Package evaluation of SDDP on Julia 1.12.0-rc3 (7522b24014*) started at 2025-10-01T19:55:57.509 ################################################################################ # Set-up # Installing PkgEval dependencies (TestEnv)... Set-up completed after 9.07s ################################################################################ # Installation # Installing SDDP... Resolving package versions... Updating `~/.julia/environments/v1.12/Project.toml` [f4570300] + SDDP v1.13.0 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 v4.18.1 [f0e56b4a] + ConcurrentUtilities v2.5.0 [864edb3b] + DataStructures v0.19.1 [163ba53b] + DiffResults v1.1.0 [b552c78f] + DiffRules v1.15.1 [ffbed154] + DocStringExtensions v0.9.5 [460bff9d] + ExceptionUnwrapping v0.1.11 [e2ba6199] + ExprTools v0.1.10 [f6369f11] + ForwardDiff v1.2.1 [cd3eb016] + HTTP v1.10.17 [92d709cd] + IrrationalConstants v0.2.4 [692b3bcd] + JLLWrappers v1.7.1 [682c06a0] + JSON v0.21.4 [0f8b85d8] + JSON3 v1.14.3 [4076af6c] + JuMP v1.29.1 [2ab3a3ac] + LogExpFunctions v0.3.29 [e6f89c97] + LoggingExtras v1.1.0 [1914dd2f] + MacroTools v0.5.16 [b8f27783] + MathOptInterface v1.45.0 [739be429] + MbedTLS v1.1.9 [d8a4904e] + MutableArithmetics v1.6.6 [77ba4419] + NaNMath v1.1.3 [4d8831e6] + OpenSSL v1.5.0 [bac558e1] + OrderedCollections v1.8.1 [69de0a69] + Parsers v2.8.3 [aea7be01] + PrecompileTools v1.3.3 [21216c6a] + Preferences v1.5.0 [3cdcf5f2] + RecipesBase v1.3.4 [189a3867] + Reexport v1.2.2 [f4570300] + SDDP v1.13.0 [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 v0.8.7+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+1 Installation completed after 5.75s ################################################################################ # Precompilation # Precompiling PkgEval dependencies... Precompiling package dependencies... Precompilation completed after 48.51s ################################################################################ # Testing # Testing SDDP Status `/tmp/jl_SDsile/Project.toml` [87dc4568] HiGHS v1.19.0 [b6b21f68] Ipopt v1.11.0 [682c06a0] JSON v0.21.4 [7d188eb4] JSONSchema v1.4.1 [91a5bcdd] Plots v1.41.1 [f4570300] SDDP v1.13.0 [10745b16] Statistics v1.11.1 [8ba89e20] Distributed v1.11.0 [f43a241f] Downloads v1.6.0 [44cfe95a] Pkg v1.12.0 [9a3f8284] Random v1.11.0 [8dfed614] Test v1.11.0 Status `/tmp/jl_SDsile/Manifest.toml` [66dad0bd] AliasTables v1.1.3 [6e4b80f9] BenchmarkTools v1.6.0 [d1d4a3ce] BitFlags v0.1.9 [523fee87] CodecBzip2 v0.8.5 [944b1d66] CodecZlib v0.7.8 [35d6a980] ColorSchemes v3.31.0 [3da002f7] ColorTypes v0.12.1 [c3611d14] ColorVectorSpace v0.11.0 [5ae59095] Colors v0.13.1 [bbf7d656] CommonSubexpressions v0.3.1 [34da2185] Compat v4.18.1 [f0e56b4a] ConcurrentUtilities v2.5.0 [d38c429a] Contour v0.6.3 [9a962f9c] DataAPI v1.16.0 [864edb3b] DataStructures v0.19.1 [8bb1440f] DelimitedFiles v1.9.1 [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 [c87230d0] FFMPEG v0.4.4 [53c48c17] FixedPointNumbers v0.8.5 [1fa38f19] Format v1.3.7 [f6369f11] ForwardDiff v1.2.1 [28b8d3ca] GR v0.73.17 [42e2da0e] Grisu v1.0.2 [cd3eb016] HTTP v1.10.17 [87dc4568] HiGHS v1.19.0 [b6b21f68] Ipopt v1.11.0 [92d709cd] IrrationalConstants v0.2.4 [1019f520] JLFzf v0.1.11 [692b3bcd] JLLWrappers v1.7.1 [682c06a0] JSON