[breaking] Large refactoring of stochastic integer programs #449
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odow
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is solved on the forward pass.
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In particular - Automatic binarization removed - States no longer assumed to be binary - setup_state removed - better tests added - better documentation added
odow
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Aug 16, 2021
| function _deprecate_integrality_handler() | ||
| return error( | ||
| """ | ||
| SDDP.jl v0.4.0 introduced a number of breaking changes in how we deal with |
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This is the start of a breaking PR for how we handle stochastic integer programs. I'm not in a rush to merge this so I plan on doing a big reorganization.
Plan of attack:
ContinuousRelaxationtoConicDualitySDDiPto LagrangianDuality`StrengthenedConicDualityintegrality_handlerand let SDDP.jl decide when to try different dual cutsCloses #431