[docs] add Rolling horizon tutorial (#3815)

Co-authored-by: datejada <[email protected]>

docs/Project.toml

@@ -26,6 +26,7 @@ MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 MultiObjectiveAlgorithms = "0327d340-17cd-11ea-3e99-2fd5d98cecda"
 OrderedCollections = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
 PATHSolver = "f5f7c340-0bb3-5c69-969a-41884d311d1b"
+ParametricOptInterface = "0ce4ce61-57bf-432b-a095-efac525d185e"
 Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
 Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
@@ -48,6 +49,7 @@ Documenter = "=1.6.0"
 DocumenterCitations = "1"
 Dualization = "0.5"
 Enzyme = "0.12.14"
+ForwardDiff = "0.10"
 GLPK = "=1.2.1"
 HTTP = "1.5.4"
 HiGHS = "=1.9.2"
@@ -56,11 +58,14 @@ Ipopt = "=1.6.6"
 JSON = "0.21"
 JSONSchema = "1"
 Literate = "2.8"
+MarkdownAST = "0.1"
 MathOptInterface = "=1.31.1"
 MultiObjectiveAlgorithms = "=1.3.3"
 PATHSolver = "=1.7.7"
+ParametricOptInterface = "0.8.1"
 Plots = "1"
 SCS = "=2.0.1"
 SQLite = "1"
+SpecialFunctions = "2"
 StatsPlots = "0.15"
 Tables = "1"

docs/make.jl

@@ -377,6 +377,7 @@ const _PAGES = [
             "tutorials/algorithms/benders_decomposition.md",
             "tutorials/algorithms/cutting_stock_column_generation.md",
             "tutorials/algorithms/tsp_lazy_constraints.md",
+            "tutorials/algorithms/rolling_horizon.md",
             "tutorials/algorithms/parallelism.md",
         ],
         "Applications" => [

docs/src/tutorials/algorithms/rolling_horizon.csv

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