v0.21.4 [0f8b85d8] JSON3 v1.14.3 [7d188eb4] JSONSchema v1.4.1 [4076af6c] JuMP v1.29.1 [b964fa9f] LaTeXStrings v1.4.0 [23fbe1c1] Latexify v0.16.10 [2ab3a3ac] LogExpFunctions v0.3.29 [e6f89c97] LoggingExtras v1.1.0 [1914dd2f] MacroTools v0.5.16 [8c4f8055] MathOptIIS v0.1.1 [b8f27783] MathOptInterface v1.45.0 [739be429] MbedTLS v1.1.9 [442fdcdd] Measures v0.3.2 [e1d29d7a] Missings v1.2.0 [d8a4904e] MutableArithmetics v1.6.6 [77ba4419] NaNMath v1.1.3 [4d8831e6] OpenSSL v1.5.0 [bac558e1] OrderedCollections v1.8.1 [69de0a69] Parsers v2.8.3 [ccf2f8ad] PlotThemes v3.3.0 [995b91a9] PlotUtils v1.4.3 [91a5bcdd] Plots v1.41.1 [aea7be01] PrecompileTools v1.3.3 [21216c6a] Preferences v1.5.0 [43287f4e] PtrArrays v1.3.0 [3cdcf5f2] RecipesBase v1.3.4 [01d81517] RecipesPipeline v0.6.12 [189a3867] Reexport v1.2.2 [05181044] RelocatableFolders v1.0.1 [ae029012] Requires v1.3.1 [f4570300] SDDP v1.13.0 [6c6a2e73] Scratch v1.3.0 [992d4aef] Showoff v1.0.3 [777ac1f9] SimpleBufferStream v1.2.0 [a2af1166] SortingAlgorithms v1.2.2 [276daf66] SpecialFunctions v2.5.1 [860ef19b] StableRNGs v1.0.3 [1e83bf80] StaticArraysCore v1.4.3 [10745b16] Statistics v1.11.1 [82ae8749] StatsAPI v1.7.1 [2913bbd2] StatsBase v0.34.6 [856f2bd8] StructTypes v1.11.0 [62fd8b95] TensorCore v0.1.1 [a759f4b9] TimerOutputs v0.5.29 [3bb67fe8] TranscodingStreams v0.11.3 [5c2747f8] URIs v1.6.1 [1cfade01] UnicodeFun v0.4.1 [41fe7b60] Unzip v0.2.0 [ae81ac8f] ASL_jll v0.1.3+0 [6e34b625] Bzip2_jll v1.0.9+0 [83423d85] Cairo_jll v1.18.5+0 [ee1fde0b] Dbus_jll v1.16.2+0 [2702e6a9] EpollShim_jll v0.0.20230411+1 [2e619515] Expat_jll v2.7.1+0 [b22a6f82] FFMPEG_jll v7.1.1+0 [a3f928ae] Fontconfig_jll v2.17.1+0 [d7e528f0] FreeType2_jll v2.13.4+0 [559328eb] FriBidi_jll v1.0.17+0 [0656b61e] GLFW_jll v3.4.0+2 [d2c73de3] GR_jll v0.73.17+0 [b0724c58] GettextRuntime_jll v0.22.4+0 [61579ee1] Ghostscript_jll v9.55.1+0 [7746bdde] Glib_jll v2.86.0+0 [3b182d85] Graphite2_jll v1.3.15+0 [2e76f6c2] HarfBuzz_jll v8.5.1+0 [8fd58aa0] HiGHS_jll v1.11.0+1 [e33a78d0] Hwloc_jll v2.12.2+0 [9cc047cb] Ipopt_jll v300.1400.1900+0 [aacddb02] JpegTurbo_jll v3.1.3+0 [c1c5ebd0] LAME_jll v3.100.3+0 [88015f11] LERC_jll v4.0.1+0 [1d63c593] LLVMOpenMP_jll v18.1.8+0 [dd4b983a] LZO_jll v2.10.3+0 [e9f186c6] Libffi_jll v3.4.7+0 [7e76a0d4] Libglvnd_jll v1.7.1+1 [94ce4f54] Libiconv_jll v1.18.0+0 [4b2f31a3] Libmount_jll v2.41.2+0 [89763e89] Libtiff_jll v4.7.2+0 [38a345b3] Libuuid_jll v2.41.2+0 [d00139f3] METIS_jll v5.1.3+0 [d7ed1dd3] MUMPS_seq_jll v500.800.100+0 [c8ffd9c3] MbedTLS_jll v2.28.6+2 [e7412a2a] Ogg_jll v1.3.6+0 [656ef2d0] OpenBLAS32_jll v0.3.29+0 [efe28fd5] OpenSpecFun_jll v0.5.6+0 [91d4177d] Opus_jll v1.5.2+0 [36c8627f] Pango_jll v1.56.4+0 ⌅ [30392449] Pixman_jll v0.44.2+0 [c0090381] Qt6Base_jll v6.8.2+1 [629bc702] Qt6Declarative_jll v6.8.2+1 [ce943373] Qt6ShaderTools_jll v6.8.2+1 [e99dba38] Qt6Wayland_jll v6.8.2+1 ⌅ [319450e9] SPRAL_jll v2025.5.20+0 [a44049a8] Vulkan_Loader_jll v1.3.243+0 [a2964d1f] Wayland_jll v1.24.0+0 ⌅ [02c8fc9c] XML2_jll v2.13.9+0 [ffd25f8a] XZ_jll v5.8.1+0 [f67eecfb] Xorg_libICE_jll v1.1.2+0 [c834827a] Xorg_libSM_jll v1.2.6+0 [4f6342f7] Xorg_libX11_jll v1.8.12+0 [0c0b7dd1] Xorg_libXau_jll v1.0.13+0 [935fb764] Xorg_libXcursor_jll v1.2.4+0 [a3789734] Xorg_libXdmcp_jll