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Currently we remove redundancy between new cuts and old cuts. This becomes prohibitive when there is a lot of old cuts. We should instead remove redundancy among new cuts without looking at old cuts (or add a option to choose). Moreover, in the case of SDDP the redundancy is usually among the new cuts.
The text was updated successfully, but these errors were encountered:
Currently we remove redundancy between new cuts and old cuts. This becomes prohibitive when there is a lot of old cuts. We should instead remove redundancy among new cuts without looking at old cuts (or add a option to choose). Moreover, in the case of SDDP the redundancy is usually among the new cuts.
The text was updated successfully, but these errors were encountered: