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alexanderbodard committed Nov 21, 2022
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# spock.jl

A proximal solver for the solution of multistage risk-averse optimal control problems
`spock.jl` is an efficient Julia implementation of the Spock algorithm for multistage risk-averse optimal control problems. It largely benefits from warm-starts and is amenable to massive parallelization.

This solver handles risk-averse optimal control problems with:

- Linear dynamics
- Quadratic stage and terminal costs
- Conic risk measures
- Convex input-state constraints

## Installation

Make sure to install the dependencies in the `Project.toml` and in your script import

```
include("src/spock.jl")
```


## Examples

The `examples/server_heat` folder contains example code for a test system, modeling the heat of servers in a data center. The figures in the IFAC 2023 submission can be reproduced by running the scripts `residuals.jl`, `scaling.jl` and `mpc_simulation.jl`.

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