v1.1.6+0 [1082639a] Xorg_libXext_jll v1.3.7+0 [d091e8ba] Xorg_libXfixes_jll v6.0.2+0 [a51aa0fd] Xorg_libXi_jll v1.8.3+0 [d1454406] Xorg_libXinerama_jll v1.1.6+0 [ec84b674] Xorg_libXrandr_jll v1.5.5+0 [ea2f1a96] Xorg_libXrender_jll v0.9.12+0 [a65dc6b1] Xorg_libpciaccess_jll v0.18.1+0 [c7cfdc94] Xorg_libxcb_jll v1.17.1+0 [cc61e674] Xorg_libxkbfile_jll v1.1.3+0 [e920d4aa] Xorg_xcb_util_cursor_jll v0.1.6+0 [12413925] Xorg_xcb_util_image_jll v0.4.1+0 [2def613f] Xorg_xcb_util_jll v0.4.1+0 [975044d2] Xorg_xcb_util_keysyms_jll v0.4.1+0 [0d47668e] Xorg_xcb_util_renderutil_jll v0.3.10+0 [c22f9ab0] Xorg_xcb_util_wm_jll v0.4.2+0 [35661453] Xorg_xkbcomp_jll v1.4.7+0 [33bec58e] Xorg_xkeyboard_config_jll v2.44.0+0 [c5fb5394] Xorg_xtrans_jll v1.6.0+0 [3161d3a3] Zstd_jll v1.5.7+1 [35ca27e7] eudev_jll v3.2.14+0 [214eeab7] fzf_jll v0.61.1+0 [a4ae2306] libaom_jll v3.12.1+0 [0ac62f75] libass_jll v0.17.4+0 [1183f4f0] libdecor_jll v0.2.2+0 [2db6ffa8] libevdev_jll v1.13.4+0 [f638f0a6] libfdk_aac_jll v2.0.4+0 [36db933b] libinput_jll v1.28.1+0 [b53b4c65] libpng_jll v1.6.50+0 [f27f6e37] libvorbis_jll v1.3.8+0 [009596ad] mtdev_jll v1.1.7+0 [1270edf5] x264_jll v10164.0.1+0 [dfaa095f] x265_jll v4.1.0+0 [d8fb68d0] xkbcommon_jll v1.9.2+0 [0dad84c5] ArgTools v1.1.2 [56f22d72] Artifacts v1.11.0 [2a0f44e3] Base64 v1.11.0 [ade2ca70] Dates v1.11.0 [8ba89e20] Distributed v1.11.0 [f43a241f] Downloads v1.6.0 [7b1f6079] FileWatching v1.11.0 [b77e0a4c] InteractiveUtils v1.11.0 [ac6e5ff7] JuliaSyntaxHighlighting v1.12.0 [b27032c2] LibCURL v0.6.4 [76f85450] LibGit2 v1.11.0 [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 [44cfe95a] Pkg v1.12.0 [de0858da] Printf v1.11.0 [9abbd945] Profile v1.11.0 [3fa0cd96] REPL 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 [a4e569a6] Tar v1.10.0 [8dfed614] Test v1.11.0 [cf7118a7] UUIDs v1.11.0 [4ec0a83e] Unicode v1.11.0 [e66e0078] CompilerSupportLibraries_jll v1.3.0+1 [deac9b47] LibCURL_jll v8.11.1+1 [e37daf67] LibGit2_jll v1.9.0+0 [29816b5a] LibSSH2_jll v1.11.3+1 [14a3606d] MozillaCACerts_jll v2025.5.20 [4536629a] OpenBLAS_jll v0.3.29+0 [05823500] OpenLibm_jll v0.8.7+0 [458c3c95] OpenSSL_jll v3.5.1+0 [efcefdf7] PCRE2_jll v10.44.0+1 [bea87d4a] SuiteSparse_jll v7.8.3+2 [83775a58] Zlib_jll v1.3.1+2 [8e850b90] libblastrampoline_jll v5.13.1+1 [8e850ede] nghttp2_jll v1.64.0+1 [3f19e933] p7zip_jll v17.5.0+2 Info Packages marked with ⌅ have new versions available but compatibility constraints restrict them from upgrading. Testing Running tests... [ Info: Experimental.jl [ Info: fetching remote ref https://jump.dev/MathOptFormat/schemas/mof.1.schema.json [ Info: Inner.jl Node: 3 - elapsed time: 0.11 plus 17.5 for vertex selection. Node: 2 - elapsed time: 0.03 plus 0.02 for vertex selection. Node: 1 - elapsed time: 0.03 plus 0.02 for vertex selection. First-stage upper bound: 45.83333333333332 Total time for upper bound: 17.711586552000004 ┌ Warning: You must select an optimizer for performing vertex selection. └ @ SDDP.Inner ~/.julia/packages/SDDP/39RYL/src/Inner.jl:1048 Node: 19 - elapsed time: 0.09 plus 0.06 for vertex selection. Node: 18 - elapsed time: 0.18 plus 0.06 for vertex selection. Node: 17 - elapsed time: 0.17 plus 0.05 for vertex selection. Node: 16 - elapsed time: 0.17 plus 0.06 