Package evaluation of SDDP on Julia 1.12.0-rc1 (228edd6610*) started at 2025-07-14T18:17:52.549 ################################################################################ # Set-up # Installing PkgEval dependencies (TestEnv)... Set-up completed after 8.91s ################################################################################ # Installation # Installing SDDP... Resolving package versions... Updating `~/.julia/environments/v1.12/Project.toml` [f4570300] + SDDP v1.12.0 Updating `~/.julia/environments/v1.12/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 v4.17.0 [f0e56b4a] + ConcurrentUtilities v2.5.0 [864edb3b] + DataStructures v0.18.22 [163ba53b] + DiffResults v1.1.0 [b552c78f] + DiffRules v1.15.1 [ffbed154] + DocStringExtensions v0.9.5 [460bff9d] + ExceptionUnwrapping v0.1.11 [e2ba6199] + ExprTools v0.1.10 [f6369f11] + ForwardDiff v1.0.1 [cd3eb016] + HTTP v1.10.17 [92d709cd] + IrrationalConstants v0.2.4 [692b3bcd] + JLLWrappers v1.7.0 [682c06a0] + JSON v0.21.4 [0f8b85d8] + JSON3 v1.14.3 [4076af6c] + JuMP v1.26.0 [2ab3a3ac] + LogExpFunctions v0.3.29 [e6f89c97] + LoggingExtras v1.1.0 [1914dd2f] + MacroTools v0.5.16 [b8f27783] + MathOptInterface v1.42.0 [739be429] + MbedTLS v1.1.9 [d8a4904e] + MutableArithmetics v1.6.4 [77ba4419] + NaNMath v1.1.3 [4d8831e6] + OpenSSL v1.5.0 [bac558e1] + OrderedCollections v1.8.1 [69de0a69] + Parsers v2.8.3 [aea7be01] + PrecompileTools v1.3.2 [21216c6a] + Preferences v1.4.3 [3cdcf5f2] + RecipesBase v1.3.4 [189a3867] + Reexport v1.2.2 [f4570300] + SDDP v1.12.0 [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 v0.5.29 [3bb67fe8] + TranscodingStreams v0.11.3 [5c2747f8] + URIs v1.6.1 [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 v2025.5.20 [4536629a] + OpenBLAS_jll v0.3.29+0 [05823500] + OpenLibm_jll v0.8.5+0 [458c3c95] + OpenSSL_jll v3.5.1+0 [bea87d4a] + SuiteSparse_jll v7.8.3+2 [83775a58] + Zlib_jll v1.3.1+2 [8e850b90] + libblastrampoline_jll v5.13.1+0 Installation completed after 4.28s ################################################################################ # Precompilation # Precompiling PkgEval dependencies... Precompiling package dependencies... 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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/She2h/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 3.844750e-01 4 1 3 0.000000e+00 0.000000e+00 8.962920e-01 12 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 8.962920e-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 2.158594e-02 9 1 20 7.500000e+04 1.075000e+05 8.084121e-01 204 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 8.084121e-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/She2h/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/She2h/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/She2h/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 1.237017e+00 12 1 10 2.500000e+00 3.361111e+01 1.264819e+00 120 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.264819e+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 9.243965e-03 12 1 10 2.500000e+00 3.361111e+01 3.069997e-02 120 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.069997e-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 1.116705e-02 46 1 50 0.000000e+00 1.191663e+02 5.367169e-01 1625 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 5.367169e-01 total solves : 1625 best bound : 1.191663e+02 simulation ci : 7.795000e+01 ± 2.885518e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] JuMP.AffExpr in MOI.EqualTo{Float64} : [2, 2] JuMP.VariableRef in MOI.EqualTo{Float64} : [3, 3] JuMP.VariableRef in MOI.GreaterThan{Float64} : [5, 5] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 9.250000e+01 5.268631e+01 1.040506e-02 46 1 50 0.000000e+00 1.191663e+02 5.228689e-01 1625 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 5.228689e-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 3.909453e+00 103 1 3S -5.785826e+01 -6.755367e+01 6.414936e+00 309 1 11S -8.368889e+01 -6.677644e+01 7.876135e+00 1133 1 13S -3.268889e+01 -6.677644e+01 9.084383e+00 1339 1 23S -3.268889e+01 -6.677644e+01 1.514470e+01 2369 1 33S -8.368889e+01 -6.677644e+01 2.112207e+01 3399 1 43S -8.368889e+01 -6.677644e+01 2.709079e+01 4429 1 53S -4.868889e+01 -6.677644e+01 3.320376e+01 5459 1 63S -8.068889e+01 -6.677644e+01 3.946545e+01 6489 1 73S -7.168889e+01 -6.677644e+01 4.528426e+01 7519 1 83S -7.168889e+01 -6.677644e+01 5.122468e+01 8549 1 93S -6.068889e+01 -6.677644e+01 5.739427e+01 9579 1 100 -8.368889e+01 -6.677644e+01 6.099918e+01 10300 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.099918e+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/She2h/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 9.000000e+00 6.000000e+00 3.400145e+02 2 2 20 3.000000e+00 6.000000e+00 3.461049e+02 40 2 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.461049e+02 total solves : 40 best bound : 6.000000e+00 simulation ci : 6.800000e+00 ± 1.097747e+00 numeric issues : 0 ------------------------------------------------------------------- ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/She2h/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 3.102300e-01 48 1 20 9.000000e+00 6.000000e+00 6.123910e-01 162 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.123910e-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/She2h/src/plugins/risk_measures.jl:528 ┌ Warning: Radius is very small. You should probably use `SDDP.Expectation()` instead. └ @ SDDP ~/.julia/packages/SDDP/She2h/src/plugins/risk_measures.jl:528 ┌ Warning: Radius is very small. You should probably use `SDDP.Expectation()` instead. └ @ SDDP ~/.julia/packages/SDDP/She2h/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 5.901098e-03 4 1 50 0.000000e+00 0.000000e+00 5.378008e-02 200 1 ------------------------------------------------------------------- status : first_stage_stopping total time (s) : 5.378008e-02 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/She2h/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/She2h/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/She2h/src/plugins/stopping_rules.jl:132 [ Info: threaded.jl [ Info: value_functions.jl [ Info: visualization.jl Precompiling packages... 6237.3 ms ✓ FFMPEG_jll 2167.6 ms ✓ Qt6ShaderTools_jll 1933.6 ms ✓ FFMPEG 2731.8 ms ✓ GR_jll 2196.1 ms ✓ Qt6Declarative_jll 2184.1 ms ✓ Qt6Wayland_jll 7635.5 ms ✓ GR 130118.2 ms ✓ Plots 20712.3 ms ✓ Plots → UnitfulExt 9 dependencies successfully precompiled in 178 seconds. 172 already precompiled. Precompiling packages... 2768.7 ms ✓ ColorVectorSpace → SpecialFunctionsExt 1 dependency successfully precompiled in 4 seconds. 20 already precompiled. ┌ Warning: `SDDP.save` is deprecated. Use `SDDP.plot` instead. │ caller = test_SpaghettiPlot() at visualization.jl:51 └ @ Core ~/.julia/packages/SDDP/She2h/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 7.039756e+00 5 1 20 0.000000e+00 -1.000000e+01 7.688223e+00 104 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 7.688223e+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 1.697016e-02 52 1 10 -2.396000e+01 -2.396000e+01 2.413321e-02 92 1 15 -4.260000e+01 -2.396000e+01 3.201103e-02 132 1 20 -2.396000e+01 -2.396000e+01 4.111505e-02 172 1 25 -5.320000e+00 -2.396000e+01 5.418921e-02 224 1 30 -5.320000e+00 -2.396000e+01 6.576109e-02 264 1 35 -2.396000e+01 -2.396000e+01 7.847500e-02 304 1 40 -2.396000e+01 -2.396000e+01 9.112406e-02 344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 9.112406e-02 total solves : 344 best bound : -2.396000e+01 simulation ci : -1.868714e+01 ± 3.990349e+00 numeric issues : 0 ------------------------------------------------------------------- ──────────────────────────────────────────────────────────────────────────────────── Time Allocations ─────────────────────── ──────────────────────── Tot / % measured: 418ms / 19.2% 12.7MiB / 54.4% Section ncalls time %tot avg alloc %tot avg ──────────────────────────────────────────────────────────────────────────────────── backward_pass 40 51.1ms 63.5% 1.28ms 5.87MiB 85.0% 150KiB solve_subproblem 160 26.1ms 32.4% 163μs 944KiB 13.3% 5.90KiB get_dual_solution 160 1.38ms 1.7% 8.62μs 190KiB 2.7% 1.19KiB prepare_backward_pass 160 50.0μs 0.1% 313ns 0.00B 0.0% 0.00B forward_pass 40 19.4ms 24.1% 485μs 770KiB 10.9% 19.3KiB solve_subproblem 120 17.4ms 21.6% 145μs 590KiB 8.3% 4.92KiB get_dual_solution 120 89.8μs 0.1% 748ns 13.1KiB 0.2% 112B sample_scenario 40 378μs 0.5% 9.45μs 24.2KiB 0.3% 620B calculate_bound 40 9.92ms 12.3% 248μs 289KiB 4.1% 7.24KiB get_dual_solution 40 36.3μs 0.0% 908ns 4.38KiB 0.1% 112B get_dual_solution 36 29.3μs 0.0% 815ns 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 5.010200e-02 52 1 10 -2.396000e+01 -2.396000e+01 5.784988e-02 92 1 15 -2.396000e+01 -2.396000e+01 6.718588e-02 132 1 20 -4.260000e+01 -2.396000e+01 7.776189e-02 172 1 25 -5.320000e+00 -2.396000e+01 9.210896e-02 224 1 30 -2.396000e+01 -2.396000e+01 1.058838e-01 264 1 35 -2.396000e+01 -2.396000e+01 1.215930e-01 304 1 40 -5.320000e+00 -2.396000e+01 1.394188e-01 344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.394188e-01 total solves : 344 best bound : -2.396000e+01 simulation ci : -2.237170e+01 ± 4.300524e+00 numeric issues : 0 ------------------------------------------------------------------- ──────────────────────────────────────────────────────────────────────────────────── Time Allocations ─────────────────────── ──────────────────────── Tot / % measured: 147ms / 88.4% 14.1MiB / 93.6% Section ncalls time %tot avg alloc %tot avg ──────────────────────────────────────────────────────────────────────────────────── backward_pass 40 104ms 79.9% 2.59ms 12.2MiB 92.1% 312KiB solve_subproblem 160 22.8ms 17.6% 142μs 950KiB 7.0% 5.94KiB get_dual_solution 160 1.31ms 1.0% 8.19μs 190KiB 1.4% 1.19KiB prepare_backward_pass 160 50.0μs 0.0% 312ns 0.00B 0.0% 0.00B forward_pass 40 16.5ms 12.7% 413μs 769KiB 5.7% 19.2KiB solve_subproblem 120 14.7ms 11.4% 123μs 588KiB 4.3% 4.90KiB get_dual_solution 120 76.0μs 0.1% 633ns 13.1KiB 0.1% 112B sample_scenario 40 344μs 0.3% 8.61μs 24.3KiB 0.2% 623B calculate_bound 40 9.53ms 7.4% 238μs 301KiB 2.2% 7.52KiB get_dual_solution 40 34.2μs 0.0% 855ns 4.38KiB 0.0% 112B get_dual_solution 36 25.1μs 0.0% 698ns 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 1.767590e-01 5 1 2 -2.500000e+00 -2.000000e+00 1.786921e-01 14 1 3 -1.000000e+00 -2.000000e+00 1.795411e-01 19 1 4 -1.000000e+00 -2.000000e+00 1.802280e-01 24 1 5 -1.000000e+00 -2.000000e+00 1.809280e-01 29 1 6 -3.000000e+00 -2.000000e+00 1.816370e-01 34 1 7 -1.000000e+00 -2.000000e+00 1.823320e-01 39 1 8 -1.000000e+00 -2.000000e+00 1.830399e-01 44 1 9 -3.000000e+00 -2.000000e+00 1.837671e-01 49 1 10 -1.000000e+00 -2.000000e+00 1.844771e-01 54 1 11 -3.000000e+00 -2.000000e+00 1.851821e-01 59 1 12 -3.000000e+00 -2.000000e+00 1.858730e-01 64 1 13 -1.000000e+00 -2.000000e+00 1.865630e-01 69 1 14 -1.000000e+00 -2.000000e+00 1.873291e-01 74 1 15 -3.000000e+00 -2.000000e+00 1.880929e-01 79 1 16 -1.000000e+00 -2.000000e+00 1.888981e-01 84 1 17 -3.000000e+00 -2.000000e+00 1.897030e-01 89 1 18 -3.000000e+00 -2.000000e+00 1.905379e-01 94 1 19 -1.000000e+00 -2.000000e+00 1.913590e-01 99 1 20 -3.000000e+00 -2.000000e+00 1.922109e-01 104 1 21 -1.000000e+00 -2.000000e+00 1.936800e-01 113 1 22 -1.000000e+00 -2.000000e+00 1.945951e-01 118 1 23 -3.000000e+00 -2.000000e+00 1.954920e-01 123 1 24 -3.000000e+00 -2.000000e+00 1.963270e-01 128 1 25 -1.000000e+00 -2.000000e+00 1.972351e-01 133 1 26 -3.000000e+00 -2.000000e+00 1.981540e-01 138 1 27 -3.000000e+00 -2.000000e+00 1.990991e-01 143 1 28 -1.000000e+00 -2.000000e+00 2.000210e-01 148 1 29 -3.000000e+00 -2.000000e+00 2.009909e-01 153 1 30 -3.000000e+00 -2.000000e+00 2.019620e-01 158 1 31 -1.000000e+00 -2.000000e+00 2.030230e-01 163 1 32 -1.000000e+00 -2.000000e+00 2.040441e-01 168 1 33 -1.000000e+00 -2.000000e+00 2.050431e-01 173 1 34 -3.000000e+00 -2.000000e+00 2.060709e-01 178 1 35 -1.000000e+00 -2.000000e+00 2.071280e-01 183 1 36 -3.000000e+00 -2.000000e+00 2.081771e-01 188 1 37 -1.000000e+00 -2.000000e+00 2.092769e-01 193 1 38 -1.000000e+00 -2.000000e+00 2.103779e-01 198 1 39 -1.000000e+00 -2.000000e+00 2.115300e-01 203 1 40 -1.000000e+00 -2.000000e+00 2.126930e-01 208 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.126930e-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 2.466209e-01 51 1 26 3.830773e+02 2.282913e+02 1.333030e+00 4602 1 30 2.138334e+03 2.336430e+02 2.597614e+00 7674 1 38 8.025312e+02 2.352957e+02 3.875435e+00 10194 1 46 1.737622e+02 2.358930e+02 4.956851e+00 12054 1 58 4.114170e+01 2.360915e+02 5.974745e+00 13734 1 63 1.493193e+03 2.362190e+02 7.304091e+00 15909 1 73 3.670177e+02 2.363045e+02 8.443001e+00 17655 1 76 3.050305e+02 2.363467e+02 9.457342e+00 18936 1 100 4.969839e+02 2.364135e+02 1.413321e+01 23928 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.413321e+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 6.345530e-01 1400 1 20 -4.764789e+00 -4.394789e+00 8.212290e-01 2800 1 30 -4.672487e+00 -4.377000e+00 1.026676e+00 4200 1 40 -4.483495e+00 -4.370632e+00 1.229505e+00 5600 1 50 -4.167321e+00 -4.364999e+00 1.440798e+00 7000 1 60 -4.362455e+00 -4.358864e+00 1.658639e+00 8400 1 70 -4.849916e+00 -4.355337e+00 1.883657e+00 9800 1 80 -4.861568e+00 -4.353006e+00 2.245516e+00 11200 1 90 -4.268264e+00 -4.350407e+00 2.477456e+00 12600 1 100 -4.539897e+00 -4.348641e+00 2.711128e+00 14000 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 2.711128e+00 total solves : 14000 best bound : -4.348641e+00 simulation ci : -4.325070e+00 ± 8.068871e-02 numeric issues : 0 ------------------------------------------------------------------- [ Info: StochDynamicProgramming.jl_stock.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 1 scenarios : 1.00000e+05 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 5] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.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 2.741191e-01 1050 1 20 -1.529197e+00 -1.471817e+00 3.231521e-01 1600 1 30 -1.410768e+00 -1.471408e+00 4.339662e-01 2650 1 40 -1.596461e+00 -1.471258e+00 4.913530e-01 3200 1 50 -1.002277e+00 -1.471216e+00 6.156840e-01 4250 1 60 -1.085156e+00 -1.471164e+00 6.822190e-01 4800 1 70 -1.391746e+00 -1.471164e+00 8.114362e-01 5850 1 80 -1.448703e+00 -1.471132e+00 8.773952e-01 6400 1 90 -1.488989e+00 -1.471087e+00 1.012955e+00 7450 1 100 -1.564260e+00 -1.471075e+00 1.087912e+00 8000 1 110 -1.738157e+00 -1.471075e+00 1.159591e+00 8550 1 120 -1.591292e+00 -1.471075e+00 1.238806e+00 9100 1 130 -1.271481e+00 -1.471075e+00 1.320301e+00 9650 1 140 -1.249746e+00 -1.471075e+00 1.399648e+00 10200 1 150 -1.536222e+00 -1.471075e+00 1.484283e+00 10750 1 160 -1.565422e+00 -1.471075e+00 1.580556e+00 11300 1 170 -1.631076e+00 -1.471075e+00 1.683600e+00 11850 1 180 -1.494909e+00 -1.471075e+00 1.796326e+00 12400 1 182 -9.083563e-01 -1.471075e+00 1.818384e+00 12510 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.818384e+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 1.823401e-02 54 1 20 3.336455e+05 3.402383e+05 3.703213e-02 104 1 30 3.993519e+05 3.403155e+05 5.033708e-02 158 1 40 3.337559e+05 3.403155e+05 6.303501e-02 208 1 48 3.337559e+05 3.403155e+05 7.451510e-02 248 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 7.451510e-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 2.044082e-02 92 1 20 4.506600e+05 4.054833e+05 3.539085e-02 172 1 30 3.959476e+05 4.067125e+05 5.344892e-02 264 1 40 4.497721e+05 4.067125e+05 7.154989e-02 344 1 47 3.959476e+05 4.067125e+05 9.231591e-02 400 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 9.231591e-02 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 5.239952e+00 14 1 40 2.308500e+03 4.074139e+03 5.948250e+00 776 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.948250e+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 2.456576e+00 8 1 6L 4.000000e+04 6.250000e+04 3.485060e+00 60 1 17L 4.000000e+04 6.250000e+04 