Package evaluation of SDDP on Julia 1.13.0-DEV.427 (855bef3b06*) started at 2025-04-23T22:35:59.066 ################################################################################ # Set-up # Installing PkgEval dependencies (TestEnv)... Set-up completed after 8.98s ################################################################################ # Installation # Installing SDDP... Resolving package versions... Installed IrrationalConstants ── v0.2.4 Installed DiffRules ──────────── v1.15.1 Installed LoggingExtras ──────── v1.1.0 Installed DiffResults ────────── v1.1.0 Installed JSON3 ──────────────── v1.14.2 Installed JSON ───────────────── v0.21.4 Installed Preferences ────────── v1.4.3 Installed MutableArithmetics ─── v1.6.4 Installed BitFlags ───────────── v0.1.9 Installed Bzip2_jll ──────────── v1.0.9+0 Installed Parsers ────────────── v2.8.2 Installed SpecialFunctions ───── v2.5.1 Installed BenchmarkTools ─────── v1.6.0 Installed CodecBzip2 ─────────── v0.8.5 Installed SimpleBufferStream ─── v1.2.0 Installed RecipesBase ────────── v1.3.4 Installed NaNMath ────────────── v1.1.3 Installed ConcurrentUtilities ── v2.5.0 Installed StaticArraysCore ───── v1.4.3 Installed JLLWrappers ────────── v1.7.0 Installed TimerOutputs ───────── v0.5.28 Installed PrecompileTools ────── v1.3.2 Installed OrderedCollections ─── v1.8.0 Installed OpenSSL ────────────── v1.4.3 Installed URIs ───────────────── v1.5.2 Installed TranscodingStreams ─── v0.11.3 Installed HTTP ───────────────── v1.10.16 Installed Reexport ───────────── v1.2.2 Installed Statistics ─────────── v1.11.1 Installed ForwardDiff ────────── v1.0.1 Installed MbedTLS ────────────── v1.1.9 Installed MbedTLS_jll ────────── v2.28.6+2 Installed JuMP ───────────────── v1.25.0 Installed CommonSubexpressions ─ v0.3.1 Installed ExprTools ──────────── v0.1.10 Installed LogExpFunctions ────── v0.3.29 Installed MacroTools ─────────── v0.5.16 Installed DataStructures ─────── v0.18.22 Installed OpenSpecFun_jll ────── v0.5.6+0 Installed CodecZlib ──────────── v0.7.8 Installed Compat ─────────────── v4.16.0 Installed StructTypes ────────── v1.11.0 Installed ExceptionUnwrapping ── v0.1.11 Installed DocStringExtensions ── v0.9.4 Installed SDDP ───────────────── v1.11.0 Installed MathOptInterface ───── v1.39.0 Installing 3 artifacts Installed artifact OpenSpecFun 194.9 KiB Installed artifact Bzip2 503.5 KiB Installed artifact MbedTLS 2.1 MiB Updating `~/.julia/environments/v1.13/Project.toml` [f4570300] + SDDP v1.11.0 Updating `~/.julia/environments/v1.13/Manifest.toml` [6e4b80f9] + BenchmarkTools v1.6.0 [d1d4a3ce] + BitFlags v0.1.9 [523fee87] + CodecBzip2 v0.8.5 [944b1d66] + CodecZlib v0.7.8 [bbf7d656] + CommonSubexpressions v0.3.1 [34da2185] + Compat v4.16.0 [f0e56b4a] + ConcurrentUtilities v2.5.0 [864edb3b] + DataStructures v0.18.22 [163ba53b] + DiffResults v1.1.0 [b552c78f] + DiffRules v1.15.1 [ffbed154] + DocStringExtensions v0.9.4 [460bff9d] + ExceptionUnwrapping v0.1.11 [e2ba6199] + ExprTools v0.1.10 [f6369f11] + ForwardDiff v1.0.1 [cd3eb016] + HTTP v1.10.16 [92d709cd] + IrrationalConstants v0.2.4 [692b3bcd] + JLLWrappers v1.7.0 [682c06a0] + JSON v0.21.4 [0f8b85d8] + JSON3 v1.14.2 [4076af6c] + JuMP v1.25.0 [2ab3a3ac] + LogExpFunctions v0.3.29 [e6f89c97] + LoggingExtras v1.1.0 [1914dd2f] + MacroTools v0.5.16 [b8f27783] + MathOptInterface v1.39.0 [739be429] + MbedTLS v1.1.9 [d8a4904e] + MutableArithmetics v1.6.4 [77ba4419] + NaNMath v1.1.3 [4d8831e6] + OpenSSL v1.4.3 [bac558e1] + OrderedCollections v1.8.0 [69de0a69] + Parsers v2.8.2 [aea7be01] + PrecompileTools v1.3.2 [21216c6a] + Preferences v1.4.3 [3cdcf5f2] + RecipesBase v1.3.4 [189a3867] + Reexport v1.2.2 [f4570300] + SDDP v1.11.0 [777ac1f9] + SimpleBufferStream v1.2.0 [276daf66] + SpecialFunctions v2.5.1 [1e83bf80] + StaticArraysCore v1.4.3 [10745b16] + Statistics v1.11.1 [856f2bd8] + StructTypes v1.11.0 [a759f4b9] + TimerOutputs v0.5.28 [3bb67fe8] + TranscodingStreams v0.11.3 [5c2747f8] + URIs v1.5.2 [6e34b625] + Bzip2_jll v1.0.9+0 [c8ffd9c3] + MbedTLS_jll v2.28.6+2 [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 v1.12.0 [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 v0.7.0 [9e88b42a] + Serialization v1.11.0 [6462fe0b] + Sockets v1.11.0 [2f01184e] + SparseArrays v1.12.0 [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 v2024.12.31 [4536629a] + OpenBLAS_jll v0.3.29+0 [05823500] + OpenLibm_jll v0.8.5+0 [458c3c95] + OpenSSL_jll v3.0.16+0 [bea87d4a] + SuiteSparse_jll v7.10.1+0 [83775a58] + Zlib_jll v1.3.1+2 [8e850b90] + libblastrampoline_jll v5.12.0+0 Installation completed after 8.93s ################################################################################ # Precompilation # Precompiling PkgEval dependencies... Precompiling packages... 