Package evaluation to test SDDP on Julia 1.14.0-DEV.36 (e2f3178d9b*) started at 2025-11-06T19:17:24.630 ################################################################################ # Set-up # Installing PkgEval dependencies (TestEnv)... Set-up completed after 10.06s ################################################################################ # Installation # Installing SDDP... Resolving package versions... Updating `~/.julia/environments/v1.14/Project.toml` [f4570300] + SDDP v1.13.1 Updating `~/.julia/environments/v1.14/Manifest.toml` [6e4b80f9] + BenchmarkTools v1.6.3 [d1d4a3ce] + BitFlags v0.1.9 [523fee87] + CodecBzip2 v0.8.5 [944b1d66] + CodecZlib v0.7.8 [bbf7d656] + CommonSubexpressions v0.3.1 [34da2185] + Compat v4.18.1 [f0e56b4a] + ConcurrentUtilities v2.5.0 [864edb3b] + DataStructures v0.19.3 [163ba53b] + DiffResults v1.1.0 [b552c78f] + DiffRules v1.15.1 [ffbed154] + DocStringExtensions v0.9.5 [460bff9d] + ExceptionUnwrapping v0.1.11 [e2ba6199] + ExprTools v0.1.10 [f6369f11] + ForwardDiff v1.2.2 [cd3eb016] + HTTP v1.10.19 [92d709cd] + IrrationalConstants v0.2.6 [692b3bcd] + JLLWrappers v1.7.1 [682c06a0] + JSON v1.2.0 [0f8b85d8] + JSON3 v1.14.3 [4076af6c] + JuMP v1.29.2 [2ab3a3ac] + LogExpFunctions v0.3.29 [e6f89c97] + LoggingExtras v1.2.0 [1914dd2f] + MacroTools v0.5.16 [b8f27783] + MathOptInterface v1.46.0 [739be429] + MbedTLS v1.1.9 [d8a4904e] + MutableArithmetics v1.6.7 [77ba4419] + NaNMath v1.1.3 [4d8831e6] + OpenSSL v1.6.0 [bac558e1] + OrderedCollections v1.8.1 [69de0a69] + Parsers v2.8.3 [aea7be01] + PrecompileTools v1.3.3 [21216c6a] + Preferences v1.5.0 [3cdcf5f2] + RecipesBase v1.3.4 [189a3867] + Reexport v1.2.2 [f4570300] + SDDP v1.13.1 [777ac1f9] + SimpleBufferStream v1.2.0 [276daf66] + SpecialFunctions v2.6.1 [1e83bf80] + StaticArraysCore v1.4.4 [10745b16] + Statistics v1.11.1 [856f2bd8] + StructTypes v1.11.0 [ec057cc2] + StructUtils v2.5.1 [a759f4b9] + TimerOutputs v0.5.29 [3bb67fe8] + TranscodingStreams v0.11.3 [5c2747f8] + URIs v1.6.1 [6e34b625] + Bzip2_jll v1.0.9+0 [c8ffd9c3] + MbedTLS_jll v2.28.10+0 [efe28fd5] + OpenSpecFun_jll v0.5.6+0 [56f22d72] + Artifacts v1.11.0 [2a0f44e3] + Base64 v1.11.0 [ade2ca70] + Dates v1.11.0 [8ba89e20] + Distributed v1.11.0 [b77e0a4c] + InteractiveUtils v1.11.0 [ac6e5ff7] + JuliaSyntaxHighlighting v1.12.0 [8f399da3] + Libdl v1.11.0 [37e2e46d] + LinearAlgebra v1.13.0 [56ddb016] + Logging v1.11.0 [d6f4376e] + Markdown v1.11.0 [a63ad114] + Mmap v1.11.0 [ca575930] + NetworkOptions v1.3.0 [de0858da] + Printf v1.11.0 [9abbd945] + Profile v1.11.0 [9a3f8284] + Random v1.11.0 [ea8e919c] + SHA v1.0.0 [9e88b42a] + Serialization v1.11.0 [6462fe0b] + Sockets v1.11.0 [2f01184e] + SparseArrays v1.13.0 [f489334b] + StyledStrings v1.11.0 [fa267f1f] + TOML v1.0.3 [8dfed614] + Test v1.11.0 [cf7118a7] + UUIDs v1.11.0 [4ec0a83e] + Unicode v1.11.0 [e66e0078] + CompilerSupportLibraries_jll v1.3.0+1 [14a3606d] + MozillaCACerts_jll v2025.11.4 [4536629a] + OpenBLAS_jll v0.3.29+0 [05823500] + OpenLibm_jll v0.8.7+0 [458c3c95] + OpenSSL_jll v3.5.4+0 [bea87d4a] + SuiteSparse_jll v7.10.1+0 [83775a58] + Zlib_jll v1.3.1+2 [8e850b90] + libblastrampoline_jll v5.15.0+0 Installation completed after 5.14s ################################################################################ # Precompilation # Precompiling PkgEval dependencies... ┌ Error: Failed to use TestEnv.jl; test dependencies will not be precompiled │ exception = │ UndefVarError: `project_rel_path` not defined in `TestEnv` │ Suggestion: this global was defined as `Pkg.Operations.project_rel_path` but not assigned a value. │ Stacktrace: │ [1] get_test_dir(ctx::Pkg.Types.Context, pkgspec::PackageSpec) │ @ TestEnv ~/.julia/packages/TestEnv/nGMfF/src/julia-1.11/common.jl:75 │ [2] test_dir_has_project_file │ @ ~/.julia/packages/TestEnv/nGMfF/src/julia-1.11/common.jl:52 [inlined] │ [3] maybe_gen_project_override! │ @ ~/.julia/packages/TestEnv/nGMfF/src/julia-1.11/common.jl:83 [inlined] │ [4] activate(pkg::String; allow_reresolve::Bool) │ @ TestEnv ~/.julia/packages/TestEnv/nGMfF/src/julia-1.11/activate_set.jl:12 │ [5] activate(pkg::String) │ @ TestEnv ~/.julia/packages/TestEnv/nGMfF/src/julia-1.11/activate_set.jl:9 │ [6] top-level scope │ @ /PkgEval.jl/scripts/precompile.jl:24 │ [7] include(mod::Module, _path::String) │ @ Base ./Base.jl:309 │ [8] exec_options(opts::Base.JLOptions) │ @ Base ./client.jl:344 │ [9] _start() │ @ Base ./client.jl:577 └ @ Main /PkgEval.jl/scripts/precompile.jl:26 Precompiling package dependencies... Precompiling packages... 7016.8 ms ✓ ForwardDiff 78377.3 ms ✓ MathOptInterface 63544.0 ms ✓ JuMP 27424.7 ms ✓ SDDP 4 dependencies successfully precompiled in 180 seconds. 68 already precompiled. Precompilation completed after 192.18s ################################################################################ # Testing # Testing SDDP Status `/tmp/jl_zm53dQ/Project.toml` [87dc4568] HiGHS v1.20.1 [b6b21f68] Ipopt v1.12.1 [682c06a0] JSON v1.2.0 [7d188eb4] JSONSchema v1.5.0 [91a5bcdd] Plots v1.41.1 [f4570300] SDDP v1.13.1 [10745b16] Statistics v1.11.1 [8ba89e20] Distributed v1.11.0 [f43a241f] Downloads v1.7.0 [44cfe95a] Pkg v1.13.0 [9a3f8284] Random v1.11.0 [8dfed614] Test v1.11.0 Status `/tmp/jl_zm53dQ/Manifest.toml` [66dad0bd] AliasTables v1.1.3 [6e4b80f9] BenchmarkTools v1.6.3 [d1d4a3ce] BitFlags v0.1.9 [523fee87] CodecBzip2 v0.8.5 [944b1d66] CodecZlib v0.7.8 [35d6a980] ColorSchemes v3.31.0 [3da002f7] ColorTypes v0.12.1 [c3611d14] ColorVectorSpace v0.11.0 [5ae59095] Colors v0.13.1 [bbf7d656] CommonSubexpressions v0.3.1 [34da2185] Compat v4.18.1 [f0e56b4a] ConcurrentUtilities v2.5.0 [d38c429a] Contour v0.6.3 [9a962f9c] DataAPI v1.16.0 [864edb3b] DataStructures v0.19.3 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Testing Running tests... [ Info: Experimental.jl [ Info: fetching remote ref https://jump.dev/MathOptFormat/schemas/mof.1.schema.json [ Info: Inner.jl Node: 3 - elapsed time: 0.39 plus 9.84 for vertex selection. Node: 2 - elapsed time: 0.31 plus 0.29 for vertex selection. Node: 1 - elapsed time: 0.31 plus 0.29 for vertex selection. First-stage upper bound: 45.83333333333332 Total time for upper bound: 11.436994433 ┌ Warning: You must select an optimizer for performing vertex selection. └ @ SDDP.Inner ~/.julia/packages/SDDP/ScjyB/src/Inner.jl:1048 Node: 19 - elapsed time: 0.39 plus 0.34 for vertex selection. Node: 18 - elapsed time: 0.49 plus 0.34 for vertex selection. Node: 17 - elapsed time: 0.49 plus 0.34 for vertex selection. Node: 16 - elapsed time: 0.48 plus 0.33 for vertex selection. Node: 15 - elapsed time: 0.48 plus 0.33 for vertex selection. Node: 14 - elapsed time: 0.47 plus 0.33 for vertex selection. Node: 13 - elapsed time: 0.48 plus 0.34 for vertex selection. Node: 12 - elapsed time: 0.46 plus 0.34 for vertex selection. Node: 11 - elapsed time: 0.47 plus 0.34 for vertex selection. Node: 10 - elapsed time: 0.47 plus 0.34 for vertex selection. Node: 9 - elapsed time: 0.47 plus 0.33 for vertex selection. Node: 8 - elapsed time: 0.47 plus 0.34 for vertex selection. Node: 7 - elapsed time: 0.48 plus 0.33 for vertex selection. Node: 6 - elapsed time: 0.47 plus 0.33 for vertex selection. Node: 5 - elapsed time: 0.47 plus 0.33 for vertex selection. Node: 4 - elapsed time: 0.81 plus 0.33 for vertex selection. Node: 3 - elapsed time: 0.48 plus 0.34 for vertex selection. Node: 2 - elapsed time: 0.47 plus 0.33 for vertex selection. Node: 1 - elapsed time: 0.52 plus 0.33 for vertex selection. Selection removed 500 vertices [ Info: MSPFormat.jl [ Info: algorithm.jl ┌ Warning: Unable to recover in direct mode! Remove `direct = true` when creating the policy graph. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:401 [ Info: Writing cuts to the file `model_infeasible_node_1.cuts.json` [ Info: Writing cuts to the file `model_infeasible_node_1.cuts.json` ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 1.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] JuMP.AffExpr in MOI.GreaterThan{Float64} : [1, 1] JuMP.VariableRef in MOI.GreaterThan{Float64} : [2, 2] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [2e+00, 2e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- † 1 0.000000e+00 0.000000e+00 6.005189e-01 4 1 3 0.000000e+00 0.000000e+00 1.110877e+00 12 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.110877e+00 total solves : 12 best bound : 0.000000e+00 simulation ci : 0.000000e+00 ± 0.000000e+00 numeric issues : 1 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 8.