Performance issue with value in JuMP when using SDDP

[MathisAzema]

Hello,

I'm using the SDDP.jl package and have encountered some unexpected behavior when running the following example:
https://github.com/odow/SDDP.jl/blob/master/papers/msppy/msppy_hydro_thermal.jl

With a time limit of 100 seconds, I generated the following profile:

You'll notice that a significant portion of the time is spent retrieving the optimal objective values from the subproblems using JuMP's value function. This seems unusually high to me.

Thank you in advance!

[odow]

Please close this issue and open it at https://github.com/odow/SDDP.jl/issues