4.667344e+00 148 1 20L 6.000000e+04 6.250000e+04 5.086985e+00 172 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.086985e+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 1.031113e-02 8 1 18 6.000000e+04 6.250000e+04 1.059789e+00 156 1 20 4.000000e+04 6.250000e+04 1.181712e+00 172 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.181712e+00 total solves : 172 best bound : 6.250000e+04 simulation ci : 5.950000e+04 ± 8.933885e+03 numeric issues : 0 ------------------------------------------------------------------- Lower bound is: 62500.0 With first stage solutions 200.0 (production) and 100.0 (stored_production). [ Info: air_conditioning_forward.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 5] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [4, 4] VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 3e+02] bounds range [1e+02, 2e+02] rhs range [1e+02, 3e+02] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 7.000000e+04 6.250000e+04 3.735995e-02 5 1 10 4.000000e+04 6.250000e+04 5.800409e-01 50 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 5.800409e-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 2.321961e-01 6 1 20L 9.000000e+00 9.000000e+00 3.015110e-01 123 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.015110e-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 8.326421e-01 87 1 10 -1.109375e+01 2.605769e-01 8.401451e-01 142 1 15 3.105797e+00 5.434132e-01 8.482530e-01 197 1 20 -2.463349e+01 1.503415e+00 8.566971e-01 252 1 25 -1.421085e-14 1.514085e+00 8.646631e-01 307 1 30 4.864000e+01 1.514085e+00 2.434381e+00 394 1 35 4.864000e+01 1.514085e+00 2.442579e+00 449 1 40 -8.870299e+00 1.514085e+00 2.453498e+00 504 1 45 -1.428571e+00 1.514085e+00 2.462995e+00 559 1 48 -1.428571e+00 1.514085e+00 2.469117e+00 592 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.469117e+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 6.623130e-01 278 1 20 1.440356e+01 1.278425e+00 6.877429e-01 428 1 30 8.388546e+00 1.278425e+00 7.317309e-01 706 1 40 6.666667e-03 1.278410e+00 7.570109e-01 856 1 50 -5.614035e+00 1.278410e+00 8.007250e-01 1134 1 60 1.426676e+01 1.278410e+00 8.300350e-01 1284 1 64 1.261296e+01 1.278410e+00 8.424909e-01 1344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 8.424909e-01 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 5.469322e-02 278 1 20 1.111084e+01 1.278410e+00 9.056902e-02 428 1 30 2.293779e+01 1.278410e+00 1.499760e-01 706 1 40 1.426676e+01 1.278410e+00 2.093191e-01 856 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.093191e-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 4.325224e+00 900 1 20 6.374753e+00 1.361934e+01 4.535684e+00 1720 1 30 2.848217e+01 1.624016e+01 5.014736e+00 3036 1 40 1.973944e+01 1.776547e+01 5.634743e+00 4192 1 50 4.000000e+00 1.889360e+01 6.064162e+00 5020 1 60 1.142478e+01 1.907862e+01 6.662362e+00 5808 1 70 9.386421e+00 1.961295e+01 7.272161e+00 6540 1 80 5.667851e+01 1.890911e+01 7.778081e+00 7088 1 90 3.740597e+01 1.993139e+01 8.804309e+00 8180 1 100 9.867183e+00 2.001688e+01 9.288039e+00 8664 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 9.288039e+00 total solves : 8664 best bound : 2.001688e+01 simulation ci : 2.301336e+01 ± 4.670816e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: biobjective_hydro.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 5] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 0.000000e+00 0.000000e+00 2.053493e+00 36 1 10 0.000000e+00 0.000000e+00 2.078535e+00 360 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 2.078535e+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 4.140139e-03 407 1 10 2.850000e+02 5.728212e+02 3.982902e-02 731 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.982902e-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 4.634857e-03 778 1 10 2.825000e+02 3.465177e+02 4.551792e-02 1102 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.551792e-02 total solves : 1102 best bound : 3.465177e+02 simulation