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] JuMP.AffExpr in MOI.EqualTo{Float64} : [1, 1] JuMP.VariableRef in MOI.GreaterThan{Float64} : [4, 4] JuMP.VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 3e+02] bounds range [1e+02, 2e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 1.100000e+05 1.075000e+05 5.838101e-01 9 1 20 7.500000e+04 1.075000e+05 1.187231e+00 204 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.187231e+00 total solves : 204 best bound : 1.075000e+05 simulation ci : 8.268750e+04 ± 1.084410e+04 numeric issues : 0 ------------------------------------------------------------------- ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:1181 ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:1181 [ Info: binary_expansion.jl [ Info: deterministic_equivalent.jl [ Info: modeling_aids.jl ┌ Warning: Budget for nodes is less than the number of stages. Using one node per stage. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/modeling_aids.jl:125 [ Info: user_interface.jl [ Info: backward_sampling_schemes.jl [ Info: bellman_functions.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 2.70000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] JuMP.AffExpr in MOI.EqualTo{Float64} : [2, 2] JuMP.VariableRef in MOI.GreaterThan{Float64} : [5, 5] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 2] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [2e+00, 1e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 2.500000e+01 2.138889e+01 1.801076e+00 12 1 10 2.500000e+00 3.361111e+01 1.830656e+00 120 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.830656e+00 total solves : 120 best bound : 3.361111e+01 simulation ci : 2.775000e+01 ± 3.280073e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 2.70000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] JuMP.AffExpr in MOI.EqualTo{Float64} : [2, 2] JuMP.VariableRef in MOI.GreaterThan{Float64} : [5, 5] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 2] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [2e+00, 1e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 2.500000e+01 2.083333e+01 4.861522e-01 12 1 10 2.500000e+00 3.361111e+01 5.167842e-01 120 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 5.167842e-01 total solves : 120 best bound : 3.361111e+01 simulation ci : 2.775000e+01 ± 3.280073e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] JuMP.AffExpr in MOI.EqualTo{Float64} : [2, 2] JuMP.VariableRef in MOI.EqualTo{Float64} : [3, 3] JuMP.VariableRef in MOI.GreaterThan{Float64} : [5, 5] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 9.250000e+01 5.268631e+01 1.149797e-02 46 1 50 0.000000e+00 1.191663e+02 5.491018e-01 1625 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 5.491018e-01 total solves : 1625 best bound : 1.191663e+02 simulation ci : 7.795000e+01 ± 2.885518e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] JuMP.AffExpr in MOI.EqualTo{Float64} : [2, 2] JuMP.VariableRef in MOI.EqualTo{Float64} : [3, 3] JuMP.VariableRef in MOI.GreaterThan{Float64} : [5, 5] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 9.250000e+01 5.268631e+01 1.121402e-02 46 1 50 0.000000e+00 1.191663e+02 5.791318e-01 1625 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 5.791318e-01 total solves : 1625 best bound : 1.191663e+02 simulation ci : 7.795000e+01 ± 2.885518e+01 numeric issues : 0 ------------------------------------------------------------------- [ Info: duality_handlers.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 2 scenarios : 1.00000e+02 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 11] JuMP.AffExpr in MOI.LessThan{Float64} : [2, 2] JuMP.VariableRef in MOI.GreaterThan{Float64} : [3, 7] JuMP.VariableRef in MOI.LessThan{Float64} : [2, 7] JuMP.VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 6e+00] objective range [1e+00, 3e+01] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 -4.650000e+01 -7.053967e+01 3.404003e+00 103 1 3S -5.785826e+01 -6.755367e+01 5.151277e+00 309 1 4S -6.230988e+01 -6.688020e+01 6.206889e+00 412 1 5S -7.577792e+01 -6.680771e+01 7.392986e+00 515 1 6S -6.064080e+01 -6.678327e+01 8.513953e+00 618 1 7S -6.493167e+01 -6.677772e+01 9.567317e+00 721 1 15S -4.168889e+01 -6.677644e+01 1.545072e+01 1545 1 25S -4.168889e+01 -6.677644e+01 2.141981e+01 2575 1 35S -3.268889e+01 -6.677644e+01 2.740338e+01 3605 1 45S -4.168889e+01 -6.677644e+01 3.331625e+01 4635 1 55S -4.868889e+01 -6.677644e+01 3.936976e+01 5665 1 65S -4.168889e+01 -6.677644e+01 4.534682e+01 6695 1 75S -8.368889e+01 -6.677644e+01 5.131986e+01 7725 1 85S -6.068889e+01 -6.677644e+01 5.735710e+01 8755 1 95S -6.468889e+01 -6.677644e+01 6.343205e+01 9785 1 100 -8.368889e+01 -6.677644e+01 6.580134e+01 10300 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.580134e+01 total solves : 10300 best bound : -6.677644e+01 simulation ci : -5.960112e+01 ± 3.154656e+00 numeric issues : 0 ------------------------------------------------------------------- ****************************************************************************** This program contains Ipopt, a library for large-scale nonlinear optimization. Ipopt is released as open source code under the Eclipse Public License (EPL). For more information visit https://github.com/coin-or/Ipopt ****************************************************************************** [ Info: forward_passes.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] JuMP.VariableRef in MOI.EqualTo{Float64} : [1, 1] JuMP.VariableRef in MOI.GreaterThan{Float64} : [1, 1] JuMP.VariableRef in MOI.LessThan{Float64} : [2, 2] numerical stability report matrix range [0e+00, 0e+00] objective range [1e+00, 1e+00] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 3.000000e+00 6.000000e+00 7.955074e-03 8 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.955074e-03 total solves : 8 best bound : 6.000000e+00 simulation ci : 3.000000e+00 ± NaN numeric issues : 0 ------------------------------------------------------------------- ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:1181 [ Info: local_improvement_search.jl [ Info: exp = 15 [ Info: OA(exp) = 220 [ Info: piecewise = 7 [ Info: OA(piecewise) = 6 [ Info: squared = 3 [ Info: OA(squared) = 16 [ Info: parallel_schemes.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : Asynchronous mode with 4 workers. risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [1, 1] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [0e+00, 0e+00] objective range [1e+00, 1e+00] bounds range [1e+00, 6e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 9.000000e+00 6.000000e+00 2.693615e+02 2 5 20 9.000000e+00 6.000000e+00 2.746659e+02 40 5 ------------------------------------------------------------------- status : iteration_limit total time (s) : 2.746659e+02 total solves : 40 best bound : 6.000000e+00 simulation ci : 6.400000e+00 ± 1.029307e+00 numeric issues : 0 ------------------------------------------------------------------- ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:1181 ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 4.00000e+00 existing cuts : true options solver : Asynchronous mode with 4 workers. risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] AffExpr in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [1e+00, 6e+00] rhs range [4e+00, 4e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 5.000000e+00 6.000000e+00 5.177081e-01 48 1 20 9.000000e+00 6.000000e+00 1.009147e+00 162 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.009147e+00 total solves : 162 best bound : 6.000000e+00 simulation ci : 5.900000e+00 ± 9.633534e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: risk_measures.jl ┌ Warning: Radius is very small. You should probably use `SDDP.Expectation()` instead. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/risk_measures.jl:528 ┌ Warning: Radius is very small. You should probably use `SDDP.Expectation()` instead. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/risk_measures.jl:528 ┌ Warning: Radius is very small. You should probably use `SDDP.Expectation()` instead. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/risk_measures.jl:528 [ Info: sampling_schemes.jl [ Info: stopping_rules.