than threads (#823) (@odow) - Fix Threaded simulate to thread over chunks instead of replications (#824) (@odow) - Change test/plugins/threaded.jl to a module (#825) (@odow) - Update copyright year to 2025 (#826) (@odow) - Prep for v1.10.4 (#827) (@odow) - Fix chunk splitting in Threaded simulate (#828) (@odow) - Fix test of threaded simulate (#829) (@odow)

Closed issues: - Interpolating between nodes in the graph (#820)

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Published by github-actions[bot] over 1 year ago

sddp.jl - v1.10.3

SDDP v1.10.3

Diff since v1.10.2

Merged pull requests: - Add variable bounds to incoming states in LagrangianDuality (#819) (@odow) - [docs] document how to use the Threaded parallel scheme (#821) (@odow) - Prep for v1.10.3 (#822) (@odow)

Closed issues: - Example problem with a random number of stages (#792) - Domain of incoming states in the Lagrangian dual (#818)

- Julia
Published by github-actions[bot] over 1 year ago

sddp.jl - v1.10.2

SDDP v1.10.2

Diff since v1.10.1

Merged pull requests: - Improve test coverage (#810) (@odow) - Improve test coverage (#811) (@odow) - [docs] improve documentation for risk measures (#813) (@odow) - [docs] update API reference style (#814) (@odow) - Fix ConvexCombination risk measure with intercept term (#815) (@odow) - Fix badge for GitHub actions (#816) (@odow) - Prep for v1.10.2 (#817) (@odow)

Closed issues: - Principled forward model for uniformly converged cost to go (#766) - Improve documentation for risk measures, including Wasserstein (#812)

- Julia
Published by github-actions[bot] over 1 year ago

sddp.jl - v1.10.1

SDDP v1.10.1

Diff since v1.10.0

Merged pull requests: - Update air conditioning example (#801) (@Thuener) - Fix thread safety of RegularizedForwardPass (#806) (@odow) - Drop exception for regularized forward pass in algorithm.jl (#807) (@FSchmidtDIW) - Fix thread safety of AlternativeForwardPass (#808) (@odow) - Prep for v1.10.1 (#809) (@odow)

Closed issues: - Recording primal/dual iterates (#791) - Restructure the examples in the documentation (#798)

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Published by github-actions[bot] over 1 year ago

sddp.jl - v1.10.0

SDDP v1.10.0

Diff since v1.9.0

Merged pull requests: - Add tutorial Example: inventory management (#795) (@odow) - Fix cut sharing in a graph with zero-probability arcs (#797) (@odow) - Add stochastic lead times example to docs (#800) (@Thuener) - Add rootnoderisk_measure kwarg to SDDP.train (#804) (@odow) - Prep for v1.10 (#805) (@odow)

Closed issues: - Help with Visualizing Cuts (#794) - Cut sharing with Markov policy graph (#796) - Cycle policy condition on t (#799) - Periodical SDDP (#802) - Value of bound output during training with risk aversion and first stage uncertainty (#803)

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Published by github-actions[bot] over 1 year ago

sddp.jl - v1.9.0

SDDP v1.9.0

Diff since v1.8.1

Merged pull requests: - Skip threading tests if running in serial (#770) (@odow) - Fix here-and-now typo (#771) (@joaquimg) - Update simulateusingadifferentsamplingscheme.md (#772) (@Thuener) - Fix failing doctest because of JuMP's printing (#773) (@odow) - Change BanditDuality to use a prior and softmax to randomize arms (#779) (@odow) - Cut selection flags for write and read cuts functions (#781) (@Thuener) - Add simple cut selection flags test (#784) (@Thuener) - Improve error for lagged state variables in MSPFormat (#786) (@odow) - Support publication plot with replications of different lengths (#788) (@odow) - Use disablesigint to allow interrupts only between iterations (#789) (@odow) - Add a callback to modify the subproblem on numerical difficulty (#790) (@odow) - Prep for v1.9.0 (#793) (@odow)