5773.9 ms ✓ TestEnv 1 dependency successfully precompiled in 6 seconds. 25 already precompiled. Precompiling package dependencies... Precompilation completed after 856.3s ################################################################################ # Testing # Testing SDDP Status `/tmp/jl_ymxYwP/Project.toml` [87dc4568] HiGHS v1.15.0 [b6b21f68] Ipopt v1.9.0 [682c06a0] JSON v0.21.4 [7d188eb4] JSONSchema v1.4.1 [91a5bcdd] Plots v1.40.13 [f4570300] SDDP v1.11.0 [10745b16] Statistics v1.11.1 [8ba89e20] Distributed v1.11.0 [f43a241f] Downloads v1.7.0 [44cfe95a] Pkg v1.12.0 [9a3f8284] Random v1.11.0 [8dfed614] Test v1.11.0 Status `/tmp/jl_ymxYwP/Manifest.toml` [66dad0bd] AliasTables v1.1.3 [6e4b80f9] BenchmarkTools v1.6.0 [d1d4a3ce] BitFlags v0.1.9 [523fee87] CodecBzip2 v0.8.5 [944b1d66] CodecZlib v0.7.8 [35d6a980] ColorSchemes v3.29.0 [3da002f7] ColorTypes v0.12.1 [c3611d14] ColorVectorSpace v0.11.0 [5ae59095] Colors v0.13.0 [bbf7d656] CommonSubexpressions v0.3.1 [34da2185] Compat v4.16.0 [f0e56b4a] ConcurrentUtilities v2.5.0 [d38c429a] Contour v0.6.3 [9a962f9c] DataAPI v1.16.0 [864edb3b] DataStructures v0.18.22 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Those with ⌃ may be upgradable, but those with ⌅ are restricted by compatibility constraints from upgrading. Testing Running tests... [ Info: Experimental.jl [ Info: fetching remote ref https://jump.dev/MathOptFormat/schemas/mof.1.schema.json [ 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/EWTpZ/src/algorithm.jl:391 [ 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 3.476961e-01 4 1 3 0.000000e+00 0.000000e+00 8.343079e-01 12 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 8.343079e-01 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.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 1.646805e-02 9 1 20 7.500000e+04 1.075000e+05 6.685810e-01 204 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 6.685810e-01 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/EWTpZ/src/algorithm.jl:1170 ┌ 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/EWTpZ/src/algorithm.jl:1170 [ 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/EWTpZ/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 1.096534e+00 12 1 10 2.500000e+00 3.361111e+01 1.119591e+00 120 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.119591e+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 7.313967e-03 12 1 10 2.500000e+00 3.361111e+01 2.634907e-02 120 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 2.634907e-02 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 8.594990e-03 46 1 50 0.000000e+00 1.191663e+02 4.099000e-01 1625 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.099000e-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 8.876085e-03 46 1 50 0.000000e+00 1.191663e+02 4.204221e-01 1625 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.204221e-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.EqualTo{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 3.724659e+00 103 1 3S -5.785826e+01 -6.755367e+01 5.555849e+00 309 1 13S -3.268889e+01 -6.677644e+01 6.961131e+00 1339 1 19S -4.168889e+01 -6.677644e+01 8.315792e+00 1957 1 25S -4.168889e+01 -6.677644e+01 9.676196e+00 2575 1 47S -5.768889e+01 -6.677644e+01 1.476166e+01 4841 1 69S -6.468889e+01 -6.677644e+01 1.986943e+01 7107 1 93S -6.068889e+01 -6.677644e+01 2.521134e+01 9579 1 100 -8.368889e+01 -6.677644e+01 2.655417e+01 10300 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 2.655417e+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 ┌ 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/EWTpZ/src/algorithm.jl:1170 [ 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} : [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 [1e+00, 6e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 5.000000e+00 6.000000e+00 3.116359e+02 2 3 20 5.000000e+00 6.000000e+00 3.166979e+02 40 3 