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 1.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [0e+00, 0e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 0.000000e+00 0.000000e+00 1.776888e-01 4 1 50 0.000000e+00 0.000000e+00 5.490170e-01 200 1 ------------------------------------------------------------------- status : first_stage_stopping total time (s) : 5.490170e-01 total solves : 200 best bound : 0.000000e+00 simulation ci : 0.000000e+00 ± 0.000000e+00 numeric issues : 0 ------------------------------------------------------------------- ┌ Warning: Are you really sure you want to use this stopping rule? Read why we don't recommend it by typing `? SDDP.Statistical` into the REPL to read the docstring. │ │ If you understand what you are doing, you can disable this warning with `SDDP.Statistical(; disable_warning = true)` └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/stopping_rules.jl:132 Simulated policy value: [ 5.035598e+00, 6.964402e+00] Simulated policy value: [ 5.282880e+00, 7.117120e+00] Simulated policy value: [ 5.606329e+00, 7.393671e+00] ┌ Warning: Are you really sure you want to use this stopping rule? Read why we don't recommend it by typing `? SDDP.Statistical` into the REPL to read the docstring. │ │ If you understand what you are doing, you can disable this warning with `SDDP.Statistical(; disable_warning = true)` └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/stopping_rules.jl:132 Simulated policy value: [ 5.035598e+00, 6.964402e+00] Simulated policy value: [ 5.282880e+00, 7.117120e+00] Simulated policy value: [ 5.606329e+00, 7.393671e+00] ┌ Warning: Are you really sure you want to use this stopping rule? Read why we don't recommend it by typing `? SDDP.Statistical` into the REPL to read the docstring. │ │ If you understand what you are doing, you can disable this warning with `SDDP.Statistical(; disable_warning = true)` └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/stopping_rules.jl:132 [ Info: threaded.jl [ Info: value_functions.jl [ Info: visualization.jl test_SpaghettiPlot: Test Failed at /home/pkgeval/.julia/packages/SDDP/ScjyB/test/visualization/visualization.jl:49 Expression: read("test.html", String) == read(control, String) Evaluated: "\n\n\n\n\n \n \n \n\n\n\n
\n \n\n\n\n\n" == "\n\n\n\n\n \n \n \n\n\n\n
\n \n\n\n\n\n" Stacktrace: [1] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:753 [inlined] [2] test_SpaghettiPlot() @ Main.TestVisualization ~/.julia/packages/SDDP/ScjyB/test/visualization/visualization.jl:49 [3] macro expansion @ ~/.julia/packages/SDDP/ScjyB/test/visualization/visualization.jl:17 [inlined] [4] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:1961 [inlined] [5] runtests() @ Main.TestVisualization ~/.julia/packages/SDDP/ScjyB/test/visualization/visualization.jl:17 ┌ Warning: `SDDP.save` is deprecated. Use `SDDP.plot` instead. │ caller = test_SpaghettiPlot() at visualization.jl:51 └ @ Core ~/.julia/packages/SDDP/ScjyB/test/visualization/visualization.jl:51 test_SpaghettiPlot: Test Failed at /home/pkgeval/.julia/packages/SDDP/ScjyB/test/visualization/visualization.jl:55 Expression: read("test.html", String) == read(control, String) Evaluated: "\n\n\n\n\n \n \n \n\n\n\n
\n \n\n\n\n\n" == "\n\n\n\n\n \n \n \n\n\n\n
\n \n\n\n\n\n" Stacktrace: [1] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:753 [inlined] [2] test_SpaghettiPlot() @ Main.TestVisualization ~/.julia/packages/SDDP/ScjyB/test/visualization/visualization.jl:55 [3] macro expansion @ ~/.julia/packages/SDDP/ScjyB/test/visualization/visualization.jl:17 [inlined] [4] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:1961 [inlined] [5] runtests() @ Main.TestVisualization ~/.julia/packages/SDDP/ScjyB/test/visualization/visualization.jl:17 [ Info: FAST_hydro_thermal.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 2.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.GreaterThan{Float64} : [1, 1] AffExpr in MOI.LessThan{Float64} : [1, 1] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [3, 4] VariableRef in MOI.LessThan{Float64} : [2, 2] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 5e+00] bounds range [8e+00, 8e+00] rhs range [6e+00, 6e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 -2.000000e+01 -1.000000e+01 6.308136e+00 5 1 20 0.000000e+00 -1.000000e+01 6.914555e+00 104 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 6.914555e+00 total solves : 104 best bound : -1.000000e+01 simulation ci : -1.100000e+01 ± 4.474009e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: FAST_production_management.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 2 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] AffExpr in MOI.LessThan{Float64} : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [2e-01, 3e+00] bounds range [5e+01, 5e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 5 -5.320000e+00 -2.396000e+01 6.868460e-01 52 1 10 -2.396000e+01 -2.396000e+01 6.964741e-01 92 1 15 -4.260000e+01 -2.396000e+01 7.066779e-01 132 1 20 -2.396000e+01 -2.396000e+01 7.178500e-01 172 1 25 -5.320000e+00 -2.396000e+01 7.321289e-01 224 1 30 -5.320000e+00 -2.396000e+01 7.451138e-01 264 1 35 -2.396000e+01 -2.396000e+01 7.589650e-01 304 1 40 -2.396000e+01 -2.396000e+01 7.741649e-01 344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 7.741649e-01 total solves : 344 best bound : -2.396000e+01 simulation ci : -1.868714e+01 ± 3.990349e+00 numeric issues : 0 ------------------------------------------------------------------- ──────────────────────────────────────────────────────────────────────────────────── Time Allocations ─────────────────────── ──────────────────────── Tot / % measured: 1.13s / 66.8% 11.8MiB / 59.1% Section ncalls time %tot avg alloc %tot avg ──────────────────────────────────────────────────────────────────────────────────── forward_pass 40 495ms 65.6% 12.4ms 1.56MiB 22.4% 39.9KiB solve_subproblem 120 492ms 65.3% 4.10ms 1.39MiB 20.0% 11.9KiB get_dual_solution 120 49.6μs 0.0% 413ns 13.1KiB 0.2% 112B sample_scenario 40 501μs 0.1% 12.5μs 22.3KiB 0.3% 572B backward_pass 40 248ms 32.9% 6.20ms 5.23MiB 75.0% 134KiB solve_subproblem 160 222ms 29.4% 1.38ms 721KiB 10.1% 4.51KiB get_dual_solution 160 1.39ms 0.2% 8.70μs 185KiB 2.6% 1.16KiB prepare_backward_pass 160 164μs 0.0% 1.03μs 15.0KiB 0.2% 96.0B calculate_bound 40 11.3ms 1.5% 282μs 182KiB 2.5% 4.54KiB get_dual_solution 40 25.0μs 0.0% 624ns 4.38KiB 0.1% 112B get_dual_solution 36 14.4μs 0.0% 400ns 3.94KiB 0.1% 112B ──────────────────────────────────────────────────────────────────────────────────── ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 2 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] AffExpr in MOI.LessThan{Float64} : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [2e-01, 3e+00] bounds range [5e+01, 5e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 5 -2.396000e+01 -2.396000e+01 8.125401e-01 52 1 10 -2.396000e+01 -2.396000e+01 8.472030e-01 92 1 15 -2.396000e+01 -2.396000e+01 8.582952e-01 132 1 20 -4.260000e+01 -2.396000e+01 8.714621e-01 172 1 25 -5.320000e+00 -2.396000e+01 8.896852e-01 224 1 30 -2.396000e+01 -2.396000e+01 9.072881e-01 264 1 35 -2.396000e+01 -2.396000e+01 9.289520e-01 304 1 40 -5.320000e+00 -2.396000e+01 9.533150e-01 344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 9.533150e-01 total solves : 344 best bound : -2.396000e+01 simulation ci : -2.237170e+01 ± 4.300524e+00 numeric issues : 0 ------------------------------------------------------------------- ──────────────────────────────────────────────────────────────────────────────────── Time Allocations ─────────────────────── ──────────────────────── Tot / % measured: 977ms / 93.5% 13.4MiB / 94.3% Section ncalls time %tot avg alloc %tot avg ──────────────────────────────────────────────────────────────────────────────────── forward_pass 40 612ms 66.9% 15.3ms 1.56MiB 12.4% 39.9KiB solve_subproblem 120 609ms 66.6% 5.07ms 1.39MiB 11.0% 11.9KiB get_dual_solution 120 53.1μs 0.0% 443ns 13.1KiB 0.1% 112B sample_scenario 40 599μs 0.1% 15.0μs 22.5KiB 0.2% 575B backward_pass 40 289ms 31.6% 7.22ms 10.9MiB 86.2% 278KiB solve_subproblem 160 30.9ms 3.4% 193μs 722KiB 5.6% 4.51KiB get_dual_solution 160 1.57ms 0.2% 9.82μs 185KiB 1.4% 1.16KiB prepare_backward_pass 160 163μs 0.0% 1.02μs 15.0KiB 0.1% 96.0B calculate_bound 40 13.2ms 1.4% 331μs 183KiB 1.4% 4.58KiB get_dual_solution 40 19.2μs 0.0% 480ns 4.38KiB 0.0% 112B get_dual_solution 36 13.6μs 0.0% 378ns 3.94KiB 0.0% 112B ──────────────────────────────────────────────────────────────────────────────────── [ Info: FAST_quickstart.