Releases: odow/SDDP.jl
Releases · odow/SDDP.jl
v1.8.1
SDDP v1.8.1
Merged pull requests:
- DNM: Fix various Threading() bugs (#761) (@odow)
- Update copyright year (#762) (@odow)
- Fix deprecation warning for sort(::Dict) (#763) (@odow)
- Add separate_kwargs_with_semicolon = true to .JuliaFormatter.toml (#764) (@odow)
- Prep for v1.8.1 (#769) (@odow)
Closed issues:
v1.8.0
SDDP v1.8.0
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)
v1.7.0
SDDP v1.7.0
Merged pull requests:
- Add programatic logo constructor (#730) (@odow)
- Add a test for non-finite data in publication_plot (#738) (@odow)
- Add sample_backward_noise_terms_with_state (#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)
v1.6.7
SDDP v1.6.7
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)
v1.6.6
v1.6.5
SDDP v1.6.5
Merged pull requests:
- [docs] update docs/src/tutorial/example_reservoir.jl (#677) (@odow)
- [docs] update docs/src/tutorial/example_newsvendor.jl (#678) (@odow)
- [docs] re-add GITHUB_TOKEN (#679) (@odow)
- Fix duplicate nodes in MarkovianGraph (#681) (@odow)
- [docs] remove Binder links (#682) (@odow)
- [docs] add link to pglib_opf_cases5_pjm.m (#683) (@odow)
- Prep for v1.6.5 (#684) (@odow)
Closed issues:
v1.6.4
SDDP v1.6.4
Merged pull requests:
- [docs] update Two-stage newsvendor example (#658) (@odow)
- Throw error for invalid log_frequency values (#665) (@odow)
- [docs] remove example_reservoir.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 DOCUMENTER_KEY to deploy docs (#670) (@odow)
- [docs] update index.md (#671) (@odow)
- Fix support for objective_sense in deterministic_equivalent (#673) (@odow)
- Prep for v1.6.4 (#674) (@odow)
Closed issues:
v1.6.3
SDDP v1.6.3
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)