v0.3.13

SDDP v0.3.13

Diff since v0.3.12

Merged pull requests:

• Update Project.toml (#388) (@jd-lara)

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)

v0.3.11

SDDP v0.3.11

Diff since v0.3.10

Closed issues:

• Reusing the Gurobi environment (#377)
• Can I have the max function in the objective cost function? (#378)

Merged pull requests:

• Update 01_first_steps.jl (#379) (@odow)
• Update user_interface.jl (#383) (@odow)

v0.3.10

SDDP v0.3.10

Diff since v0.3.9

Merged pull requests:

• Update publication_plot.jl (#376) (@odow)

v0.3.9

SDDP v0.3.9

Diff since v0.3.8

Closed issues:

• Modify constraint coefficients in-place during cut selection (#68)
• Create a hybrid method for price interpolation (#97)
• Proposal: Iteration Schemes (#116)
• Parallel optimization of RHS Noises (#159)
• Implement average cost infinite horizon (#179)
• SMPS reader (#241)
• Add cut patterns to SDDiP (#257)
• SDDiP doesn't respect tolerances (#264)
• Numerical stability II (#269)
• New cut_type: Stochastic cutting plane (#275)
• Add option to start simulation at arbitrary state (#331)
• how parallelize the simulations (#342)
• Can you use MC homogenies and non-homogenies? (#350)
• Minor warning annoyance when using Publication Plots (#374)

Merged pull requests:

• Add option to simulate with different incoming state (#372) (@odow)
• Add warning when adding cuts with high dynamic range (#373) (@odow)
• Update publication_plot.jl (#375) (@odow)

v0.3.8

SDDP v0.3.8

Diff since v0.3.7

Closed issues:

• Add noise in the constraint matrix, in a vector (#368)

Merged pull requests:

• [docs] Refinements of the theory tutorial (#367) (@odow)
• Add a tutorial on risk aversion (#369) (@odow)
• Minor improvements to theory tutorials (#370) (@odow)

v0.3.7

SDDP v0.3.7

Diff since v0.3.6

Merged pull requests:

• [docs] An intro to SDDP (#362) (@odow)
• Refactor examples to docs (#363) (@odow)
• Bump copyright year (#364) (@odow)
• [docs] Refine the theory tutorial (#365) (@odow)
• [docs] more tweaks to Theory I (#366) (@odow)

v0.3.6

SDDP v0.3.6

Diff since v0.3.5

Merged pull requests:

• Minor typos (#358) (@rtwalker)
• Collapse navigation in docs (#359) (@odow)
• Update TagBot.yml (#361) (@odow)

v0.3.5

SDDP v0.3.5

Diff since v0.3.4

Closed issues:

• Use SDDP.jl to solve a simple routine economics problem. (#351)
• issue with transition matrix in SDDP.MarkovianPolicyGraph (#353)

Merged pull requests:

• Update citations (#348) (@odow)
• Update CI and loosen probability check (#355) (@odow)
• Update Project.toml (#356) (@odow)

v0.3.4

SDDP v0.3.4

Diff since v0.3.3

Closed issues:

• User-specified nominal distributions in DRO (#117)
• Add numerical recovery callback (#329)
• SOF: add test_scenarios (#335)

Merged pull requests:

• Update citations (#327) (@odow)
• add nonuniform dro (#328) (@guyichen09)
• Add a numerical recovery function (#330) (@odow)
• Implement StochOptFormat (#332) (@odow)
• fix bad spelling (#333) (@lkapelevich)
• Add TestScenarios and evaluate (#336) (@odow)
• Add kwargs to Base.write(::IO, ::PolicyGraph) (#337) (@odow)
• Bump version for release (#338) (@odow)
• Various improvements to the docs (#339) (@odow)
• Update index.md (#340) (@odow)
• Add an SMPS example as validation (#341) (@odow)
• Update to latest version of StochOptFormat (#343) (@odow)
• Fix the version of StochOptFormat in tests (#344) (@odow)
• Add entropic risk measure (#347) (@odow)