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frapac/DualSDDP.jl · GitHub

Name		Name	Last commit message	Last commit date
data		data
res		res
run		run
src		src
test		test
Bound_primal-dual_SDDP.ipynb		Bound_primal-dual_SDDP.ipynb
Dual_SDDP_demo.ipynb		Dual_SDDP_demo.ipynb
Manifest.toml		Manifest.toml
Project.toml		Project.toml
README.md		README.md
REQUIRE		REQUIRE
main.jl		main.jl

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README

Dual SDDP

This repository stores the original code implementing the dual SDDP method.

To run the code from the command line:

julia main.jl

Installation instructions

Code works with Julia 0.6 and Gurobi v7.0.2.

The code runs with the following packages:

StochDynamicProgramming cd57a17 (branch fp/refact)
JuMP v0.18.1
Gurobi v0.4.0
Clustering v0.8.0

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