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.166979e+02 total solves : 40 best bound : 6.000000e+00 simulation ci : 5.700000e+00 ± 9.963686e-01 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/EWTpZ/src/algorithm.jl:1170 ------------------------------------------------------------------- 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 2.247939e-01 48 1 20 9.000000e+00 6.000000e+00 3.973000e-01 162 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.973000e-01 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/EWTpZ/src/plugins/risk_measures.jl:528 ┌ Warning: Radius is very small. You should probably use `SDDP.Expectation()` instead. └ @ SDDP ~/.julia/packages/SDDP/EWTpZ/src/plugins/risk_measures.jl:528 ┌ Warning: Radius is very small. You should probably use `SDDP.Expectation()` instead. └ @ SDDP ~/.julia/packages/SDDP/EWTpZ/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 5.712986e-03 4 1 50 0.000000e+00 0.000000e+00 2.672751e-01 200 1 ------------------------------------------------------------------- status : first_stage_stopping total time (s) : 2.672751e-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/EWTpZ/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/EWTpZ/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/EWTpZ/src/plugins/stopping_rules.jl:132 [ Info: threaded.jl [ Info: value_functions.jl [ Info: visualization.jl ┌ Warning: `SDDP.save` is deprecated. Use `SDDP.plot` instead. │ caller = test_SpaghettiPlot() at visualization.jl:51 └ @ Core ~/.julia/packages/SDDP/EWTpZ/test/visualization/visualization.jl:51 [ 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 7.067363e+00 5 1 20 0.000000e+00 -1.000000e+01 7.691360e+00 104 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 7.691360e+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.EqualTo{Float64} : [1, 1] 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 1.538205e-02 52 1 10 -2.396000e+01 -2.396000e+01 2.214217e-02 92 1 15 -4.260000e+01 -2.396000e+01 2.985311e-02 132 1 20 -2.396000e+01 -2.396000e+01 3.941298e-02 172 1 25 -5.320000e+00 -2.396000e+01 5.070519e-02 224 1 30 -5.320000e+00 -2.396000e+01 6.223416e-02 264 1 35 -2.396000e+01 -2.396000e+01 7.364511e-02 304 1 40 -2.396000e+01 -2.396000e+01 8.507299e-02 344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 8.507299e-02 total solves : 344 best bound : -2.396000e+01 simulation ci : -1.868714e+01 ± 3.990349e+00 numeric issues : 0 ------------------------------------------------------------------- ──────────────────────────────────────────────────────────────────────────────────── Time Allocations ─────────────────────── ──────────────────────── Tot / % measured: 5.10s / 1.4% 69.8MiB / 9.9% Section ncalls time %tot avg alloc %tot avg ──────────────────────────────────────────────────────────────────────────────────── backward_pass 40 45.0ms 63.0% 1.13ms 5.89MiB 85.1% 151KiB solve_subproblem 160 22.9ms 32.0% 143μs 934KiB 13.2% 5.84KiB get_dual_solution 160 1.21ms 1.7% 7.57μs 190KiB 2.7% 1.19KiB prepare_backward_pass 160 61.4μs 0.1% 384ns 0.00B 0.0% 0.00B forward_pass 40 17.3ms 24.1% 431μs 771KiB 10.9% 19.3KiB solve_subproblem 120 15.0ms 21.0% 125μs 590KiB 8.3% 4.92KiB get_dual_solution 120 81.0μs 0.1% 675ns 13.1KiB 0.2% 112B sample_scenario 40 441μs 0.6% 11.0μs 24.2KiB 0.3% 620B calculate_bound 40 9.18ms 12.8% 230μs 281KiB 4.0% 7.02KiB get_dual_solution 40 36.3μs 0.1% 908ns 4.38KiB 0.1% 112B get_dual_solution 36 23.8μs 0.0% 661ns 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.EqualTo{Float64} : [1, 1] 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 5.305409e-02 52 1 10 -2.396000e+01 -2.396000e+01 6.075001e-02 92 1 15 -2.396000e+01 -2.396000e+01 6.997490e-02 132 1 20 -4.260000e+01 -2.396000e+01 7.956100e-02 172 1 25 -5.320000e+00 -2.396000e+01 9.272504e-02 224 1 30 -2.396000e+01 -2.396000e+01 1.052089e-01 264 1 35 -2.396000e+01 -2.396000e+01 1.193309e-01 304 1 40 -5.320000e+00 -2.396000e+01 1.352310e-01 344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.352310e-01 total solves : 344 best bound : -2.396000e+01 simulation ci : -2.237170e+01 ± 4.300524e+00 numeric issues : 0 ------------------------------------------------------------------- ──────────────────────────────────────────────────────────────────────────────────── Time Allocations ─────────────────────── ──────────────────────── Tot / % measured: 144ms / 83.1% 14.3MiB / 93.6% Section ncalls time %tot avg alloc %tot avg ──────────────────────────────────────────────────────────────────────────────────── backward_pass 40 94.2ms 78.9% 2.35ms 12.4MiB 92.2% 316KiB solve_subproblem 160 21.6ms 18.1% 135μs 940KiB 6.9% 5.88KiB get_dual_solution 160 1.23ms 1.0% 7.71μs 190KiB 1.4% 1.19KiB prepare_backward_pass 160 64.4μs 0.1% 402ns 0.00B 0.0% 0.00B forward_pass 40 15.8ms 13.2% 395μs 769KiB 5.6% 19.2KiB solve_subproblem 120 13.6ms 11.4% 113μs 589KiB 4.3% 4.91KiB get_dual_solution 120 71.4μs 0.1% 595ns 13.1KiB 0.1% 112B sample_scenario 40 480μs 0.4% 12.0μs 24.3KiB 0.2% 623B calculate_bound 40 9.43ms 7.9% 236μs 291KiB 2.1% 7.27KiB get_dual_solution 40 44.7μs 0.0% 1.12μs 4.38KiB 0.0% 112B get_dual_solution 36 20.5μs 0.0% 569ns 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 1.701341e-01 5 1 2 -2.500000e+00 -2.000000e+00 1.725931e-01 14 1 3 -1.000000e+00 -2.000000e+00 1.737812e-01 19 1 4 -1.000000e+00 -2.000000e+00 1.747601e-01 24 1 5 -1.000000e+00 -2.000000e+00 1.754529e-01 29 1 6 -3.000000e+00 -2.000000e+00 1.761351e-01 34 1 7 -1.000000e+00 -2.000000e+00 1.769290e-01 39 1 8 -1.000000e+00 -2.000000e+00 1.785500e-01 44 1 9 -3.000000e+00 -2.000000e+00 1.795239e-01 49 1 10 -1.000000e+00 -2.000000e+00 1.802771e-01 54 1 11 -3.000000e+00 -2.000000e+00 1.811421e-01 59 1 12 -3.000000e+00 -2.000000e+00 1.824501e-01 64 1 13 -1.000000e+00 -2.000000e+00 1.832190e-01 69 1 14 -1.000000e+00 -2.000000e+00 1.839931e-01 74 1 15 -3.000000e+00 -2.000000e+00 1.848881e-01 79 1 16 -1.000000e+00 -2.000000e+00 1.864710e-01 84 1 17 -3.000000e+00 -2.000000e+00 1.874311e-01 89 1 18 -3.000000e+00 -2.000000e+00 1.882591e-01 94 1 19 -1.000000e+00 -2.000000e+00 1.891010e-01 99 1 20 -3.000000e+00 -2.000000e+00 1.899521e-01 104 1 21 -1.000000e+00 -2.000000e+00 1.913710e-01 113 1 22 -1.000000e+00 -2.000000e+00 1.921721e-01 118 1 23 -3.000000e+00 -2.000000e+00 1.930621e-01 123 1 24 -3.000000e+00 -2.000000e+00 1.939151e-01 128 1 25 -1.000000e+00 -2.000000e+00 1.947842e-01 133 1 26 -3.000000e+00 -2.000000e+00 1.956329e-01 138 1 27 -3.000000e+00 -2.000000e+00 1.965561e-01 143 1 28 -1.000000e+00 -2.000000e+00 1.975050e-01 148 1 29 -3.000000e+00 -2.000000e+00 1.984851e-01 153 1 30 -3.000000e+00 -2.000000e+00 1.994510e-01 158 1 31 -1.000000e+00 -2.000000e+00 2.004311e-01 163 1 32 -1.000000e+00 -2.000000e+00 2.014341e-01 168 1 33 -1.000000e+00 -2.000000e+00 2.024431e-01 173 1 34 -3.000000e+00 -2.000000e+00 2.034390e-01 178 1 35 -1.000000e+00 -2.000000e+00 2.044890e-01 183 1 36 -3.000000e+00 -2.000000e+00 2.055681e-01 188 1 37 -1.000000e+00 -2.000000e+00 2.066460e-01 193 1 38 -1.000000e+00 -2.000000e+00 2.077641e-01 198 1 39 -1.000000e+00 -2.000000e+00 2.092631e-01 203 1 40 -1.000000e+00 -2.000000e+00 2.104831e-01 208 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.104831e-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 2.751319e-01 51 1 25 1.560330e+02 2.260386e+02 1.327880e+00 4203 1 30 2.138334e+03 2.336430e+02 2.742539e+00 7674 1 38 8.025312e+02 2.352957e+02 3.985221e+00 10194 1 46 1.737622e+02 2.358930e+02 5.098920e+00 12054 1 59 3.340847e+02 2.361437e+02 6.333211e+00 14097 1 63 1.493193e+03 2.362190e+02 7.535087e+00 15909 1 71 1.519535e+02 2.362929e+02 8.549616e+00 17205 1 75 6.724519e+02 2.363362e+02 9.610752e+00 18477 1 100 4.969839e+02 2.364135e+02 1.489553e+01 23928 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.489553e+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.EqualTo{Float64} : [3, 3] 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 9.097869e-01 1400 1 20 -4.764789e+00 -4.394789e+00 1.184268e+00 2800 1 30 -4.672487e+00 -4.377000e+00 1.484828e+00 4200 1 40 -4.483495e+00 -4.370632e+00 1.789446e+00 5600 1 50 -4.167321e+00 -4.364999e+00 2.109224e+00 7000 1 60 -4.362455e+00 -4.358864e+00 2.432911e+00 8400 1 70 -4.849916e+00 -4.355337e+00 2.747108e+00 9800 1 80 -4.861568e+00 -4.353006e+00 3.087309e+00 11200 1 90 -4.268264e+00 -4.350407e+00 3.499671e+00 12600 1 100 -4.539897e+00 -4.348641e+00 3.825569e+00 14000 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.825569e+00 total solves : 14000 best bound : -4.348641e+00 simulation ci : -4.325071e+00 ± 8.068858e-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.