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 2.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 4] AffExpr in MOI.LessThan{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [2, 3] VariableRef in MOI.LessThan{Float64} : [2, 2] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 2e+00] bounds range [2e+00, 5e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 0.000000e+00 -2.500000e+00 4.539311e-01 5 1 2 -2.500000e+00 -2.000000e+00 6.195340e-01 14 1 3 -1.000000e+00 -2.000000e+00 6.281009e-01 19 1 4 -1.000000e+00 -2.000000e+00 6.294010e-01 24 1 5 -1.000000e+00 -2.000000e+00 6.302509e-01 29 1 6 -3.000000e+00 -2.000000e+00 6.320801e-01 34 1 7 -1.000000e+00 -2.000000e+00 6.331990e-01 39 1 8 -1.000000e+00 -2.000000e+00 6.342161e-01 44 1 9 -3.000000e+00 -2.000000e+00 6.359439e-01 49 1 10 -1.000000e+00 -2.000000e+00 6.373730e-01 54 1 11 -3.000000e+00 -2.000000e+00 6.383140e-01 59 1 12 -3.000000e+00 -2.000000e+00 6.402869e-01 64 1 13 -1.000000e+00 -2.000000e+00 6.422019e-01 69 1 14 -1.000000e+00 -2.000000e+00 6.441410e-01 74 1 15 -3.000000e+00 -2.000000e+00 6.456540e-01 79 1 16 -1.000000e+00 -2.000000e+00 6.467659e-01 84 1 17 -3.000000e+00 -2.000000e+00 6.488669e-01 89 1 18 -3.000000e+00 -2.000000e+00 6.508720e-01 94 1 19 -1.000000e+00 -2.000000e+00 6.526690e-01 99 1 20 -3.000000e+00 -2.000000e+00 6.545861e-01 104 1 21 -1.000000e+00 -2.000000e+00 6.570051e-01 113 1 22 -1.000000e+00 -2.000000e+00 6.591189e-01 118 1 23 -3.000000e+00 -2.000000e+00 6.607890e-01 123 1 24 -3.000000e+00 -2.000000e+00 6.627171e-01 128 1 25 -1.000000e+00 -2.000000e+00 6.640229e-01 133 1 26 -3.000000e+00 -2.000000e+00 6.652770e-01 138 1 27 -3.000000e+00 -2.000000e+00 6.665549e-01 143 1 28 -1.000000e+00 -2.000000e+00 6.678450e-01 148 1 29 -3.000000e+00 -2.000000e+00 6.903861e-01 153 1 30 -3.000000e+00 -2.000000e+00 6.917830e-01 158 1 31 -1.000000e+00 -2.000000e+00 6.929231e-01 163 1 32 -1.000000e+00 -2.000000e+00 6.940651e-01 168 1 33 -1.000000e+00 -2.000000e+00 6.953011e-01 173 1 34 -3.000000e+00 -2.000000e+00 6.966169e-01 178 1 35 -1.000000e+00 -2.000000e+00 6.980550e-01 183 1 36 -3.000000e+00 -2.000000e+00 6.993110e-01 188 1 37 -1.000000e+00 -2.000000e+00 7.006040e-01 193 1 38 -1.000000e+00 -2.000000e+00 7.018700e-01 198 1 39 -1.000000e+00 -2.000000e+00 7.030840e-01 203 1 40 -1.000000e+00 -2.000000e+00 7.042830e-01 208 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 7.042830e-01 total solves : 208 best bound : -2.000000e+00 simulation ci : -1.812500e+00 ± 3.171441e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: Hydro_thermal.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 3e+00] bounds range [5e+00, 2e+01] rhs range [2e+00, 1e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 4.000000e+01 1.882708e+01 9.975021e-01 51 1 26 3.830773e+02 2.282913e+02 2.087202e+00 4602 1 30 2.138334e+03 2.336430e+02 3.684110e+00 7674 1 38 8.025312e+02 2.352957e+02 4.942087e+00 10194 1 46 1.737622e+02 2.358930e+02 6.059900e+00 12054 1 57 6.154394e+01 2.360915e+02 7.076757e+00 13671 1 63 1.493193e+03 2.362190e+02 8.663631e+00 15909 1 71 1.519535e+02 2.362929e+02 9.681591e+00 17205 1 98 5.715017e+02 2.364082e+02 1.518418e+01 23094 1 100 4.969839e+02 2.364135e+02 1.603989e+01 23928 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.603989e+01 total solves : 23928 best bound : 2.364135e+02 simulation ci : 2.345669e+02 ± 6.032770e+01 numeric issues : 0 ------------------------------------------------------------------- On average, 2.1 units of thermal are used in the first stage. [ Info: StochDynamicProgramming.jl_multistock.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 3 scenarios : 1.43489e+07 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [13, 13] AffExpr in MOI.EqualTo{Float64} : [3, 3] AffExpr in MOI.LessThan{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [7, 7] VariableRef in MOI.LessThan{Float64} : [6, 7] numerical stability report matrix range [1e+00, 1e+00] objective range [3e-01, 2e+00] bounds range [5e-01, 5e+00] rhs range [2e+00, 2e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -4.977586e+00 -4.446713e+00 2.050344e+00 1400 1 20 -4.764789e+00 -4.394789e+00 2.250894e+00 2800 1 30 -4.672487e+00 -4.377000e+00 2.474849e+00 4200 1 40 -4.483495e+00 -4.370632e+00 2.705337e+00 5600 1 50 -4.167321e+00 -4.364999e+00 2.945600e+00 7000 1 60 -4.362455e+00 -4.358864e+00 3.193804e+00 8400 1 70 -4.849916e+00 -4.355337e+00 3.434116e+00 9800 1 80 -4.861568e+00 -4.353006e+00 3.681218e+00 11200 1 90 -4.268264e+00 -4.350407e+00 3.931573e+00 12600 1 100 -4.539897e+00 -4.348641e+00 4.190751e+00 14000 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.190751e+00 total solves : 14000 best bound : -4.348641e+00 simulation ci : -4.325070e+00 ± 8.068871e-02 numeric issues : 0 ------------------------------------------------------------------- [ Info: StochDynamicProgramming.jl_stock.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 1 scenarios : 1.00000e+05 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 5] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [3, 3] VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [3e-01, 2e+00] bounds range [5e-01, 2e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -1.671715e+00 -1.476962e+00 1.508982e+00 1050 1 20 -1.529197e+00 -1.471817e+00 1.567065e+00 1600 1 30 -1.410768e+00 -1.471408e+00 1.702261e+00 2650 1 40 -1.596461e+00 -1.471258e+00 1.768364e+00 3200 1 50 -1.002277e+00 -1.471216e+00 1.902106e+00 4250 1 60 -1.085156e+00 -1.471164e+00 1.973685e+00 4800 1 70 -1.391746e+00 -1.471164e+00 2.119218e+00 5850 1 80 -1.448703e+00 -1.471132e+00 2.196603e+00 6400 1 90 -1.488989e+00 -1.471087e+00 2.346485e+00 7450 1 100 -1.564260e+00 -1.471075e+00 2.430939e+00 8000 1 110 -1.738157e+00 -1.471075e+00 2.513096e+00 8550 1 120 -1.591292e+00 -1.471075e+00 2.599243e+00 9100 1 130 -1.271481e+00 -1.471075e+00 2.677901e+00 9650 1 140 -1.249746e+00 -1.471075e+00 2.764194e+00 10200 1 150 -1.536222e+00 -1.471075e+00 2.861561e+00 10750 1 160 -1.565422e+00 -1.471075e+00 2.963251e+00 11300 1 170 -1.631076e+00 -1.471075e+00 3.064240e+00 11850 1 180 -1.494909e+00 -1.471075e+00 3.164522e+00 12400 1 182 -9.083563e-01 -1.471075e+00 3.183271e+00 12510 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.183271e+00 total solves : 12510 best bound : -1.471075e+00 simulation ci : -1.462065e+00 ± 2.699238e-02 numeric issues : 0 ------------------------------------------------------------------- [ Info: StructDualDynProg.jl_prob5.2_2stages.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 4 scenarios : 2.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [29, 29] AffExpr in MOI.EqualTo{Float64} : [4, 5] AffExpr in MOI.GreaterThan{Float64} : [3, 3] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.GreaterThan{Float64} : [22, 22] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+06] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 3.455904e+05 3.147347e+05 7.081051e-01 54 1 20 3.336455e+05 3.402383e+05 7.193382e-01 104 1 30 3.993519e+05 3.403155e+05 7.297680e-01 158 1 40 3.337559e+05 3.403155e+05 7.396722e-01 208 1 48 3.337559e+05 3.403155e+05 7.487421e-01 248 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 7.487421e-01 total solves : 248 best bound : 3.403155e+05 simulation ci : 1.298444e+08 ± 1.785864e+08 numeric issues : 0 ------------------------------------------------------------------- [ Info: StructDualDynProg.jl_prob5.2_3stages.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 4 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [29, 29] AffExpr in MOI.EqualTo{Float64} : [4, 5] AffExpr in MOI.GreaterThan{Float64} : [3, 3] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.EqualTo{Float64} : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [22, 22] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+05] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 4.403329e+05 3.509666e+05 6.143169e-01 92 1 20 4.506600e+05 4.054833e+05 6.291389e-01 172 1 30 3.959476e+05 4.067125e+05 6.430650e-01 264 1 40 4.497721e+05 4.067125e+05 6.591260e-01 344 1 47 3.959476e+05 4.067125e+05 6.704659e-01 400 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 6.704659e-01 total solves : 400 best bound : 4.067125e+05 simulation ci : 2.696242e+07 ± 3.645299e+07 numeric issues : 0 ------------------------------------------------------------------- [ Info: agriculture_mccardle_farm.