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)

v0.3.3

SDDP v0.3.3

Diff since v0.3.2

Closed issues:

• Remove the need to specify initial bound (#222)
• Forward pass plugins (#295)
• state variable (#314)
• A distributionally-robust risk measure based on the Wasserstein distance. (#315)
• Numerical Stability Issues (#316)
• Simulations (#317)
• Random Variable in the Objective Function (#318)
• Can state variable x.in be converted to an input parameter? (#319)
• SDDP.OutOfSampleMonteCarlo (#321)
• Asynchronous cuts with price states (#324)

Merged pull requests:

• Add ForwardPass as a plug-in (#320) (@odow)
• Relax check for probabilities in MarkovianGraph (#322) (@odow)
• Implement async price and belief interpolations (#325) (@odow)

v0.3.2

SDDP v0.3.2

Diff since v0.3.1

Closed issues:

• Add option to print every N iterations (#306)
• multi-dimensional noise term in the objective function (#308)
• SDDP.jl installation errors on Julia 1.0.5 (#309)
• Deterministic Equivalent Infeasible (#310)
• Multi-dimensional random variable in the objective function (#311)

Merged pull requests:

• Update integrality_handlers.jl (#304) (@odow)
• Add option to use different logging frequency (#307) (@odow)
• Od/detequiv (#312) (@odow)
• RecipesBase 1.0 (#313) (@odow)

v0.3.1

SDDP v0.3.1

Diff since v0.3.0

Merged pull requests:

• Update integrality_handlers.jl (#304) (@odow)

v0.3.0

SDDP v0.3.0

Diff since v0.2.4

Merged pull requests:

• Updates for JuMP 0.21 (#300) (@odow)
• Install TagBot as a GitHub Action (#303) (@JuliaTagBot)

v0.2.4

v0.2.4 (2020-02-06)

Diff since v0.2.3

Merged pull requests:

• Add a counter for total solves (#301) (odow)
• Add tests to improve code coverage (#299) (odow)
• Update formatter (#298) (odow)