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 4.058309e-01 1050 1 20 -1.529197e+00 -1.471817e+00 4.812348e-01 1600 1 30 -1.410768e+00 -1.471408e+00 6.518610e-01 2650 1 40 -1.596461e+00 -1.471258e+00 7.364030e-01 3200 1 50 -1.002277e+00 -1.471216e+00 9.224339e-01 4250 1 60 -1.085156e+00 -1.471164e+00 1.018444e+00 4800 1 70 -1.391746e+00 -1.471164e+00 1.207324e+00 5850 1 80 -1.448703e+00 -1.471132e+00 1.300438e+00 6400 1 90 -1.488989e+00 -1.471087e+00 1.493061e+00 7450 1 100 -1.564260e+00 -1.471075e+00 1.602473e+00 8000 1 110 -1.738157e+00 -1.471075e+00 1.708436e+00 8550 1 120 -1.591292e+00 -1.471075e+00 1.817141e+00 9100 1 130 -1.271481e+00 -1.471075e+00 1.921309e+00 9650 1 140 -1.249746e+00 -1.471075e+00 2.033135e+00 10200 1 150 -1.536222e+00 -1.471075e+00 2.149732e+00 10750 1 160 -1.565422e+00 -1.471075e+00 2.272046e+00 11300 1 170 -1.631076e+00 -1.471075e+00 2.396760e+00 11850 1 180 -1.494909e+00 -1.471075e+00 2.521979e+00 12400 1 182 -9.083563e-01 -1.471075e+00 2.544002e+00 12510 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.544002e+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.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+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 1.820207e-02 54 1 20 3.336455e+05 3.402383e+05 3.320813e-02 104 1 30 3.993519e+05 3.403155e+05 4.491901e-02 158 1 40 3.337559e+05 3.403155e+05 5.596399e-02 208 1 48 3.337559e+05 3.403155e+05 6.574607e-02 248 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 6.574607e-02 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 3.079486e-02 92 1 20 4.506600e+05 4.054833e+05 5.201387e-02 172 1 30 3.959476e+05 4.067125e+05 7.157493e-02 264 1 40 4.497721e+05 4.067125e+05 8.962584e-02 344 1 47 3.959476e+05 4.067125e+05 1.052010e-01 400 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.052010e-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 5.211978e+00 14 1 40 2.308500e+03 4.074139e+03 5.876877e+00 776 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.876877e+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.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 2.022591e+00 8 1 20L 6.000000e+04 6.250000e+04 2.825120e+00 172 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.825120e+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.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 1.218486e-02 8 1 20 4.000000e+04 6.250000e+04 3.533490e-01 172 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.533490e-01 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 4.572296e-02 5 1 10 4.000000e+04 6.250000e+04 3.796840e-01 50 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.796840e-01 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 2.786961e-01 6 1 20L 9.000000e+00 9.000000e+00 3.636141e-01 123 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.636141e-01 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 9.438500e-01 87 1 10 -1.109375e+01 2.605769e-01 9.544232e-01 142 1 15 3.105797e+00 5.434132e-01 9.652390e-01 197 1 20 -2.463349e+01 1.503415e+00 9.775071e-01 252 1 25 -1.421085e-14 1.514085e+00 9.906130e-01 307 1 30 4.864000e+01 1.514085e+00 3.143305e+00 394 1 35 4.864000e+01 1.514085e+00 3.154739e+00 449 1 40 -8.870299e+00 1.514085e+00 3.167547e+00 504 1 45 -1.428571e+00 1.514085e+00 3.179874e+00 559 1 48 -1.428571e+00 1.514085e+00 3.188396e+00 592 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.188396e+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.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 8.843689e-01 278 1 20 1.440356e+01 1.278425e+00 9.184940e-01 428 1 30 8.388546e+00 1.278425e+00 9.811959e-01 706 1 40 6.666667e-03 1.278410e+00 1.020029e+00 856 1 50 -5.614035e+00 1.278410e+00 1.083263e+00 1134 1 60 1.426676e+01 1.278410e+00 1.127762e+00 1284 1 64 1.261296e+01 1.278410e+00 1.144775e+00 1344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.144775e+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.