Release Notes
- Implements single-node parallelism (thread-based) for both training and simulation steps
- Applies L1 dominance cut selection while locking the future cost function on each thread
- Number of parallel threads is capped either on the logical core count or number of forward passes / simulated scenarios
- Generalizes the underlying data structure for the SDDP algorithm from a vector to a graph
- Creates submodules for scenario generation, risk measure, state, and stochastic process
- Generalizes recourse input for defining inflow and load scenarios, with branchings per node
- Uses trait objects for dynamic risk measure, state and stochastic process definition
Install powers-rs 0.2.0
Install prebuilt binaries via shell script
curl --proto '=https' --tlsv1.2 -LsSf https://github.com/rjmalves/powers/releases/download/v0.2.0/powers-rs-installer.sh | sh
Download powers-rs 0.2.0