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 10 state variables : 4 scenarios : 2.70000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [24, 24] AffExpr in MOI.EqualTo{Float64} : [3, 3] AffExpr in MOI.GreaterThan{Float64} : [1, 1] AffExpr in MOI.LessThan{Float64} : [1, 6] VariableRef in MOI.GreaterThan{Float64} : [20, 20] VariableRef in MOI.LessThan{Float64} : [1, 2] numerical stability report matrix range [1e+00, 8e+01] objective range [1e+00, 1e+03] bounds range [6e+01, 6e+01] rhs range [2e+02, 3e+03] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 8.316000e+03 0.000000e+00 7.658730e+00 14 1 40 2.308500e+03 4.074139e+03 8.468336e+00 776 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 8.468336e+00 total solves : 776 best bound : 4.074139e+03 simulation ci : 4.224313e+03 ± 6.692189e+02 numeric issues : 0 ------------------------------------------------------------------- [ Info: air_conditioning.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [4, 4] VariableRef in MOI.Integer : [3, 3] VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 3e+02] bounds range [1e+02, 2e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1L 7.000000e+04 6.250000e+04 2.509410e+00 8 1 5L 4.000000e+04 6.250000e+04 3.604721e+00 52 1 11L 4.000000e+04 6.250000e+04 4.682128e+00 100 1 17L 4.000000e+04 6.250000e+04 5.779126e+00 148 1 20L 6.000000e+04 6.250000e+04 6.424660e+00 172 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 6.424660e+00 total solves : 172 best bound : 6.250000e+04 simulation ci : 5.475000e+04 ± 7.336233e+03 numeric issues : 0 ------------------------------------------------------------------- Lower bound is: 62500.0 With first stage solutions 200.0 (production) and 100.0 (stored_production). ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [4, 4] VariableRef in MOI.Integer : [3, 3] VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 3e+02] bounds range [1e+02, 2e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 7.000000e+04 6.250000e+04 4.971800e-01 8 1 15 5.500000e+04 6.250000e+04 1.557592e+00 132 1 20 4.000000e+04 6.250000e+04 1.917592e+00 172 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.917592e+00 total solves : 172 best bound : 6.250000e+04 simulation ci : 5.950000e+04 ± 8.933885e+03 numeric issues : 0 ------------------------------------------------------------------- Lower bound is: 62500.0 With first stage solutions 200.0 (production) and 100.0 (stored_production). [ Info: air_conditioning_forward.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 5] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [4, 4] VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 3e+02] bounds range [1e+02, 2e+02] rhs range [1e+02, 3e+02] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 7.000000e+04 6.250000e+04 1.210269e+00 5 1 10 4.000000e+04 6.250000e+04 1.848878e+00 50 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.848878e+00 total solves : 50 best bound : 6.250000e+04 simulation ci : 5.450000e+04 ± 1.135842e+04 numeric issues : 0 ------------------------------------------------------------------- [ Info: all_blacks.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 2 scenarios : 1.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [2, 3] VariableRef in MOI.LessThan{Float64} : [3, 3] VariableRef in MOI.ZeroOne : [3, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 6e+00] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1L 6.000000e+00 9.000000e+00 9.405491e-01 6 1 20L 9.000000e+00 9.000000e+00 1.069155e+00 123 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.069155e+00 total solves : 123 best bound : 9.000000e+00 simulation ci : 8.850000e+00 ± 2.940000e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: asset_management_simple.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 7 state variables : 2 scenarios : 8.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [3, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 4e+00] bounds range [1e+03, 1e+03] rhs range [6e+01, 8e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 5 -1.109375e+01 2.605769e-01 2.725712e+00 87 1 10 -1.109375e+01 2.605769e-01 2.738485e+00 142 1 15 3.105797e+00 5.434132e-01 2.751441e+00 197 1 20 -2.463349e+01 1.503415e+00 2.764863e+00 252 1 25 -1.421085e-14 1.514085e+00 2.777030e+00 307 1 30 4.864000e+01 1.514085e+00 5.243511e+00 394 1 35 4.864000e+01 1.514085e+00 5.259099e+00 449 1 40 -8.870299e+00 1.514085e+00 5.274827e+00 504 1 45 -1.428571e+00 1.514085e+00 5.291730e+00 559 1 48 -1.428571e+00 1.514085e+00 5.303629e+00 592 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.303629e+00 total solves : 592 best bound : 1.514085e+00 simulation ci : 2.494033e+00 ± 5.472486e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: asset_management_stagewise.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 7 state variables : 2 scenarios : 3.20000e+01 existing cuts : false options solver : serial mode risk measure : #108 sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [2, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [2e-02, 4e+00] bounds range [1e+03, 1e+03] rhs range [6e+01, 8e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 1.395796e+01 1.428818e+00 2.704846e+00 278 1 20 1.440356e+01 1.278425e+00 2.743602e+00 428 1 30 8.388546e+00 1.278425e+00 2.809924e+00 706 1 40 6.666667e-03 1.278410e+00 2.851401e+00 856 1 50 -5.614035e+00 1.278410e+00 2.918691e+00 1134 1 60 1.426676e+01 1.278410e+00 2.965479e+00 1284 1 64 1.261296e+01 1.278410e+00 2.985198e+00 1344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.985198e+00 total solves : 1344 best bound : 1.278410e+00 simulation ci : 8.172580e-01 ± 5.385320e+00 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 7 state variables : 2 scenarios : 3.20000e+01 existing cuts : false options solver : serial mode risk measure : #108 sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [2, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [2e-02, 4e+00] bounds range [1e+03, 1e+03] rhs range [6e+01, 8e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 1.111809e+00 1.278488e+00 1.780493e+00 278 1 20 1.111084e+01 1.278410e+00 1.833821e+00 428 1 30 2.293779e+01 1.278410e+00 1.917725e+00 706 1 40 1.426676e+01 1.278410e+00 2.005970e+00 856 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.005970e+00 total solves : 856 best bound : 1.278410e+00 simulation ci : 3.654300e+00 ± 6.176856e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: belief.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 4 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] AffExpr in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [3, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 2e+00] bounds range [2e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 4.787277e+00 9.346930e+00 6.193483e+00 900 1 20 6.374753e+00 1.361934e+01 6.534251e+00 1720 1 30 2.848217e+01 1.624016e+01 7.314673e+00 3036 1 40 1.973944e+01 1.776547e+01 8.555669e+00 4192 1 50 4.000000e+00 1.889360e+01 9.327844e+00 5020 1 60 1.142478e+01 1.907862e+01 1.185461e+01 5808 1 70 9.386421e+00 1.961295e+01 1.274726e+01 6540 1 80 5.667851e+01 1.890911e+01 1.358410e+01 7088 1 90 3.740597e+01 1.993139e+01 1.520606e+01 8180 1 100 9.867183e+00 2.001688e+01 1.596275e+01 8664 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.596275e+01 total solves : 8664 best bound : 2.001688e+01 simulation ci : 2.301336e+01 ± 4.670816e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: biobjective_hydro.