ci : 3.598954e+02 ± 6.281469e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 20] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 2.387500e+02 1.994007e+02 5.424976e-03 1149 1 10 2.587500e+02 2.052799e+02 4.245710e-02 1473 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.245710e-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 4.851103e-03 1520 1 10 2.875000e+02 4.661908e+02 4.632711e-02 1844 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.632711e-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 4.810810e-03 1891 1 10 1.000000e+02 1.129771e+02 3.964901e-02 2215 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.964901e-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 5.793095e-03 2262 1 10 1.625000e+02 2.794553e+02 4.593015e-02 2586 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.593015e-02 total solves : 2586 best bound : 2.794553e+02 simulation ci : 2.690625e+02 ± 6.720434e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 37] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 4.810804e+02 4.073537e+02 5.306005e-03 2633 1 10 5.487500e+02 4.077574e+02 4.630303e-02 2957 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.630303e-02 total solves : 2957 best bound : 4.077574e+02 simulation ci : 3.863418e+02 ± 9.936379e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 43] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 2.718750e+02 5.198033e+02 5.784988e-03 3004 1 10 6.771875e+02 5.210100e+02 5.934501e-02 3328 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 5.934501e-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 5.208969e-03 3375 1 10 5.312500e+01 5.938345e+01 4.129410e-02 3699 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.129410e-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 9.336758e-01 235 1 10 1.000000e+01 9.159200e+00 1.351664e+00 310 1 15 1.000000e+01 9.159200e+00 1.799038e+00 385 1 20 1.000000e+01 9.159200e+00 2.241721e+00 460 1 25 1.000000e+01 9.159200e+00 4.643691e+00 695 1 30 4.000000e+00 9.159200e+00 5.043209e+00 770 1 35 1.000000e+01 9.159200e+00 5.449705e+00 845 1 40 1.000000e+01 9.159200e+00 5.908701e+00 920 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.908701e+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 1.116179e+00 510 1 20 1.000000e+01 6.834387e+00 2.576221e+00 720 1 30 7.000000e+00 6.834387e+00 6.167323e+00 1230 1 40 1.000000e+01 6.823805e+00 7.508929e+00 1440 1 50 3.000000e+00 6.823805e+00 1.098391e+01 1950 1 60 2.000000e+00 6.823805e+00 1.231931e+01 2160 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.231931e+01 total solves : 2160 best bound : 6.823805e+00 simulation ci : 6.183333e+00 ± 6.694539e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: generation_expansion.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 5 scenarios : 3.27680e+04 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [14, 14] AffExpr in MOI.GreaterThan{Float64} : [7, 7] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.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 1.126779e+01 920 1 20 6.049875e+06 2.075240e+06 1.383769e+01 1340 1 30 5.496647e+05 2.078257e+06 2.529614e+01 2260 1 40 3.985383e+04 2.078257e+06 2.809327e+01 2680 1 50 2.994548e+05 2.078257e+06 4.128274e+01 3600 1 60 3.799457e+06 2.078257e+06 4.414611e+01 4020 1 61 3.549665e+06 2.078257e+06 4.442904e+01 4062 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 4.442904e+01 total solves : 4062 best bound : 2.078257e+06 simulation ci : 2.437601e+06 ± 5.082681e+05 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 5 scenarios : 3.27680e+04 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [14, 14] AffExpr in MOI.GreaterThan{Float64} : [7, 7] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.