for vertex selection. Node: 15 - elapsed time: 0.17 plus 0.06 for vertex selection. Node: 14 - elapsed time: 0.17 plus 0.05 for vertex selection. Node: 13 - elapsed time: 0.17 plus 0.05 for vertex selection. Node: 12 - elapsed time: 0.17 plus 0.06 for vertex selection. Node: 11 - elapsed time: 0.18 plus 0.06 for vertex selection. Node: 10 - elapsed time: 0.17 plus 0.06 for vertex selection. Node: 9 - elapsed time: 0.17 plus 0.06 for vertex selection. Node: 8 - elapsed time: 0.17 plus 0.06 for vertex selection. Node: 7 - elapsed time: 0.17 plus 0.05 for vertex selection. Node: 6 - elapsed time: 0.17 plus 0.06 for vertex selection. Node: 5 - elapsed time: 0.17 plus 0.06 for vertex selection. Node: 4 - elapsed time: 0.17 plus 0.06 for vertex selection. Node: 3 - elapsed time: 0.18 plus 0.06 for vertex selection. Node: 2 - elapsed time: 0.17 plus 0.06 for vertex selection. Node: 1 - elapsed time: 0.17 plus 0.05 for vertex selection. Selection removed 500 vertices [ Info: MSPFormat.jl [ Info: algorithm.jl ┌ Warning: Unable to recover in direct mode! Remove `direct = true` when creating the policy graph. └ @ SDDP ~/.julia/packages/SDDP/39RYL/src/algorithm.jl:401 [ Info: Writing cuts to the file `model_infeasible_node_1.cuts.json` [ Info: Writing cuts to the file `model_infeasible_node_1.cuts.json` ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 1.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] JuMP.AffExpr in MOI.GreaterThan{Float64} : [1, 1] JuMP.VariableRef in MOI.GreaterThan{Float64} : [2, 2] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [2e+00, 2e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- † 1 0.000000e+00 0.000000e+00 5.762196e-02 4 1 3 0.000000e+00 0.000000e+00 5.824990e-01 12 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 5.824990e-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 2.034307e-02 9 1 20 7.500000e+04 1.075000e+05 6.408761e-01 204 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 6.408761e-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/39RYL/src/algorithm.jl:1181 ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/39RYL/src/algorithm.jl:1181 [ Info: binary_expansion.jl [ Info: deterministic_equivalent.jl [ Info: modeling_aids.jl ┌ Warning: Budget for nodes is less than the number of stages. Using one node per stage. └ @ SDDP ~/.julia/packages/SDDP/39RYL/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 1.214860e+00 12 1 10 2.500000e+00 3.361111e+01 1.246247e+00 120 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.246247e+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 9.228945e-03 12 1 10 2.500000e+00 3.361111e+01 3.135395e-02 120 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.135395e-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 1.077890e-02 46 1 50 0.000000e+00 1.191663e+02 4.866951e-01 1625 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.866951e-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 1.106215e-02 46 1 50 0.000000e+00 1.191663e+02 4.856591e-01 1625 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.856591e-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 4.555937e+00 103 1 3S -5.785826e+01 -6.755367e+01 7.439243e+00 309 1 4S -6.230988e+01 -6.688020e+01 8.502156e+00 