Add docs using JuliaDocs

.travis.yml

@@ -25,3 +25,6 @@ after_success:
   - julia -e 'cd(Pkg.dir("StochasticDualDynamicProgramming")); Pkg.add("Coverage"); using Coverage; Coveralls.submit(Coveralls.process_folder())'
   # push coverage results to Codecov
   - julia -e 'cd(Pkg.dir("StochasticDualDynamicProgramming")); Pkg.add("Coverage"); using Coverage; Codecov.submit(Codecov.process_folder())'
+  # build docs
+  - julia -e 'Pkg.add("Documenter")'
+  - julia -e 'cd(Pkg.dir("StochasticDualDynamicProgramming")); include(joinpath("docs", "make.jl"))'

docs/.gitignore

@@ -0,0 +1,2 @@
+build
+site

docs/make.jl

@@ -0,0 +1,9 @@
+using Documenter, StochasticDualDynamicProgramming
+
+makedocs()
+
+deploydocs(
+    deps = Deps.pip("mkdocs", "python-markdown-math"),
+    repo = "github.com/blegat/StochasticDualDynamicProgramming.jl.git",
+    julia  = "release"
+)

docs/mkdocs.yml

@@ -0,0 +1,24 @@
+site_name:        StochasticDualDynamicProgramming.jl
+repo_url:         https://github.com/blegat/StochasticDualDynamicProgramming.jl
+site_description: Implementation of SDDP (Stochastic Dual Dynamic Programming) using the StructJuMP modeling interface
+site_author:      Benoît Legat
+
+theme: readthedocs
+
+extra_css:
+  - assets/Documenter.css
+
+extra_javascript:
+  - https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS-MML_HTMLorMML
+  - assets/mathjaxhelper.js
+
+markdown_extensions:
+  - extra
+  - tables
+  - fenced_code
+  - mdx_math
+
+docs_dir: 'build'
+
+pages:
+  - Home: index.md

docs/src/index.md

@@ -0,0 +1,17 @@
+# StochasticDualDynamicProgramming.jl Documentation
+
+```@contents
+```
+
+## Functions
+
+
+```@docs
+model2lattice(m::JuMP.Model, num_stages, solver, cutmanager::AbstractCutManager, cutmode::Symbol, newcut::Symbol)
+SDDP(root::SDDPNode, num_stages; mccount::Int, verbose, pereiracoef, stopcrit::Function, pathsel::Symbol, ztol)
+```
+
+## Index
+
+```@index
+```

src/interface.jl

@@ -257,6 +257,11 @@ function getSDDPNode(allnodes, m::Model, t, num_stages, solver, parent, cutmanag
     get(nodes[t])
 end
 
+"""
+    model2lattice(m, num_stages, solver, cutmanager, cutmode, newcut)
+
+Transforms a [StructJuMP](https://github.com/StructJuMP/StructJuMP.jl) model `m` into a lattice that can be used by the SDDP algorithm.
+"""
 function model2lattice(m::Model, num_stages, solver, cutmanager::AbstractCutManager, cutmode::Symbol=:MultiCut, newcut::Symbol=:AddImmediately)
     nodes = Vector{Vector{SDDPNode}}(num_stages)
     for i in 1:num_stages

src/sddp.jl

@@ -347,6 +347,11 @@ function iteration{S}(root::SDDPNode{S}, totalmccount::Int, num_stages, verbose,
     rootsol, stats, z_UB, σ
 end
 
+"""
+    SDDP(root, num_stages; mccount, verbose, pereiracoef, stopcrit, pathsel, ztol)
+
+Runs the SDDP algorithms on the lattice given by `root`.
+"""
 function SDDP(root::SDDPNode, num_stages; mccount::Int=25, verbose=0, pereiracoef=2, stopcrit::Function=(x,y)->false, pathsel::Symbol=:Proba, ztol=1e-6)
     if !(pathsel in [:Proba, :nPaths])
         error("Invalid pathsel")