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 2.049870e+06 2.079457e+06 3.411577e+01 920 1 20L 2.799668e+06 2.079457e+06 5.576390e+01 1340 1 30L 3.799443e+06 2.079457e+06 8.938645e+01 2260 1 40L 4.299882e+06 2.079457e+06 1.116769e+02 2680 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.116769e+02 total solves : 2680 best bound : 2.079457e+06 simulation ci : 1.602238e+06 ± 4.944385e+05 numeric issues : 0 ------------------------------------------------------------------- [ Info: hydro_valley.jl [ Info: infinite_horizon_hydro_thermal.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] AffExpr in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.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 2.535230e+00 1914 1 200 0.000000e+00 1.191645e+02 2.926559e+00 3840 1 300 7.500000e+01 1.191666e+02 3.310238e+00 5738 1 328 2.500000e+00 1.191667e+02 3.410768e+00 6034 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.410768e+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 7.432280e-01 2806 1 200 0.000000e+00 1.191666e+02 1.286105e+00 4749 1 287 5.000000e+00 1.191667e+02 1.677525e+00 5662 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.677525e+00 total solves : 5662 best bound : 1.191667e+02 simulation ci : 2.112369e+01 ± 3.684376e+00 numeric issues : 0 ------------------------------------------------------------------- Confidence_interval = 122.02 ± 14.06 [ Info: infinite_horizon_trivial.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 2.000000e+01 1.998872e+01 1.279829e-01 1033 1 20 8.000000e+00 2.000000e+01 1.559780e-01 1209 1 30 1.200000e+01 2.000000e+01 2.907948e-01 2304 1 40 3.000000e+01 2.000000e+01 3.859580e-01 2594 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.859580e-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 4.005194e-03 3 1 40 2.000000e+00 2.000000e+00 8.294010e-02 604 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 8.294010e-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 7.652118e-01 1350 1 20 5.062500e+00 4.110713e+00 1.086087e+00 2700 1 30 4.500000e+00 4.104200e+00 1.312498e+00 4050 1 40 3.812500e+00 4.102669e+00 1.547080e+00 5400 1 50 4.725000e+00 4.095504e+00 1.788009e+00 6750 1 60 4.050000e+00 4.092999e+00 2.034807e+00 8100 1 70 4.606250e+00 4.091524e+00 2.286196e+00 9450 1 80 3.875000e+00 4.089694e+00 2.549752e+00 10800 1 90 3.750000e+00 4.089490e+00 2.775443e+00 12150 1 100 5.125000e+00 4.087894e+00 3.010779e+00 13500 1 110 4.500000e+00 4.087478e+00 3.257876e+00 14850 1 120 3.650000e+00 4.086704e+00 3.501922e+00 16200 1 130 4.406250e+00 4.086063e+00 3.776983e+00 17550 1 140 3.375000e+00 4.085981e+00 4.023024e+00 18900 1 150 3.000000e+00 4.085945e+00 4.269118e+00 20250 1 160 3.812500e+00 4.085838e+00 4.524009e+00 21600 1 170 4.250000e+00 4.085728e+00 4.780059e+00 22950 1 180 3.243750e+00 4.085593e+00 5.035180e+00 24300 1 190 4.306250e+00 4.085487e+00 5.289491e+00 25650 1 200 5.237500e+00 4.085446e+00 5.553456e+00 27000 1 210 4.500000e+00 4.085441e+00 5.824814e+00 28350 1 220 3.612500e+00 4.085405e+00 6.138125e+00 29700 1 230 3.700000e+00 4.085382e+00 6.445582e+00 31050 1 240 3.437500e+00 4.085254e+00 6.742583e+00 32400 1 250 4.100000e+00 4.085115e+00 7.241040e+00 33750 1 260 3.000000e+00 4.084973e+00 7.520675e+00 35100 1 270 4.918750e+00 4.084943e+00 7.819977e+00 36450 1 280 2.756250e+00 4.084920e+00 8.143976e+00 37800 1 290 3.737500e+00 4.084868e+00 8.482273e+00 39150 1 300 5.750000e+00 4.084868e+00 8.775775e+00 40500 1 310 5.156250e+00 4.084858e+00 9.100808e+00 41850 1 320 3.131250e+00 4.084855e+00 9.391917e+00 43200 1 330 4.125000e+00 4.084846e+00 9.707055e+00 44550 1 340 5.875000e+00 4.084820e+00 1.005778e+01 45900 1 350 4.587500e+00 4.084810e+00 1.041212e+01 47250 1 360 5.087500e+00 4.084805e+00 1.077526e+01 48600 1 370 4.393750e+00 4.084802e+00 1.112934e+01 49950 1 380 4.750000e+00 4.084792e+00 1.147806e+01 51300 1 390 4.437500e+00 4.084785e+00 1.182499e+01 52650 1 400 4.181250e+00 4.084785e+00 1.209933e+01 54000 1 410 3.650000e+00 4.084777e+00 1.243962e+01 55350 1 420 3.750000e+00 4.084769e+00 1.276456e+01 56700 1 430 3.725000e+00 4.084762e+00 1.311408e+01 58050 1 440 4.218750e+00 4.084751e+00 1.346798e+01 59400 1 450 5.500000e+00 4.084751e+00 1.382047e+01 