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 6.564307e-02 278 1 20 1.111084e+01 1.278410e+00 1.107771e-01 428 1 30 2.293779e+01 1.278410e+00 1.859970e-01 706 1 40 1.426676e+01 1.278410e+00 2.653241e-01 856 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.653241e-01 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 5.896115e+00 900 1 20 6.374753e+00 1.361934e+01 6.220903e+00 1720 1 30 2.848217e+01 1.624016e+01 7.082713e+00 3036 1 40 1.973944e+01 1.776547e+01 8.018364e+00 4192 1 50 4.000000e+00 1.889360e+01 8.815824e+00 5020 1 60 1.143524e+01 1.907862e+01 9.681675e+00 5808 1 70 9.386174e+00 1.961343e+01 1.055581e+01 6540 1 80 5.667808e+01 1.890971e+01 1.126662e+01 7088 1 90 3.740638e+01 1.993168e+01 1.293681e+01 8180 1 100 9.867073e+00 2.001710e+01 1.367425e+01 8664 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.367425e+01 total solves : 8664 best bound : 2.001710e+01 simulation ci : 2.301353e+01 ± 4.670835e+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 3.139977e+00 36 1 10 0.000000e+00 0.000000e+00 3.179790e+00 360 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.179790e+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 6.536961e-03 407 1 10 2.850000e+02 5.728212e+02 6.246781e-02 731 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.246781e-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 6.374121e-03 778 1 10 2.825000e+02 3.465177e+02 6.686401e-02 1102 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.686401e-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, 19] 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 2.006818e+02 6.585121e-03 1149 1 10 2.587500e+02 2.052799e+02 6.144094e-02 1473 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.144094e-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 7.158041e-03 1520 1 10 2.875000e+02 4.661908e+02 7.040095e-02 1844 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.040095e-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 6.635189e-03 1891 1 10 1.000000e+02 1.129771e+02 5.917621e-02 2215 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 5.917621e-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 7.155180e-03 2262 1 10 1.625000e+02 2.794553e+02 6.771803e-02 2586 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.771803e-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, 38] 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 1.821048e-01 2633 1 10 5.487500e+02 4.077574e+02 2.444439e-01 2957 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 2.444439e-01 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 7.911921e-03 3004 1 10 6.771875e+02 5.210100e+02 7.009411e-02 3328 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.009411e-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 6.489038e-03 3375 1 10 5.312500e+01 5.938345e+01 5.731702e-02 3699 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 5.731702e-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.EqualTo{Float64} : [2, 2] 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 1.019138e+00 235 1 10 1.000000e+01 9.159200e+00 1.162597e+00 310 1 15 1.000000e+01 9.159200e+00 1.318591e+00 385 1 20 1.000000e+01 9.159200e+00 1.470194e+00 460 1 25 1.000000e+01 9.159200e+00 2.279567e+00 695 1 30 4.000000e+00 9.159200e+00 2.417526e+00 770 1 35 1.000000e+01 9.159200e+00 2.571518e+00 845 1 40 1.000000e+01 9.159200e+00 2.739464e+00 920 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.739464e+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.EqualTo{Float64} : [4, 4] 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 4.952729e-01 510 1 20 1.000000e+01 6.834387e+00 1.004363e+00 720 1 30 7.000000e+00 6.834387e+00 2.166379e+00 1230 1 40 1.000000e+01 6.823805e+00 2.649369e+00 1440 1 50 3.000000e+00 6.823805e+00 3.874399e+00 1950 1 60 2.000000e+00 6.823805e+00 4.384380e+00 2160 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 4.384380e+00 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.EqualTo{Float64} : [1, 1] 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 5.761519e+00 920 1 20 6.049875e+06 2.075240e+06 7.543481e+00 1340 1 30 5.496647e+05 2.078257e+06 1.348552e+01 2260 1 40 3.985383e+04 2.078257e+06 1.538064e+01 2680 1 50 2.994548e+05 2.078257e+06 2.117163e+01 3600 1 60 3.799457e+06 2.078257e+06 2.297265e+01 4020 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.297265e+01 total solves : 4020 best bound : 2.078257e+06 simulation ci : 2.419054e+06 ± 5.154891e+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.EqualTo{Float64} : [1, 1] 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 1.299572e+06 2.079330e+06 1.176070e+01 920 1 20L 3.984407e+04 2.079401e+06 2.024571e+01 1340 1 30L 5.495606e+05 2.079457e+06 3.222286e+01 2260 1 40L 3.799861e+06 2.079457e+06 4.080305e+01 2680 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 4.080305e+01 total solves : 2680 best bound : 2.079457e+06 simulation ci : 1.720973e+06 ± 5.166660e+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.