[docs] add Rolling horizon tutorial

[odow]

Closes #3811

Preview: https://jump.dev/JuMP.jl/previews/PR3815/tutorials/algorithms/rolling_horizon

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 97.90%. Comparing base (d2de3ab) to head (3772b30).
Report is 1 commits behind head on master.

Additional details and impacted files

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##           master    #3815   +/-   ##
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  Coverage   97.90%   97.90%           
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  Files          44       44           
  Lines        6022     6022           
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  Hits         5896     5896           
  Misses        126      126           

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[odow]

Okay @datejada, I've now made quite a few changes to your code--I hope you don't mind/agree with them.

I haven't really edited the first descriptive part. I'll wait for CI to see how the math renders, etc.

Still TODO:

• Tidy the math part
• I think we should show how this works with pure HiGHS. But using POI reduces the number of variables in the model. This does't work with HiGHS because it has A * i
• Get rid of objective_function_per_window? I don't know what it adds.

[odow]

So here's a nice plot:

[datejada]

Hi @odow, Thank you so much; I like your improvements and changes 😄

You can delete the objective_function_per_window parameter. I had it to quickly check that my implementation was working, but you can remove it for a final version.

[odow]

Thanks @datejada!

[datejada]

@odow, thank you! The final version is awesome. I’m happy to have contributed the initial version.