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 5] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 0.000000e+00 0.000000e+00 3.841839e+00 36 1 10 0.000000e+00 0.000000e+00 3.888020e+00 360 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.888020e+00 total solves : 360 best bound : 0.000000e+00 simulation ci : 0.000000e+00 ± 0.000000e+00 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 7] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 9.500000e+02 5.500000e+02 6.952047e-03 407 1 10 2.850000e+02 5.728212e+02 6.791496e-02 731 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.791496e-02 total solves : 731 best bound : 5.728212e+02 simulation ci : 6.480000e+02 ± 1.400040e+02 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 13] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 4.150000e+02 3.347014e+02 8.460045e-03 778 1 10 2.825000e+02 3.465177e+02 7.317114e-02 1102 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.317114e-02 total solves : 1102 best bound : 3.465177e+02 simulation ci : 3.598954e+02 ± 6.281469e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 20] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 2.387500e+02 1.994007e+02 1.006579e-02 1149 1 10 2.587500e+02 2.052799e+02 9.537292e-02 1473 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 9.537292e-02 total solves : 1473 best bound : 2.052799e+02 simulation ci : 2.206923e+02 ± 2.764045e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 24] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 9.375000e+02 4.637735e+02 1.042295e-02 1520 1 10 2.875000e+02 4.661908e+02 8.350992e-02 1844 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 8.350992e-02 total solves : 1844 best bound : 4.661908e+02 simulation ci : 5.075000e+02 ± 1.503394e+02 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 30] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 1.112500e+02 1.129545e+02 7.363081e-03 1891 1 10 1.000000e+02 1.129771e+02 6.639695e-02 2215 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.639695e-02 total solves : 2215 best bound : 1.129771e+02 simulation ci : 1.068750e+02 ± 2.168477e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 34] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 4.562500e+02 2.788383e+02 7.555008e-03 2262 1 10 1.625000e+02 2.794553e+02 7.590699e-02 2586 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.590699e-02 total solves : 2586 best bound : 2.794553e+02 simulation ci : 2.690625e+02 ± 6.720434e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 37] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 4.810804e+02 4.073537e+02 9.166002e-03 2633 1 10 5.487500e+02 4.077574e+02 8.445001e-02 2957 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 8.445001e-02 total solves : 2957 best bound : 4.077574e+02 simulation ci : 3.863418e+02 ± 9.936379e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 43] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 2.718750e+02 5.198033e+02 8.867025e-03 3004 1 10 6.771875e+02 5.210100e+02 8.357692e-02 3328 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 8.357692e-02 total solves : 3328 best bound : 5.210100e+02 simulation ci : 5.831217e+02 ± 1.295425e+02 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 50] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 7.812500e+01 5.720558e+01 8.160830e-03 3375 1 10 5.312500e+01 5.938345e+01 7.329988e-02 3699 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.329988e-02 total solves : 3699 best bound : 5.938345e+01 simulation ci : 6.187500e+01 ± 1.306667e+01 numeric issues : 0 ------------------------------------------------------------------- [ Info: booking_management.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 2 scenarios : 3.20000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [10, 10] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.GreaterThan{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [6, 6] VariableRef in MOI.GreaterThan{Float64} : [5, 6] VariableRef in MOI.LessThan{Float64} : [6, 6] VariableRef in MOI.ZeroOne : [5, 5] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 6e+00] bounds range [1e+00, 1e+01] rhs range [1e+00, 1e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 5 8.000000e+00 9.440450e+00 2.449935e+00 235 1 10 1.000000e+01 9.159200e+00 2.959196e+00 310 1 15 1.000000e+01 9.159200e+00 3.527078e+00 385 1 20 1.000000e+01 9.159200e+00 4.036096e+00 460 1 25 1.000000e+01 9.159200e+00 6.895210e+00 695 1 30 4.000000e+00 9.159200e+00 7.371594e+00 770 1 35 1.000000e+01 9.159200e+00 7.850140e+00 845 1 40 1.000000e+01 9.159200e+00 8.407070e+00 920 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 8.407070e+00 total solves : 920 best bound : 9.159200e+00 simulation ci : 7.200000e+00 ± 8.485598e-01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 4 scenarios : 2.16000e+02 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [18, 18] AffExpr in MOI.EqualTo{Float64} : [4, 4] AffExpr in MOI.GreaterThan{Float64} : [4, 4] AffExpr in MOI.LessThan{Float64} : [12, 12] VariableRef in MOI.GreaterThan{Float64} : [9, 10] VariableRef in MOI.LessThan{Float64} : [10, 10] VariableRef in MOI.ZeroOne : [9, 9] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 4e+00] bounds range [1e+00, 2e+01] rhs range [1e+00, 1e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 5.000000e+00 6.959189e+00 2.274953e+00 510 1 20 1.000000e+01 6.834387e+00 4.027945e+00 720 1 30 7.000000e+00 6.834387e+00 8.122499e+00 1230 1 40 1.000000e+01 6.823805e+00 9.881938e+00 1440 1 50 3.000000e+00 6.823805e+00 1.416755e+01 1950 1 60 2.000000e+00 6.823805e+00 1.591295e+01 2160 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.591295e+01 total solves : 2160 best bound : 6.823805e+00 simulation ci : 6.183333e+00 ± 6.694539e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: generation_expansion.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 5 scenarios : 3.27680e+04 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [14, 14] AffExpr in MOI.GreaterThan{Float64} : [7, 7] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.Integer : [5, 5] VariableRef in MOI.LessThan{Float64} : [5, 6] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 5e+05] bounds range [1e+00, 1e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 5.299676e+06 2.074407e+06 1.201042e+01 920 1 20 6.049875e+06 2.075240e+06 1.462765e+01 1340 1 30 5.496647e+05 2.078257e+06 2.476994e+01 2260 1 40 3.985383e+04 2.078257e+06 2.726778e+01 2680 1 50 2.994548e+05 2.078257e+06 3.730711e+01 3600 1 60 3.799457e+06 2.078257e+06 3.986208e+01 4020 1 61 3.549665e+06 2.078257e+06 4.011757e+01 4062 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 4.011757e+01 total solves : 4062 best bound : 2.078257e+06 simulation ci : 2.437601e+06 ± 5.082681e+05 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 5 scenarios : 3.27680e+04 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [14, 14] AffExpr in MOI.GreaterThan{Float64} : [7, 7] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.Integer : [5, 5] VariableRef in MOI.LessThan{Float64} : [5, 6] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 5e+05] bounds range [1e+00, 1e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10L 2.049870e+06 2.079457e+06 3.130236e+01 920 1 20L 2.799668e+06 2.079457e+06 5.042104e+01 1340 1 30L 3.799443e+06 2.079457e+06 7.894837e+01 2260 1 40L 4.299882e+06 2.079457e+06 9.824822e+01 2680 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 9.824822e+01 total solves : 2680 best bound : 2.079457e+06 simulation ci : 1.602238e+06 ± 4.944385e+05 numeric issues : 0 ------------------------------------------------------------------- [ Info: hydro_valley.jl [ Info: infinite_horizon_hydro_thermal.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] AffExpr in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 100 1.000000e+01 1.188534e+02 2.566191e+00 1914 1 200 0.000000e+00 1.191645e+02 2.975644e+00 3840 1 300 7.500000e+01 1.191666e+02 3.410738e+00 5738 1 328 2.500000e+00 1.191667e+02 3.503790e+00 6034 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.503790e+00 total solves : 6034 best bound : 1.191667e+02 simulation ci : 2.272866e+01 ± 3.596240e+00 numeric issues : 0 ------------------------------------------------------------------- Confidence_interval = 128.14 ± 13.91 ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] AffExpr in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 100 1.000000e+01 1.191232e+02 8.536279e-01 2806 1 200 0.000000e+00 1.191666e+02 1.351151e+00 4749 1 287 5.000000e+00 1.191667e+02 1.720963e+00 5662 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.720963e+00 total solves : 5662 best bound : 1.191667e+02 simulation ci : 2.112369e+01 ± 3.684376e+00 numeric issues : 0 ------------------------------------------------------------------- Confidence_interval = 122.02 ± 14.06 [ Info: infinite_horizon_trivial.