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 2.431582e+00 1914 1 200 0.000000e+00 1.191645e+02 2.766889e+00 3840 1 300 7.500000e+01 1.191666e+02 3.108899e+00 5738 1 328 2.500000e+00 1.191667e+02 3.181250e+00 6034 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.181250e+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.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 3.890729e-01 2806 1 200 0.000000e+00 1.191666e+02 7.077079e-01 4749 1 287 5.000000e+00 1.191667e+02 9.772990e-01 5662 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 9.772990e-01 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 9.122205e-02 1033 1 20 8.000000e+00 2.000000e+01 1.136751e-01 1209 1 30 1.200000e+01 2.000000e+01 2.161162e-01 2304 1 40 3.000000e+01 2.000000e+01 3.001721e-01 2594 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.001721e-01 total solves : 2594 best bound : 2.000000e+01 simulation ci : 1.970000e+01 ± 4.721453e+00 numeric issues : 0 ------------------------------------------------------------------- [ 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 3.587008e-03 3 1 40 2.000000e+00 2.000000e+00 7.156706e-02 604 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 7.156706e-02 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.EqualTo{Float64} : [1, 1] 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 8.056269e-01 1350 1 20 5.062500e+00 4.110713e+00 9.849730e-01 2700 1 30 4.500000e+00 4.104200e+00 1.184754e+00 4050 1 40 3.812500e+00 4.102669e+00 1.377694e+00 5400 1 50 4.725000e+00 4.095504e+00 1.595373e+00 6750 1 60 4.050000e+00 4.092999e+00 1.798988e+00 8100 1 70 4.606250e+00 4.091524e+00 2.022701e+00 9450 1 80 3.875000e+00 4.089694e+00 2.250087e+00 10800 1 90 3.750000e+00 4.089490e+00 2.483978e+00 12150 1 100 5.125000e+00 4.087894e+00 2.725657e+00 13500 1 110 4.500000e+00 4.087478e+00 2.964957e+00 14850 1 120 3.650000e+00 4.086704e+00 3.202611e+00 16200 1 130 4.406250e+00 4.086063e+00 3.456571e+00 17550 1 140 3.375000e+00 4.085981e+00 3.692941e+00 18900 1 150 3.000000e+00 4.085945e+00 3.935386e+00 20250 1 160 3.812500e+00 4.085838e+00 4.178526e+00 21600 1 170 4.250000e+00 4.085728e+00 4.408425e+00 22950 1 180 3.243750e+00 4.085593e+00 4.670691e+00 24300 1 190 4.306250e+00 4.085487e+00 4.935052e+00 25650 1 200 5.237500e+00 4.085446e+00 5.214296e+00 27000 1 210 4.500000e+00 4.085441e+00 5.479371e+00 28350 1 220 3.612500e+00 4.085405e+00 5.770278e+00 29700 1 230 3.700000e+00 4.085382e+00 6.086238e+00 31050 1 240 3.437500e+00 4.085254e+00 6.427235e+00 32400 1 250 4.100000e+00 4.085115e+00 6.668972e+00 33750 1 260 3.000000e+00 4.084973e+00 6.944623e+00 35100 1 270 4.918750e+00 4.084943e+00 7.223410e+00 36450 1 280 2.756250e+00 4.084920e+00 7.516973e+00 37800 1 290 3.737500e+00 4.084868e+00 7.819534e+00 39150 1 300 5.750000e+00 4.084868e+00 8.109785e+00 40500 1 310 5.156250e+00 4.084858e+00 8.419793e+00 41850 1 320 3.131250e+00 4.084855e+00 8.703921e+00 43200 1 330 4.125000e+00 4.084846e+00 8.996043e+00 44550 1 340 5.875000e+00 4.084820e+00 9.293484e+00 45900 1 350 4.587500e+00 4.084810e+00 9.596428e+00 47250 1 360 5.087500e+00 4.084805e+00 9.900272e+00 48600 1 370 4.393750e+00 4.084802e+00 1.019910e+01 49950 1 380 4.750000e+00 4.084792e+00 1.049827e+01 51300 1 390 4.437500e+00 4.084785e+00 1.079275e+01 52650 1 400 4.181250e+00 4.084785e+00 1.108984e+01 54000 1 410 3.650000e+00 4.084777e+00 1.140435e+01 55350 1 420 3.750000e+00 4.084769e+00 1.173089e+01 56700 1 430 3.725000e+00 4.084762e+00 1.202384e+01 58050 1 440 4.218750e+00 4.084751e+00 1.232384e+01 59400 1 450 5.500000e+00 4.084751e+00 1.260408e+01 60750 1 460 3.637500e+00 4.084747e+00 1.290001e+01 62100 1 470 2.993750e+00 4.084743e+00 1.323046e+01 63450 1 480 5.237500e+00 4.084743e+00 1.352237e+01 64800 1 490 4.212500e+00 4.084743e+00 1.378475e+01 66150 1 500 3.843750e+00 4.084743e+00 1.405220e+01 67500 1 510 3.425000e+00 4.084743e+00 1.431597e+01 68850 1 520 4.293750e+00 4.084743e+00 1.459756e+01 70200 1 530 2.818750e+00 4.084740e+00 1.489748e+01 71550 1 540 4.668750e+00 4.084740e+00 1.519911e+01 72900 1 550 2.750000e+00 4.084740e+00 1.548877e+01 74250 1 560 4.100000e+00 