412 1 6S -6.064080e+01 -6.678327e+01 9.711250e+00 618 1 15S -4.168889e+01 -6.677644e+01 1.550298e+01 1545 1 25S -4.168889e+01 -6.677644e+01 2.144445e+01 2575 1 35S -3.268889e+01 -6.677644e+01 2.755571e+01 3605 1 45S -4.168889e+01 -6.677644e+01 3.355471e+01 4635 1 55S -4.868889e+01 -6.677644e+01 3.959119e+01 5665 1 65S -4.168889e+01 -6.677644e+01 4.570380e+01 6695 1 75S -8.368889e+01 -6.677644e+01 5.177380e+01 7725 1 85S -6.068889e+01 -6.677644e+01 5.786234e+01 8755 1 94 -3.268889e+01 -6.677644e+01 6.286315e+01 9682 1 100 -8.368889e+01 -6.677644e+01 6.643139e+01 10300 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.643139e+01 total solves : 10300 best bound : -6.677644e+01 simulation ci : -5.960112e+01 ± 3.154656e+00 numeric issues : 0 ------------------------------------------------------------------- ****************************************************************************** This program contains Ipopt, a library for large-scale nonlinear optimization. Ipopt is released as open source code under the Eclipse Public License (EPL). For more information visit https://github.com/coin-or/Ipopt ****************************************************************************** [ Info: forward_passes.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] JuMP.VariableRef in MOI.EqualTo{Float64} : [1, 1] JuMP.VariableRef in MOI.GreaterThan{Float64} : [1, 1] JuMP.VariableRef in MOI.LessThan{Float64} : [2, 2] numerical stability report matrix range [0e+00, 0e+00] objective range [1e+00, 1e+00] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 3.000000e+00 6.000000e+00 1.628876e-03 8 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.628876e-03 total solves : 8 best bound : 6.000000e+00 simulation ci : 3.000000e+00 ± NaN numeric issues : 0 ------------------------------------------------------------------- ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/39RYL/src/algorithm.jl:1181 [ Info: local_improvement_search.jl [ Info: exp = 15 [ Info: OA(exp) = 220 [ Info: piecewise = 7 [ Info: OA(piecewise) = 6 [ Info: squared = 3 [ Info: OA(squared) = 16 [ Info: parallel_schemes.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : Asynchronous mode with 4 workers. risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [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 3.000000e+00 6.000000e+00 3.048013e+02 2 3 20 5.000000e+00 6.000000e+00 3.088448e+02 40 4 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.088448e+02 total solves : 40 best bound : 6.000000e+00 simulation ci : 5.800000e+00 ± 1.186271e+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/39RYL/src/algorithm.jl:1181 ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 4.00000e+00 existing cuts : true options solver : Asynchronous mode with 4 workers. risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] AffExpr in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [1e+00, 6e+00] rhs range [4e+00, 4e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 5.000000e+00 6.000000e+00 3.120220e-01 48 1 20 9.000000e+00 6.000000e+00 6.229579e-01 162 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.229579e-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/39RYL/src/plugins/risk_measures.jl:528 ┌ Warning: Radius