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 initial_node 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 add_objective_state (#540) (@odow)
• Update changelog for v0.4.7 (#541) (@odow)
• [docs] update citation for entropic paper (#542) (@odow)
• Add doc_cleanup.yml (#543) (@odow)
• Fix documentation of risk measures (#544) (@odow)