Release v1.9.0 · odow/SDDP.jl

SDDP v1.9.0

Merged pull requests:

Skip threading tests if running in serial (#770) (@odow)
Fix here-and-now typo (#771) (@joaquimg)
Update simulate_using_a_different_sampling_scheme.md (#772) (@Thuener)
Fix failing doctest because of JuMP's printing (#773) (@odow)
Change BanditDuality to use a prior and softmax to randomize arms (#779) (@odow)
Cut selection flags for write and read cuts functions (#781) (@Thuener)
Add simple cut selection flags test (#784) (@Thuener)
Improve error for lagged state variables in MSPFormat (#786) (@odow)
Support publication plot with replications of different lengths (#788) (@odow)
Use disable_sigint to allow interrupts only between iterations (#789) (@odow)
Add a callback to modify the subproblem on numerical difficulty (#790) (@odow)
Prep for v1.9.0 (#793) (@odow)

Closed issues:

Pass non-SDDP related decision rules (#696)
Central Path Cutting Plane (#755)
Manually stopping training SIGINT Gurobi (#767)
Add a callback to let the user modify a subproblem when numerical difficulties found (#774)
Correct Modeling Technique for Capacity Expansion (#775)
Question regarding calculate_bound with Bin variables. (#776)
Getting out of local optimal SDDiP (#777)
Performance Improvement on read/write cuts (#778)
the solver encountered numerical issues (#782)
[MSPFormat] Can't read Problem Instance 10 (Inventory Problem with Lead Time) from MSPLib-Library (#785)
Counting the number of cuts (#787)
Recording primal/dual iterates (#791)