Closed issues: - Pass non-SDDP related decision rules (#696) - Central Path Cutting Plane (#755) - Manually stopping training SIGINT Gurobi (#767) - Add a callback to let the user modify a subproblem when numerical difficulties found (#774) - Correct Modeling Technique for Capacity Expansion (#775) - Question regarding calculate_bound with Bin variables. (#776) - Getting out of local optimal SDDiP (#777) - Performance Improvement on read/write cuts (#778) - the solver encountered numerical issues (#782) - [MSPFormat] Can't read Problem Instance 10 (Inventory Problem with Lead Time) from MSPLib-Library (#785) - Counting the number of cuts (#787) - Recording primal/dual iterates (#791)

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Published by github-actions[bot] over 1 year ago

sddp.jl - v1.8.1

SDDP v1.8.1

Diff since v1.8.0

Merged pull requests: - DNM: Fix various Threading() bugs (#761) (@odow) - Update copyright year (#762) (@odow) - Fix deprecation warning for sort(::Dict) (#763) (@odow) - Add separatekwargswith_semicolon = true to .JuliaFormatter.toml (#764) (@odow) - Prep for v1.8.1 (#769) (@odow)

Closed issues: - TTFX (#685) - Which would be the correct way to model the uncertainty from historical data? (#765) - Performance enhance (Direct Model) (#768)

- Julia
Published by github-actions[bot] almost 2 years ago

sddp.jl - v1.8.0

SDDP v1.8.0

Diff since v1.7.0

Merged pull requests: - [docs] clarify monotonicity of bound in first_steps.jl (#747) (@odow) - Add Threaded parallel scheme (#758) (@odow) - Misc maintenance fixes and updates (#759) (@odow) - Prep for v1.8.0 (#760) (@odow)

Closed issues: - Multithreading parallelism (#599) - Multiplying random variables will result in an error. This is related to nonlinear programming. (#739) - Multiply two variables (#744) - Does SDDP.jl support modeling with endogenous uncertainty and custom decision rules? (#745) - Clarify documentation of non monotonic bound (#746) - Cuts with really small coefficents (#748) - Can I define a constraint that correlates state variables from multiple nodes? (#749) - Does SDDP.jl support polytopic uncertainty? (#750) - UnicyclicGraph with Integer variables (#751) - Runtime specified variable naming (#752) - Some questions on parameterizing the subproblem and numerical issues (#753) - ERROR: TypeError: in keyword argument incoming_state, expected Dict{Symbol, Float64}, got a value of type Dict{Symbol, Any} (#754) - Some questions about model debugging (#756) - How to save a trained model? (#757)

- Julia
Published by github-actions[bot] almost 2 years ago

sddp.jl - v1.7.0

SDDP v1.7.0

Diff since v1.6.7

Merged pull requests: - Add programatic logo constructor (#730) (@odow) - Add a test for non-finite data in publicationplot (#738) (@odow) - Add samplebackwardnoisetermswithstate (#742) (@arthur-brigatto) - Prep for v1.7.0 (#743) (@odow)

Closed issues: - First-stage regularization (#697) - Out of Sample Simulation for the infinite horizon problem. (#728) - trouble with sum (#731) - Add multi-dimensional random variables (#732) - Question Regarding State-Dependent Paramether Updates in SDDP.jl (#733) - Error when trying to train a policy (#734) - Error when using nonlinear function of state.in (#735) - Cyclic Markov Policy Graph (#736) - PublicationPlots do not check for non-finite data (#737) - Best Practices for custom cut selection heuristic (#741)

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Published by github-actions[bot] about 2 years ago

sddp.jl - 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 chooseastoppingrule.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 firststeps.jl (#719) (@odow) - Add code for MDP paper (#720) (@odow) - [docs] replace chheeseproducer.pdf (#721) (@odow) - Add Google analytics (#723) (@odow) - Support NEARLYFEASIBLE_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 NEARLYFEASIBLEPOINT (#725)

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Published by github-actions[bot] over 2 years ago

sddp.jl - v1.6.6

SDDP v1.6.6

Diff since v1.6.5

Merged pull requests: - Add warning to Statistical stopping rule (#687) (@odow) - [docs] add more L-shaped theory (#689) (@odow) - Prep for v1.6.6 (#690) (@odow)

Closed issues: - Here and now solution (#686) - First Stage Stopping Rule Issue (#688)