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 2.000000e+01 1.998872e+01 4.068329e-01 1033 1 20 8.000000e+00 2.000000e+01 4.332240e-01 1209 1 30 1.200000e+01 2.000000e+01 5.637109e-01 2304 1 40 3.000000e+01 2.000000e+01 6.467791e-01 2594 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 6.467791e-01 total solves : 2594 best bound : 2.000000e+01 simulation ci : 1.970000e+01 ± 4.721453e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: inner_hydro_1d.jl Building and solving primal outer model for lower bounds ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 4 state variables : 1 scenarios : 1.00000e+03 existing cuts : false options solver : serial mode risk measure : A convex combination of 0.5 * SDDP.Expectation() + 0.5 * SDDP.AVaR(0.2) sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [7, 7] VariableRef in MOI.LessThan{Float64} : [6, 7] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 5e+01] bounds range [2e+01, 2e+02] rhs range [8e+01, 8e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 1.948878e+03 2.847167e+03 9.834499e-01 35 1 10 7.500000e+02 2.935390e+03 1.053685e+00 350 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.053685e+00 total solves : 350 best bound : 2.935390e+03 simulation ci : 1.544902e+03 ± 5.533339e+02 numeric issues : 0 ------------------------------------------------------------------- Building and solving inner model for upper bounds: Node: 3 - elapsed time: 0.41 plus 0.52 for vertex selection. Node: 2 - elapsed time: 0.3 plus 0.28 for vertex selection. Node: 1 - elapsed time: 0.3 plus 0.15 for vertex selection. First-stage upper bound: 2969.680973503913 Total time for upper bound: 1.9647000059999997 Bounds: Risk-neutral confidence interval: 1411.99 ± 82.02 Risk-adjusted lower bound: 2935.39 Risk-adjusted upper bound: 2969.68 [ Info: no_strong_duality.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 1.000000e+00 1.500000e+00 2.650270e-01 3 1 40 2.000000e+00 2.000000e+00 3.636739e-01 604 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.636739e-01 total solves : 604 best bound : 2.000000e+00 simulation ci : 2.150000e+00 ± 5.038753e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: objective_state_newsvendor.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 8.51840e+04 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [1, 3] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [3, 4] VariableRef in MOI.LessThan{Float64} : [3, 3] numerical stability report matrix range [8e-01, 2e+00] objective range [1e+00, 2e+00] bounds range [1e+00, 1e+02] rhs range [5e+01, 5e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 3.675000e+00 4.115510e+00 1.515184e+00 1350 1 20 5.062500e+00 4.110713e+00 1.714033e+00 2700 1 30 4.500000e+00 4.104200e+00 2.412966e+00 4050 1 40 3.812500e+00 4.102669e+00 2.654216e+00 5400 1 50 4.725000e+00 4.095504e+00 2.914633e+00 6750 1 60 4.050000e+00 4.092999e+00 3.177666e+00 8100 1 70 4.606250e+00 4.091524e+00 3.441424e+00 9450 1 80 3.875000e+00 4.089694e+00 3.710477e+00 10800 1 90 3.750000e+00 4.089490e+00 3.985296e+00 12150 1 100 5.125000e+00 4.087894e+00 4.271591e+00 13500 1 110 4.500000e+00 4.087478e+00 4.557151e+00 14850 1 120 3.650000e+00 4.086704e+00 4.839907e+00 16200 1 130 4.406250e+00 4.086063e+00 5.141300e+00 17550 1 140 3.375000e+00 4.085981e+00 5.425629e+00 18900 1 150 3.000000e+00 4.085945e+00 5.720512e+00 20250 1 160 3.812500e+00 4.085838e+00 6.011833e+00 21600 1 170 4.250000e+00 4.085728e+00 6.310961e+00 22950 1 180 3.243750e+00 4.085593e+00 6.611738e+00 24300 1 190 4.306250e+00 4.085487e+00 6.919633e+00 25650 1 200 5.237500e+00 4.085446e+00 7.234067e+00 27000 1 210 4.500000e+00 4.085441e+00 7.549315e+00 28350 1 220 3.612500e+00 4.085405e+00 7.869451e+00 29700 1 230 3.700000e+00 4.085382e+00 8.195060e+00 31050 1 240 3.437500e+00 4.085254e+00 8.510305e+00 32400 1 250 4.100000e+00 4.085115e+00 8.867939e+00 33750 1 260 3.000000e+00 4.084973e+00 9.183591e+00 35100 1 270 4.918750e+00 4.084943e+00 9.510732e+00 36450 1 280 2.756250e+00 4.084920e+00 9.850106e+00 37800 1 290 3.737500e+00 4.084868e+00 1.019873e+01 39150 1 300 5.750000e+00 4.084868e+00 1.054237e+01 40500 1 310 5.156250e+00 4.084858e+00 1.088802e+01 41850 1 320 3.131250e+00 4.084855e+00 1.122330e+01 43200 1 330 4.125000e+00 4.084846e+00 1.155453e+01 44550 1 340 5.875000e+00 4.084820e+00 1.189464e+01 45900 1 350 4.587500e+00 4.084810e+00 1.224969e+01 47250 1 360 5.087500e+00 4.084805e+00 1.272120e+01 48600 1 370 4.393750e+00 4.084802e+00 1.304173e+01 49950 1 380 4.750000e+00 4.084792e+00 1.330326e+01 51300 1 390 4.437500e+00 4.084785e+00 1.353598e+01 52650 1 400 4.181250e+00 4.084785e+00 1.386422e+01 54000 1 410 3.650000e+00 4.084777e+00 1.419685e+01 55350 1 420 3.750000e+00 4.084769e+00 1.454990e+01 56700 1 430 3.725000e+00 4.084762e+00 1.487738e+01 58050 1 440 4.218750e+00 4.084751e+00 1.521458e+01 59400 1 450 5.500000e+00 4.084751e+00 1.555095e+01 60750 1 460 3.637500e+00 4.084747e+00 1.588694e+01 62100 1 470 2.993750e+00 4.084743e+00 1.622633e+01 63450 1 480 5.237500e+00 4.084743e+00 1.657932e+01 64800 1 490 4.212500e+00 4.084743e+00 1.693601e+01 66150 1 500 3.843750e+00 4.084743e+00 1.729711e+01 67500 1 510 3.425000e+00 4.084743e+00 1.765587e+01 68850 1 520 4.293750e+00 4.084743e+00 1.808543e+01 70200 1 530 2.818750e+00 4.084740e+00 1.847263e+01 71550 1 540 4.668750e+00 4.084740e+00 1.881817e+01 72900 1 550 2.750000e+00 4.084740e+00 1.916010e+01 74250 1 560 4.100000e+00 4.084740e+00 1.952453e+01 75600 1 570 3.200000e+00 4.084738e+00 1.985549e+01 76950 1 575 4.537500e+00 4.084738e+00 2.003109e+01 77625 1 ------------------------------------------------------------------- status : time_limit total time (s) : 2.003109e+01 total solves : 77625 best bound : 4.084738e+00 simulation ci : 4.072304e+00 ± 6.310842e-02 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 8.51840e+04 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [1, 3] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [3, 4] VariableRef in MOI.LessThan{Float64} : [3, 3] numerical stability report matrix range [8e-01, 2e+00] objective range [1e+00, 2e+00] bounds range [1e+00, 1e+02] rhs range [5e+01, 5e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 3.375000e+00 5.619666e+00 1.279610e+00 1350 1 20 3.925000e+00 5.612360e+00 2.003594e+00 2700 1 30 3.675000e+00 4.410141e+00 3.058408e+00 4050 1 40 4.000000e+00 4.342379e+00 4.140346e+00 5400 1 50 5.537500e+00 4.047831e+00 5.470583e+00 6750 1 60 2.937500e+00 4.046380e+00 6.797199e+00 8100 1 70 3.000000e+00 4.045656e+00 8.474353e+00 9450 1 80 4.825000e+00 4.045148e+00 1.039221e+01 10800 1 90 5.875000e+00 4.039934e+00 1.268383e+01 12150 1 100 4.125000e+00 4.039674e+00 1.537312e+01 13500 1 110 3.356250e+00 4.039310e+00 1.819886e+01 14850 1 119 3.812500e+00 4.039199e+00 2.032779e+01 16065 1 ------------------------------------------------------------------- status : time_limit total time (s) : 2.032779e+01 total solves : 16065 best bound : 4.039199e+00 simulation ci : 4.022295e+00 ± 1.358202e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: sldp_example_one.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 8 state variables : 1 scenarios : 1.00000e+08 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] AffExpr in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [4, 4] VariableRef in MOI.LessThan{Float64} : [1, 2] VariableRef in MOI.ZeroOne : [1, 1] numerical stability report matrix range [1e+00, 2e+00] objective range [5e-01, 1e+00] bounds range [1e+00, 1e+00] rhs range [1e+00, 1e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 3.219176e+00 1.165102e+00 1.880273e+01 1680 1 20 2.078810e+00 1.166281e+00 2.037933e+01 2560 1 30 3.973033e+00 1.166907e+00 2.204208e+01 3440 1 40 3.706337e+00 1.167312e+00 3.797064e+01 5120 1 50 3.158565e+00 1.167416e+00 3.957939e+01 6000 1 60 3.642642e+00 1.167416e+00 5.541196e+01 7680 1 70 3.451253e+00 1.167416e+00 5.705385e+01 8560 1 71 2.984727e+00 1.167416e+00 5.717746e+01 8648 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.717746e+01 total solves : 8648 best bound : 1.167416e+00 simulation ci : 3.293853e+00 ± 1.130135e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: sldp_example_two.