v1.3.0

SDDP v1.3.0

Diff since v1.2.1

Merged pull requests:

• Add support for MSPFormat reader (#593) (@odow)
• [StochOptFormat] update to v0.3 (#600) (@odow)
• Prep for v1.3 (#601) (@odow)

v1.2.1

SDDP v1.2.1

Diff since v1.2.0

Closed issues:

• Add train_and_simulate_rolling_horizon function (#452)

Merged pull requests:

• Fix bug in log_every_seconds (#597) (@odow)

v1.2.0

SDDP v1.2.0

Diff since v1.1.4

Closed issues:

• Add Markovian discretization of finance models (#428)
• Documentation improvements (#496)
• User question: jarandh (#589)
• User question: stochastic lead times (#590)
• Update the perishable widgets example (#591)

Merged pull requests:

• Tweak printing of the log (#588) (@odow)
• Update for StochOptFormat v0.2 (#592) (@odow)
• Add SimulatorSamplingScheme (#594) (@odow)
• Add log_every_seconds (#595) (@odow)
• Prep for v1.2.0 (#596) (@odow)

v1.1.4

SDDP v1.1.4

Diff since v1.1.3

Closed issues:

• Model with binary variable does not find the optimal solution. (#575)
• Use historical data to train a model? (#583)

Merged pull requests:

• [docs] minor documentation updates (#580) (@odow)
• Add docstrings for graph funcs (#581) (@odow)
• [docs] clarify integrality limitations (#582) (@odow)
• Flush logs every iteration (#584) (@odow)
• Update README (#585) (@odow)
• Add numerical issues to log (#586) (@odow)
• Prep for v1.1.4 (#587) (@odow)

v1.1.3

SDDP v1.1.3

Diff since v1.1.2

Closed issues:

• Typo in API Reference (#576)
• Instability when considering investment in Markov Chain model (#578)

Merged pull requests:

• [docs] fix missing word in example_reservoir.jl (#574) (@odow)
• Fix typo in docstring (#577) (@odow)

v1.1.2

SDDP v1.1.2

Diff since v1.1.1

Closed issues:

• Simulate over the same Monte Carlo scenarios (#570)

Merged pull requests:

• [docs] add example_reservoir.jl (#572) (@odow)
• Prep for v1.1.2 (#573) (@odow)

v1.1.1

SDDP v1.1.1

Diff since v1.1.0

Closed issues:

• Markov chain leads to memory saturation (#568)
• Can your framework solve large scale problems (#569)

Merged pull requests:

• [docs] add notebooks (#571) (@odow)

v1.1.0

SDDP v1.1.0

Diff since v1.0.0

Merged pull requests:

• Add support for node_name_parser in write_to_file (#567) (@odow)

v1.0.0

SDDP v1.0.0

Diff since v0.4.9

Closed issues:

• Problem stalls if optimizer has attributes (#417)
• How SDDP works in an example? (#553)
• Release v1.0.0 (#560)

Merged pull requests:

• Add support for passing optimizer to Asynchronous (#545) (@odow)
• Add num_nodes argument to UnicyclicGraph (#562) (@odow)
• [docs] embed html plots into documentation (#563) (@odow)
• Prep for v1.0.0 (#564) (@odow)
• [docs] add vale as a linter (#565) (@odow)
• [docs] update how to initialize parallel scheme (#566) (@odow)

v0.4.9

SDDP v0.4.9

Diff since v0.4.8

Closed issues:

• A simple problem (#552)

Merged pull requests:

• [docs] remove misleading link paragraphs between tutorials (#554) (@odow)
• [docs] refactor into tutorial and explanation sections (#555) (@odow)
• [docs] add tutorial on Markov Decision Processes (#556) (@odow)
• [docs] add two-stage newsvendor tutorial (#557) (@odow)
• Update copyright 2023 (#558) (@odow)
• Prep for v0.4.9 (#559) (@odow)
• [docs] fixes to ARMA and objective state tutorials (#561) (@odow)