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Published by github-actions[bot] over 2 years ago

sddp.jl - v1.6.5

SDDP v1.6.5

Diff since v1.6.4

Merged pull requests: - [docs] update docs/src/tutorial/examplereservoir.jl (#677) (@odow) - [docs] update docs/src/tutorial/examplenewsvendor.jl (#678) (@odow) - [docs] re-add GITHUBTOKEN (#679) (@odow) - Fix duplicate nodes in MarkovianGraph (#681) (@odow) - [docs] remove Binder links (#682) (@odow) - [docs] add link to pglibopfcases5pjm.m (#683) (@odow) - Prep for v1.6.5 (#684) (@odow)

Closed issues: - Accessing Optimal Decision (#675) - the notation lower_bound (#676) - Duplicate support in MarkovianGraph (#680)

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Published by github-actions[bot] over 2 years ago

sddp.jl - v1.6.4

SDDP v1.6.4

Diff since v1.6.3

Merged pull requests: - [docs] update Two-stage newsvendor example (#658) (@odow) - Throw error for invalid logfrequency values (#665) (@odow) - [docs] remove examplereservoir.csv (#666) (@odow) - Create static.yml for deploying GitHub pages (#667) (@odow) - Update README.md links (#668) (@odow) - [docs] update to Documenter@1 (#669) (@odow) - Use DOCUMENTERKEY to deploy docs (#670) (@odow) - [docs] update index.md (#671) (@odow) - Fix support for objectivesense in deterministic_equivalent (#673) (@odow) - Prep for v1.6.4 (#674) (@odow)

Closed issues: - MSPFormat issues (#603) - Provide more flexible options for stopping rules (#664) - FEASIBILITYSENSE returned by SDDP.deterministicequivalent() (#672)

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Published by github-actions[bot] almost 3 years ago

sddp.jl - 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)

- Julia
Published by github-actions[bot] almost 3 years ago

sddp.jl - 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 pglibopf.jl (#647) (@odow) - [docs] fix build and add color (#652) (@odow) - [MSPFormat] detect and exploit stagewise independent lattices (#653) (@odow) - Fix setoptimizer for models read from file (#654) (@odow) - Prep for v1.6.2 (#655) (@odow)

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Published by github-actions[bot] almost 3 years ago

sddp.jl - 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)

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Published by github-actions[bot] almost 3 years ago

sddp.jl - 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)

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Published by github-actions[bot] almost 3 years ago

sddp.jl - 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 accesspreviousvariables.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)

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Published by github-actions[bot] almost 3 years ago

sddp.jl - 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)

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Published by github-actions[bot] about 3 years ago

sddp.jl - 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 samplingscheme argument to writeto_file (#607) (@odow)

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Published by github-actions[bot] about 3 years ago

sddp.jl - 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)

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Published by github-actions[bot] about 3 years ago

sddp.jl - v1.2.1

SDDP v1.2.1

Diff since v1.2.0

Closed issues: - Add trainandsimulaterollinghorizon function (#452)

Merged pull requests: - Fix bug in logeveryseconds (#597) (@odow)

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Published by github-actions[bot] about 3 years ago

sddp.jl - 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 logeveryseconds (#595) (@odow) - Prep for v1.2.0 (#596) (@odow)

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Published by github-actions[bot] about 3 years ago

sddp.jl - v1.1.4

SDDP v1.1.4

Diff since v1.1.3

Closed issues: - Model with binary variable does not find the optimal solution. (#575) - Use historical data to train a model? (#583)

Merged pull requests: - [docs] minor documentation updates (#580) (@odow) - Add docstrings for graph funcs (#581) (@odow) - [docs] clarify integrality limitations (#582) (@odow) - Flush logs every iteration (#584) (@odow) - Update README (#585) (@odow) - Add numerical issues to log (#586) (@odow) - Prep for v1.1.4 (#587) (@odow)

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Published by github-actions[bot] about 3 years ago

sddp.jl - v1.1.3

SDDP v1.1.3

Diff since v1.1.2

Closed issues: - Typo in API Reference (#576) - Instability when considering investment in Markov Chain model (#578)

Merged pull requests: - [docs] fix missing word in example_reservoir.jl (#574) (@odow) - Fix typo in docstring (#577) (@odow)

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Published by github-actions[bot] about 3 years ago

sddp.jl - v1.1.2

SDDP v1.1.2

Diff since v1.1.1

Closed issues: - Simulate over the same Monte Carlo scenarios (#570)

Merged pull requests: - [docs] add example_reservoir.jl (#572) (@odow) - Prep for v1.1.2 (#573) (@odow)

