Fix a bug in SDDP after update to JuMP 0.19 #175
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Codecov Report
@@ Coverage Diff @@
## master #175 +/- ##
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+ Coverage 33.77% 76.22% +42.44%
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Files 18 18
Lines 977 963 -14
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+ Hits 330 734 +404
+ Misses 647 229 -418
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This PR fixes an important bug in SDDP. The solution is currently far from optimal in an optimizer point of view, but a rewrite of SDDP with ParameterJuMP is expected.
This PR also comes with some formatting.
CC @mrchaos