v0.3.9

SDDP v0.3.9

Diff since v0.3.8

Closed issues:

• Modify constraint coefficients in-place during cut selection (#68)
• Create a hybrid method for price interpolation (#97)
• Proposal: Iteration Schemes (#116)
• Parallel optimization of RHS Noises (#159)
• Implement average cost infinite horizon (#179)
• SMPS reader (#241)
• Add cut patterns to SDDiP (#257)
• SDDiP doesn't respect tolerances (#264)
• Numerical stability II (#269)
• New cut_type: Stochastic cutting plane (#275)
• Add option to start simulation at arbitrary state (#331)
• how parallelize the simulations (#342)
• Can you use MC homogenies and non-homogenies? (#350)
• Minor warning annoyance when using Publication Plots (#374)

Merged pull requests:

• Add option to simulate with different incoming state (#372) (@odow)
• Add warning when adding cuts with high dynamic range (#373) (@odow)
• Update publication_plot.jl (#375) (@odow)