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Published by github-actions[bot] over 3 years ago

sddp.jl - v1.1.1

SDDP v1.1.1

Diff since v1.1.0

Closed issues: - Markov chain leads to memory saturation (#568) - Can your framework solve large scale problems (#569)

Merged pull requests: - [docs] add notebooks (#571) (@odow)

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Published by github-actions[bot] over 3 years ago

sddp.jl - v1.1.0

SDDP v1.1.0

Diff since v1.0.0

Merged pull requests: - Add support for nodenameparser in writetofile (#567) (@odow)

- Julia
Published by github-actions[bot] over 3 years ago

sddp.jl - v1.0.0

SDDP v1.0.0

Diff since v0.4.9

Closed issues: - Problem stalls if optimizer has attributes (#417) - How SDDP works in an example? (#553) - Release v1.0.0 (#560)

Merged pull requests: - Add support for passing optimizer to Asynchronous (#545) (@odow) - Add num_nodes argument to UnicyclicGraph (#562) (@odow) - [docs] embed html plots into documentation (#563) (@odow) - Prep for v1.0.0 (#564) (@odow) - [docs] add vale as a linter (#565) (@odow) - [docs] update how to initialize parallel scheme (#566) (@odow)

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Published by github-actions[bot] over 3 years ago

sddp.jl - v0.4.9

SDDP v0.4.9

Diff since v0.4.8

Closed issues: - A simple problem (#552)

Merged pull requests: - [docs] remove misleading link paragraphs between tutorials (#554) (@odow) - [docs] refactor into tutorial and explanation sections (#555) (@odow) - [docs] add tutorial on Markov Decision Processes (#556) (@odow) - [docs] add two-stage newsvendor tutorial (#557) (@odow) - Update copyright 2023 (#558) (@odow) - Prep for v0.4.9 (#559) (@odow) - [docs] fixes to ARMA and objective state tutorials (#561) (@odow)

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Published by github-actions[bot] over 3 years ago

sddp.jl - v0.4.8

SDDP v0.4.8

Diff since v0.4.7

Closed issues: - Starting states for infinite horizon (#445) - Try to recover on dual solution failure (#548)

Merged pull requests: - Revert "Try to recover if we need dual solutions (#531)" (#546) (@odow) - Fix caching state bug in cyclic forward passes (#547) (@odow) - Add terminateoncycle option to Historical sampling scheme (#549) (@odow) - Prep for v0.4.8 (#550) (@odow) - Try to recover if we need a dual solution and experienced numerical issues (#551) (@odow)

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Published by github-actions[bot] over 3 years ago

sddp.jl - v0.4.7

SDDP v0.4.7

Diff since v0.4.6

Closed issues: - Ideas to improve multistage stochastic integer programs (#246) - Add a way to force purge cuts (#268) - SDDP with markov chain (#349) - No output shown if dashboard is true, if running SDDP.train a 2nd time (#352) - Add examples of Stochastic Optimal Control (#429) - Document how to add auto-regressive stochastic process (#443) - Save the cuts before throwing an error when we detect numerical issues (#469) - Conic subproblem numerical issue (#477) - Can a policy graph model MDPs? (#505) - The simples dynamic problem that you can solve in sddp.jl. (#513) - FileFormats not defined (#515) - Documentation feedback (#516) - Objective state errors are bad (#518) - Cut matrices from a subproblem (#520) - Optimal Path and Optimal Value (#524) - Banish GLPK from the documentation (#526) - Quit forward pass on ctrl+c (#527) - Simple Infinite Horizon Discrete Time non-stochastic problem (#528) - Add airline scheduling tutorial (#529) - Incorporate the information N stages before in subproblems (#530) - Start InSampleMonteCarlo at a given node (#532)

Merged pull requests: - Update license headers (#519) (@odow) - Fix broken link in air conditioning example (#521) (@conema) - Update JuliaFormatter (#522) (@odow) - Variable Naming in Deterministic Equivalent (#525) (@lucasprocessi) - Try to recover if we need dual solutions (#531) (@bfpc) - Update dependencies (#533) (@odow) - Throw InterruptException when solver is interrupted (#534) (@odow) - Add support for initialnode in InSampleMonteCarlo and OutOfSampleMonteCarlo (#535) (@odow) - Add a changelog (#536) (@odow) - Save cuts before throwing error (#537) (@odow) - Fix re-use of dashboard between solves (#538) (@odow) - Fix default stage objective (#539) (@odow) - Fix error on inconsistent input to addobjectivestate (#540) (@odow) - Update changelog for v0.4.7 (#541) (@odow) - [docs] update citation for entropic paper (#542) (@odow) - Add doccleanup.yml (#543) (@odow) - Fix documentation of risk measures (#544) (@odow)

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Published by github-actions[bot] over 3 years ago

sddp.jl - v0.4.6

SDDP v0.4.6

Diff since v0.4.5

Merged pull requests: - Update to JuMP 1.0 (#517) (@odow)

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Published by github-actions[bot] over 4 years ago

sddp.jl - v0.4.5

SDDP v0.4.5

Diff since v0.4.4

Closed issues: - Train model with Asynchronous mode (#492) - Cut-sharing property (#493) - SDDP.simulate with known realization (#494) - set_silent does not work in a subproblem (#495) - Error after updating to SDDP.jl 0.4.4 (#497) - Small typo (#498) - Simulating the policy section (#499) - Objective states - error in the example (#503) - GARCH? (#504) - Is there a way to efficiently add deterministic node in policy graph? (#508) - Constraint information log in SDDP (#509) - Update to JuMP v0.23 (#512)

Merged pull requests: - Fix #498 (#500) (@odow) - Fix typos in First Steps (#501) (@odow) - Fix test failures (#502) (@odow) - [docs] fix typo in objective state tutorial (#506) (@odow) - [docs] add auto-regressive tutorial (#507) (@odow) - Fix issue with set_silent in a subproblem (#510) (@odow) - Typo \cup-\cap (#511) (@bfpc) - Update to JuMP v0.23 (#514) (@odow)

- Julia
Published by github-actions[bot] over 4 years ago

sddp.jl - v0.4.4

SDDP v0.4.4

Diff since v0.4.3

Closed issues: - Add cut selection for objective and belief states (#326) - readcutsfrom_file does not load cuts into the BellmanFunction (#360) - Add code from biobjective paper (#461) - Loading and writing cuts from files (#467) - Historical Simulation (#485)

Merged pull requests: - WIP: entropic paper (#460) (@odow) - WIP: biobjective paper (#463) (@odow) - Save states in writecutsto_file (#468) (@odow) - Fix BoundStalling for deterministic policy (#470) (@odow) - Add BanditDuality handler (#471) (@odow) - Fixed typos (#472) (@vfdev-5) - Minor formatting updates (#473) (@odow) - Fix behavior of BoundStalling stopping rule (#474) (@odow) - Add scripts for A/B benchmarking (#475) (@odow) - Fix the benchmark script and add a model (#476) (@odow) - Switch to a functional form for the tests (#478) (@odow) - Refactoring of bellman functions for concave cut selection (#479) (@odow) - Update brazilian example (#480) (@odow) - Add extra cut to Lagrangian problem (#481) (@odow) - Another improvement for lagrangian (#482) (@odow) - Fix magnitude warning with zero coefficients (#483) (@odow) - Remove bound-hack in StrengthenedConicDuality (#486) (@odow) - Use modified BFGS to solve Lagrangian (#487) (@odow) - BuMP to JuMP v0.22 (#489) (@odow) - Update benchmarks (#490) (@odow)

- Julia
Published by github-actions[bot] over 4 years ago

sddp.jl - v0.4.3

SDDP v0.4.3

Diff since v0.4.2

Merged pull requests: - Fix typo in risk tutorial (#459) (@odow) - Add a biobjective solver (#462) (@odow) - Re-organize how paper materials are stored (#464) (@odow) - Move remaining examples (#465) (@odow) - Add forwardpasscallback (#466) (@odow)

- Julia
Published by github-actions[bot] almost 5 years ago

sddp.jl - v0.4.2

SDDP v0.4.2

Diff since v0.4.1

Merged pull requests: - Fix bug in lagrangian duality (#457) (@odow)

- Julia
Published by github-actions[bot] almost 5 years ago

sddp.jl - v0.4.1

SDDP v0.4.1

Diff since v0.4.0

Merged pull requests: - Use tigher bounds for the incoming states (#454) (@odow) - Add a second solve to find a sparse dual vector (#455) (@odow) - Update Project.toml (#456) (@odow)