60750 1 460 3.637500e+00 4.084747e+00 1.415814e+01 62100 1 470 2.993750e+00 4.084743e+00 1.448036e+01 63450 1 480 5.237500e+00 4.084743e+00 1.627960e+01 64800 1 490 4.212500e+00 4.084743e+00 1.661565e+01 66150 1 500 3.843750e+00 4.084743e+00 1.695281e+01 67500 1 510 3.425000e+00 4.084743e+00 1.727033e+01 68850 1 520 4.293750e+00 4.084743e+00 1.759451e+01 70200 1 530 2.818750e+00 4.084740e+00 1.795084e+01 71550 1 540 4.668750e+00 4.084740e+00 1.833642e+01 72900 1 550 2.750000e+00 4.084740e+00 1.872160e+01 74250 1 560 4.100000e+00 4.084740e+00 1.913236e+01 75600 1 570 3.200000e+00 4.084738e+00 1.953086e+01 76950 1 580 3.525000e+00 4.084738e+00 1.991382e+01 78300 1 583 4.687500e+00 4.084738e+00 2.002650e+01 78705 1 ------------------------------------------------------------------- status : time_limit total time (s) : 2.002650e+01 total solves : 78705 best bound : 4.084738e+00 simulation ci : 4.067067e+00 ± 6.257217e-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 4.031250e+00 6.305027e+00 4.284220e-01 1350 1 20 3.250000e+00 5.102534e+00 1.125634e+00 2700 1 30 4.625000e+00 4.406076e+00 2.006382e+00 4050 1 40 2.643750e+00 4.050778e+00 3.177336e+00 5400 1 50 3.000000e+00 4.046799e+00 4.401126e+00 6750 1 60 4.350000e+00 4.046085e+00 5.926820e+00 8100 1 70 3.225000e+00 4.045871e+00 7.746457e+00 9450 1 80 3.500000e+00 4.043104e+00 9.721545e+00 10800 1 90 2.700000e+00 4.039709e+00 1.215867e+01 12150 1 100 4.437500e+00 4.039381e+00 1.446963e+01 13500 1 110 4.218750e+00 4.039205e+00 1.724133e+01 14850 1 119 3.793750e+00 4.039027e+00 2.001774e+01 16065 1 ------------------------------------------------------------------- status : time_limit total time (s) : 2.001774e+01 total solves : 16065 best bound : 4.039027e+00 simulation ci : 4.024113e+00 ± 1.345219e-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 1.754157e+01 1680 1 20 2.078810e+00 1.166281e+00 1.910037e+01 2560 1 30 3.973033e+00 1.166907e+00 2.077075e+01 3440 1 40 3.706337e+00 1.167312e+00 3.673334e+01 5120 1 50 3.158565e+00 1.167416e+00 3.839777e+01 6000 1 60 3.642642e+00 1.167416e+00 5.447682e+01 7680 1 70 3.451253e+00 1.167416e+00 5.612357e+01 8560 1 71 2.984727e+00 1.167416e+00 5.624739e+01 8648 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.624739e+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 5.541430e-01 78 1 20 -4.000000e+01 -5.809615e+01 1.191322e+00 148 1 30 -4.000000e+01 -5.809615e+01 1.895564e+00 226 1 40 -4.700000e+01 -5.809615e+01 2.638772e+00 296 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.638772e+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 7.868910e-01 138 1 20 -4.000000e+01 -6.196125e+01 1.529391e+00 258 1 30 -7.500000e+01 -6.196125e+01 2.581477e+00 396 1 40 -4.000000e+01 -6.196125e+01 3.316411e+00 516 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.316411e+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 1.316068e+00 462 1 20 -5.600000e+01 -6.546793e+01 2.358162e+00 852 1 30 -4.000000e+01 -6.546793e+01 4.708983e+00 1314 1 40 -4.000000e+01 -6.546793e+01 5.518035e+00 1704 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.518035e+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 7.715399e-01 11 1 7L 6.000000e+00 8.000000e+00 1.940776e+00 158 1 12L 6.000000e+00 8.000000e+00 3.004255e+00 213 1 17L 6.000000e+00 8.000000e+00 4.116914e+00 268 1 21L 1.200000e+01 8.000000e+00 5.624274e+00 393 1 26L 6.000000e+00 8.000000e+00 6.645888e+00 448 1 31L 1.200000e+01 8.000000e+00 7.705952e+00 503 1 36L 6.000000e+00 8.000000e+00 8.813764e+00 558 1 40L 6.000000e+00 8.000000e+00 9.638965e+00 602 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 9.638965e+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 8.468032e-01 6 1 40 1.093500e+05 1.083900e+05 9.267280e-01 240 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 9.267280e-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 | 2401 2401 35m32.3s Testing SDDP tests passed Testing completed after 2136.72s PkgEval succeeded after 2226.92s