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Intro issue: stage dependent objective bound #63

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odow opened this issue Oct 11, 2017 · 0 comments
Closed

Intro issue: stage dependent objective bound #63

odow opened this issue Oct 11, 2017 · 0 comments

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@odow
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odow commented Oct 11, 2017

Implement a stage dependent objective bound as suggested by @adow031

This would require using the getel functions for https://github.com/odow/SDDP.jl/blob/master/src/SDDP.jl#L182

Will look similar to #66

Shouldn't be more than a few lines with tests.

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