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Central Path Cutting Plane #755

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FSchmidtDIW opened this issue Jul 1, 2024 · 1 comment
Open

Central Path Cutting Plane #755

FSchmidtDIW opened this issue Jul 1, 2024 · 1 comment
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@FSchmidtDIW
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Hi Oscar,

I was wondering if anyone has implemented the Central Path Cutting Plane algorithm based on Chebyshev centres by Beltran et al. for SDDP.jl. I was going to have a go at a new ForwardPass but wanted to make sure that it is not implemented anywhere yet.

Thanks a lot

Felix
@odow
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odow commented Jul 13, 2024

I have not implemented it. All code for SDDP.jl is contained in this repo.

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@odow @FSchmidtDIW