- Julia
Published by github-actions[bot] almost 5 years ago

sddp.jl - v0.4.0

SDDP v0.4.0

Diff since v0.3.17

Closed issues: - Decision-Hazard variables (#238) - Add a callback to modify data over the iterations (#416) - Use integer forward pass (#431) - Documentation feedback (#432) - Document how to access individual subproblems (#435) - Add better documentation on relatively complete recourse (#436) - Historical Simulation - BoundsError (#440) - Integer variables when constructing a PolicyGraph (#441) - Fix $ escaping in documentation (#442) - Objective state with state-dependent Ω (#444) - Fix docs of historical sampling scheme (#446) - Installation issue (#451)

Merged pull requests: - Fix dollar escaping in docs (#447) (@odow) - [docs] add relatively complete recourse section (#448) (@odow) - [breaking] Large refactoring of stochastic integer programs (#449) (@odow) - [docs] fix documentation of Historical sampling scheme (#450) (@odow) - Rename ConicDuality and relax_integrality (#453) (@odow)

- Julia
Published by github-actions[bot] almost 5 years ago

sddp.jl - v0.3.17

SDDP v0.3.17

Diff since v0.3.16

Closed issues: - Forward sample with risk-adjusted probabilities (#323) - Tests are flakey (#427) - Add more problem descriptors (#430)

Merged pull requests: - Add PSRSamplingScheme (#426) (@odow) - Various small improvements to the documentation (#433) (@odow) - Restructure the tutorials (#437) (@odow) - Display more attributes of a model (#438) (@odow) - Rewrite intro tutorial to add uncertainty (#439) (@odow)

- Julia
Published by github-actions[bot] almost 5 years ago

sddp.jl - v0.3.16

SDDP v0.3.16

Diff since v0.3.15

Closed issues: - Add a warning if you try to train a model with existing cuts (#305) - Historical ForwardPass sampling scheme (#414) - Function to add back all cuts (#415) - Add example using Gurobi in parallel (#417)

Merged pull requests: - Add RiskAdjustedForwardPass (#413) (@odow) - Update risk measure docstrings (#418) (@odow) - Allow Historical to sample sequentially (#420) (@odow) - Add warning when training with existing cuts (#421) (@odow) - Add addallcuts (#422) (@odow) - Update improvecomputationalperformance.md (#423) (@odow) - Update docs to build on 1.6 (#425) (@odow)

- Julia
Published by github-actions[bot] about 5 years ago

sddp.jl - v0.3.15

SDDP v0.3.15

Diff since v0.3.14

Closed issues: - Check that the initial root state respects variable bounds (#387) - Don't bound stall in initial iterations if no progress and Simulation is != Bound (#394) - Unable to access water values in multi storage SDDP calculation (#398) - MathOptFormat for SDDP.jl (#399) - Sanitize stageobjective macro (#404)

Merged pull requests: - Add docs on accessing previous stage (#406) (@odow) - Sanitize inputs to stageobjective macro (#407) (@odow) - Expand docs for water values (#408) (@odow) - Silent by default (#409) (@odow) - Add StoppingChain (#410) (@odow) - Check feasibility of initial point (#411) (@odow) - Add JuliaFormatter (#412) (@odow)

- Julia
Published by github-actions[bot] about 5 years ago

sddp.jl - v0.3.14

SDDP v0.3.14

Diff since v0.3.13

Closed issues: - Add guidance to documentation to solve large model (#392)

Merged pull requests: - Fix O(n^2) function in algorithm.jl (#393) (@odow)

- Julia
Published by github-actions[bot] about 5 years ago

sddp.jl - v0.3.13

SDDP v0.3.13

Diff since v0.3.12

Merged pull requests: - Update Project.toml (#388) (@jd-lara)

- Julia
Published by github-actions[bot] about 5 years ago

sddp.jl - v0.3.12

SDDP v0.3.12

Diff since v0.3.11

Closed issues: - Print description of the model in the header (#380) - Relax plotting code to allow Dict{String,Any} dicts to be passed (#381)

Merged pull requests: - Relax visualization requirements (#384) (@odow) - Add problem statistics in header (#385) (@odow) - Add a count of scenarios to the header (#386) (@odow)