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 2 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 11] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 7] VariableRef in MOI.Integer : [2, 2] VariableRef in MOI.LessThan{Float64} : [4, 7] VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 6e+00] objective range [1e+00, 3e+01] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -4.000000e+01 -5.809615e+01 1.072460e+00 78 1 20 -4.000000e+01 -5.809615e+01 1.821355e+00 148 1 30 -4.000000e+01 -5.809615e+01 2.679278e+00 226 1 40 -4.700000e+01 -5.809615e+01 3.434612e+00 296 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.434612e+00 total solves : 296 best bound : -5.809615e+01 simulation ci : -5.346250e+01 ± 7.152725e+00 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 2 scenarios : 9.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 11] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 7] VariableRef in MOI.Integer : [2, 2] VariableRef in MOI.LessThan{Float64} : [4, 7] VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 6e+00] objective range [1e+00, 3e+01] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -6.300000e+01 -6.196125e+01 1.223985e+00 138 1 20 -4.000000e+01 -6.196125e+01 1.963920e+00 258 1 30 -7.500000e+01 -6.196125e+01 2.982961e+00 396 1 40 -4.000000e+01 -6.196125e+01 3.704944e+00 516 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.704944e+00 total solves : 516 best bound : -6.196125e+01 simulation ci : -6.108750e+01 ± 7.148463e+00 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 2 scenarios : 3.60000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 11] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 7] VariableRef in MOI.Integer : [2, 2] VariableRef in MOI.LessThan{Float64} : [4, 7] VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 6e+00] objective range [1e+00, 3e+01] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -7.000000e+01 -6.546793e+01 1.645509e+00 462 1 20 -5.600000e+01 -6.546793e+01 2.377706e+00 852 1 30 -4.000000e+01 -6.546793e+01 4.472702e+00 1314 1 40 -4.000000e+01 -6.546793e+01 5.203715e+00 1704 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.203715e+00 total solves : 1704 best bound : -6.546793e+01 simulation ci : -5.991250e+01 ± 5.174250e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: stochastic_all_blacks.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 2 scenarios : 2.70000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [2, 3] VariableRef in MOI.LessThan{Float64} : [3, 3] VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 6e+00] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1L 6.000000e+00 1.366667e+01 1.513442e+00 11 1 7L 6.000000e+00 8.000000e+00 2.661330e+00 158 1 12L 6.000000e+00 8.000000e+00 3.738329e+00 213 1 17L 6.000000e+00 8.000000e+00 4.876362e+00 268 1 21L 1.200000e+01 8.000000e+00 6.384708e+00 393 1 27L 6.000000e+00 8.000000e+00 7.580246e+00 459 1 32L 1.200000e+01 8.000000e+00 8.640238e+00 514 1 37L 6.000000e+00 8.000000e+00 9.769371e+00 569 1 40L 6.000000e+00 8.000000e+00 1.041624e+01 602 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.041624e+01 total solves : 602 best bound : 8.000000e+00 simulation ci : 8.400000e+00 ± 9.462496e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: the_farmers_problem.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 3 scenarios : 3.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 19] AffExpr in MOI.EqualTo{Float64} : [3, 3] AffExpr in MOI.GreaterThan{Float64} : [3, 3] AffExpr in MOI.LessThan{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [3, 16] VariableRef in MOI.LessThan{Float64} : [1, 2] numerical stability report matrix range [1e+00, 2e+01] objective range [1e+00, 1e+03] bounds range [6e+03, 5e+05] rhs range [2e+02, 5e+02] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 -9.800000e+04 4.922260e+05 9.998181e-01 6 1 40 1.093500e+05 1.083900e+05 1.050495e+00 240 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.050495e+00 total solves : 240 best bound : 1.083900e+05 simulation ci : 9.772505e+04 ± 1.969816e+04 numeric issues : 0 ------------------------------------------------------------------- [ Info: vehicle_location.jl Test Summary: | Pass Fail Total Time SDDP.jl | 2453 2 2455 38m57.1s Experimental.jl | 35 35 5m20.3s Inner.jl | 25 25 5m19.4s MSPFormat.jl | 51 51 19.6s algorithm.jl | 40 40 1m17.1s binary_expansion.jl | 38 38 2.8s deterministic_equivalent.jl | 21 21 35.4s modeling_aids.jl | 47 47 19.3s user_interface.jl | 119 119 1m06.8s backward_sampling_schemes.jl | 1203 1203 6.1s bellman_functions.jl | 45 45 1m00.1s duality_handlers.jl | 362 362 3m56.8s forward_passes.jl | 40 40 23.4s local_improvement_search.jl | 12 12 16.7s parallel_schemes.jl | 19 19 7m37.9s risk_measures.jl | 91 91 13.8s sampling_schemes.jl | 158 158 21.0s stopping_rules.jl | 40 40 15.4s threaded.jl | 0 0.4s value_functions.jl | 28 28 28.5s visualization.jl | 9 2 11 1m05.5s test_PublicationPlot | 5 5 19.6s test_PublicationPlot_different_lengths | 1 1 0.9s test_SpaghettiPlot | 3 2 5 7.9s FAST_hydro_thermal.jl | 3 3 10.9s FAST_production_management.jl | 2 2 5.6s FAST_quickstart.jl | 2 2 2.2s Hydro_thermal.jl | 0 20.2s StochDynamicProgramming.jl_multistock.jl | 3 3 13.2s StochDynamicProgramming.jl_stock.jl | 3 3 5.1s StructDualDynProg.jl_prob5.2_2stages.jl | 1 1 4.4s StructDualDynProg.jl_prob5.2_3stages.jl | 2 2 3.0s agriculture_mccardle_farm.jl | 2 2 13.6s air_conditioning.jl | 6 6 10.7s air_conditioning_forward.jl | 2 2 3.3s all_blacks.jl | 1 1 2.1s asset_management_simple.jl | 1 1 6.4s asset_management_stagewise.jl | 2 2 7.3s belief.jl | 1 1 20.8s biobjective_hydro.jl | 10 10 8.3s booking_management.jl | 2 2 32.7s generation_expansion.jl | 2 2 2m36.5s hydro_valley.jl | 9 9 22.1s infinite_horizon_hydro_thermal.jl | 4 4 9.2s infinite_horizon_trivial.jl | 1 1 1.4s inner_hydro_1d.jl | 1 1 10.2s no_strong_duality.jl | 1 1 1.4s objective_state_newsvendor.jl | 4 4 49.1s sldp_example_one.jl | 1 1 1m12.3s sldp_example_two.jl | 3 3 16.6s stochastic_all_blacks.jl | 1 1 14.3s the_farmers_problem.jl | 0 6.2s vehicle_location.jl | 0 0.1s RNG of the outermost testset: Xoshiro(0xd8dbb9278994fceb, 0x0b6ae79f65bcd37b, 0x0fa157c0c6d61084, 0x32de3885e472ab2b, 0xad56b272dc1c781d) ERROR: LoadError: Some tests did not pass: 2453 passed, 2 failed, 0 errored, 0 broken. in expression starting at /home/pkgeval/.julia/packages/SDDP/ScjyB/test/runtests.jl:24 Testing failed after 2347.6s ERROR: LoadError: Package SDDP errored during testing Stacktrace: [1] pkgerror(msg::String) @ Pkg.Types /opt/julia/share/julia/stdlib/v1.14/Pkg/src/Types.jl:68 [2] test(ctx::Pkg.Types.Context, pkgs::Vector{PackageSpec}; coverage::Bool, julia_args::Cmd, test_args::Cmd, test_fn::Nothing, force_latest_compatible_version::Bool, allow_earlier_backwards_compatible_versions::Bool, allow_reresolve::Bool) @ Pkg.Operations /opt/julia/share/julia/stdlib/v1.14/Pkg/src/Operations.jl:2946 [3] test @ /opt/julia/share/julia/stdlib/v1.14/Pkg/src/Operations.jl:2795 [inlined] [4] test(ctx::Pkg.Types.Context, pkgs::Vector{PackageSpec}; coverage::Bool, test_fn::Nothing, julia_args::Cmd, test_args::Cmd, force_latest_compatible_version::Bool, allow_earlier_backwards_compatible_versions::Bool, allow_reresolve::Bool, kwargs::@Kwargs{io::IOContext{IO}}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:572 [5] kwcall(::@NamedTuple{julia_args::Cmd, io::IOContext{IO}}, ::typeof(Pkg.API.test), ctx::Pkg.Types.Context, pkgs::Vector{PackageSpec}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:548 [6] test(pkgs::Vector{PackageSpec}; io::IOContext{IO}, kwargs::@Kwargs{julia_args::Cmd}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:172 [7] kwcall(::@NamedTuple{julia_args::Cmd}, ::typeof(Pkg.API.test), pkgs::Vector{PackageSpec}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:161 [8] test(pkgs::Vector{String}; kwargs::@Kwargs{julia_args::Cmd}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:160 [9] test @ /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:160 [inlined] [10] kwcall(::@NamedTuple{julia_args::Cmd}, ::typeof(Pkg.API.test), pkg::String) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:159 [11] top-level scope @ /PkgEval.jl/scripts/evaluate.jl:219 [12] include(mod::Module, _path::String) @ Base ./Base.jl:309 [13] exec_options(opts::Base.JLOptions) @ Base ./client.jl:344 [14] _start() @ Base ./client.jl:577 in expression starting at /PkgEval.jl/scripts/evaluate.jl:210 PkgEval failed after 2576.16s: package has test failures