v0.4.4

SDDP v0.4.4

Diff since v0.4.3

Closed issues:

• Add cut selection for objective and belief states (#326)
• read_cuts_from_file does not load cuts into the BellmanFunction (#360)
• Add code from biobjective paper (#461)
• Loading and writing cuts from files (#467)
• Historical Simulation (#485)

Merged pull requests:

• WIP: entropic paper (#460) (@odow)
• WIP: biobjective paper (#463) (@odow)
• Save states in write_cuts_to_file (#468) (@odow)
• Fix BoundStalling for deterministic policy (#470) (@odow)
• Add BanditDuality handler (#471) (@odow)
• Fixed typos (#472) (@vfdev-5)
• Minor formatting updates (#473) (@odow)
• Fix behavior of BoundStalling stopping rule (#474) (@odow)
• Add scripts for A/B benchmarking (#475) (@odow)
• Fix the benchmark script and add a model (#476) (@odow)
• Switch to a functional form for the tests (#478) (@odow)
• Refactoring of bellman functions for concave cut selection (#479) (@odow)
• Update brazilian example (#480) (@odow)
• Add extra cut to Lagrangian problem (#481) (@odow)
• Another improvement for lagrangian (#482) (@odow)
• Fix magnitude warning with zero coefficients (#483) (@odow)
• Remove bound-hack in StrengthenedConicDuality (#486) (@odow)
• Use modified BFGS to solve Lagrangian (#487) (@odow)
• BuMP to JuMP v0.22 (#489) (@odow)
• Update benchmarks (#490) (@odow)