4.084740e+00 1.579612e+01 75600 1 570 3.200000e+00 4.084738e+00 1.610972e+01 76950 1 580 3.525000e+00 4.084738e+00 1.639486e+01 78300 1 590 3.125000e+00 4.084738e+00 1.667872e+01 79650 1 600 4.875000e+00 4.084736e+00 1.698508e+01 81000 1 610 4.050000e+00 4.084736e+00 1.731050e+01 82350 1 620 4.750000e+00 4.084733e+00 1.764109e+01 83700 1 630 3.687500e+00 4.084733e+00 1.794392e+01 85050 1 640 3.875000e+00 4.084733e+00 1.827034e+01 86400 1 650 3.625000e+00 4.084733e+00 1.856658e+01 87750 1 660 3.500000e+00 4.084732e+00 1.888213e+01 89100 1 670 4.875000e+00 4.084732e+00 1.920348e+01 90450 1 680 3.925000e+00 4.084732e+00 1.948564e+01 91800 1 690 3.900000e+00 4.084732e+00 1.983446e+01 93150 1 695 3.225000e+00 4.084732e+00 2.000026e+01 93825 1 ------------------------------------------------------------------- status : time_limit total time (s) : 2.000026e+01 total solves : 93825 best bound : 4.084732e+00 simulation ci : 4.066574e+00 ± 5.693628e-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.EqualTo{Float64} : [1, 1] 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 3.687500e+00 5.162747e+00 3.934360e-01 1350 1 20 4.125000e+00 4.890629e+00 1.084280e+00 2700 1 30 4.875000e+00 4.339242e+00 1.988737e+00 4050 1 40 4.067708e+00 4.046404e+00 3.035094e+00 5400 1 50 3.687500e+00 4.038571e+00 4.259104e+00 6750 1 60 3.625000e+00 4.038123e+00 5.797099e+00 8100 1 70 3.075000e+00 4.038009e+00 7.619555e+00 9450 1 80 4.375000e+00 4.037875e+00 9.614961e+00 10800 1 90 4.500000e+00 4.037866e+00 1.200736e+01 12150 1 100 3.625000e+00 4.037859e+00 1.452911e+01 13500 1 110 3.975000e+00 4.037710e+00 1.864383e+01 14850 1 115 3.806250e+00 4.037708e+00 2.028065e+01 15525 1 ------------------------------------------------------------------- status : time_limit total time (s) : 2.028065e+01 total solves : 15525 best bound : 4.037708e+00 simulation ci : 4.122871e+00 ± 1.419988e-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.EqualTo{Float64} : [1, 1] 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 4.888042e+00 1680 1 20 2.078810e+00 1.166281e+00 5.429177e+00 2560 1 30 3.973033e+00 1.166907e+00 6.053295e+00 3440 1 40 3.706337e+00 1.167312e+00 1.093557e+01 5120 1 50 3.158565e+00 1.167416e+00 1.153440e+01 6000 1 60 3.642642e+00 1.167416e+00 1.653039e+01 7680 1 70 3.451253e+00 1.167416e+00 1.712298e+01 8560 1 71 2.984727e+00 1.167416e+00 1.717384e+01 8648 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.717384e+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.EqualTo{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 2.977321e-01 78 1 20 -4.000000e+01 -5.809615e+01 6.428070e-01 148 1 30 -4.000000e+01 -5.809615e+01 1.074661e+00 226 1 40 -4.700000e+01 -5.809615e+01 1.431660e+00 296 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.431660e+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.EqualTo{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 3.292511e-01 138 1 20 -4.000000e+01 -6.196125e+01 6.983082e-01 258 1 30 -7.500000e+01 -6.196125e+01 1.224184e+00 396 1 40 -4.000000e+01 -6.196125e+01 1.593324e+00 516 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.593324e+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.EqualTo{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 5.809021e-01 462 1 20 -5.600000e+01 -6.546793e+01 1.004856e+00 852 1 30 -4.000000e+01 -6.546793e+01 2.126874e+00 1314 1 40 -4.000000e+01 -6.546793e+01 2.562828e+00 1704 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.562828e+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.EqualTo{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 1.200000e+01 7.067938e-01 11 1 15L 6.000000e+00 8.000000e+00 1.775510e+00 246 1 26L 6.000000e+00 8.000000e+00 2.801481e+00 448 1 39L 6.000000e+00 8.000000e+00 3.880519e+00 591 1 40L 6.000000e+00 8.000000e+00 3.952360e+00 602 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.952360e+00 total solves : 602 best bound : 8.000000e+00 simulation ci : 8.475000e+00 ± 8.904404e-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 7.362812e-01 6 1 40 1.093500e+05 1.083900e+05 7.902281e-01 240 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.902281e-01 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 Total Time SDDP.jl | 2399 2399 27m07.6s Testing SDDP tests passed Testing completed after 1636.87s PkgEval succeeded after 2663.3s