is very small. You should probably use `SDDP.Expectation()` instead. └ @ SDDP ~/.julia/packages/SDDP/39RYL/src/plugins/risk_measures.jl:528 ┌ Warning: Radius is very small. You should probably use `SDDP.Expectation()` instead. └ @ SDDP ~/.julia/packages/SDDP/39RYL/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 9.158134e-03 4 1 50 0.000000e+00 0.000000e+00 3.769472e-01 200 1 ------------------------------------------------------------------- status : first_stage_stopping total time (s) : 3.769472e-01 total solves : 200 best bound : 0.000000e+00 simulation ci : 0.000000e+00 ± 0.000000e+00 numeric issues : 0 ------------------------------------------------------------------- ┌ Warning: Are you really sure you want to use this stopping rule? Read why we don't recommend it by typing `? SDDP.Statistical` into the REPL to read the docstring. │ │ If you understand what you are doing, you can disable this warning with `SDDP.Statistical(; disable_warning = true)` └ @ SDDP ~/.julia/packages/SDDP/39RYL/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/39RYL/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/39RYL/src/plugins/stopping_rules.jl:132 [ Info: threaded.jl [ Info: value_functions.jl [ Info: visualization.jl Precompiling packages... 13210.3 ms ✓ ColorSchemes 2716.0 ms ✓ Latexify → SparseArraysExt 20931.4 ms ✓ PlotUtils 9796.0 ms ✓ PlotThemes 9900.9 ms ✓ RecipesPipeline 124931.5 ms ✓ Plots 6 dependencies successfully precompiled in 183 seconds. 170 already precompiled. Precompiling packages... 1510.3 ms ✓ ColorVectorSpace → SpecialFunctionsExt 1 dependency successfully precompiled in 2 seconds. 20 already precompiled. ┌ Warning: `SDDP.save` is deprecated. Use `SDDP.plot` instead. │ caller = test_SpaghettiPlot() at visualization.jl:51 └ @ Core ~/.julia/packages/SDDP/39RYL/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 7.799995e+00 5 1 20 0.000000e+00 -1.000000e+01 8.527305e+00 104 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 8.527305e+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 1.926804e-02 52 1 10 -2.396000e+01 -2.396000e+01 2.829790e-02 92 1 15 -4.260000e+01 -2.396000e+01 3.799105e-02 132 1 20 -2.396000e+01 -2.396000e+01 4.861593e-02 172 1 25 -5.320000e+00 -2.396000e+01 6.220102e-02 224 1 30 -5.320000e+00 -2.396000e+01 7.469201e-02 264 1 35 -2.396000e+01 -2.396000e+01 8.660293e-02 304 1 40 -2.396000e+01 -2.396000e+01 1.004400e-01 344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.004400e-01 total solves : 344 best bound : -2.396000e+01 simulation ci : -1.868714e+01 ± 3.990349e+00 numeric issues : 0 ------------------------------------------------------------------- ──────────────────────────────────────────────────────────────────────────────────── Time Allocations ─────────────────────── ──────────────────────── Tot / % measured: 605ms / 13.7% 12.5MiB / 53.5% Section ncalls time %tot avg alloc %tot avg ──────────────────────────────────────────────────────────────────────────────────── backward_pass 40 51.2ms 61.7% 1.28ms 5.85MiB 87.6% 150KiB solve_subproblem 160 27.6ms 33.3% 173μs 736KiB 10.8% 4.60KiB get_dual_solution 160 1.27ms 1.5% 7.94μs 195KiB 2.9% 1.22KiB prepare_backward_pass 160 58.5μs 0.1% 366ns 0.00B 0.0% 0.00B forward_pass 40 21.6ms 26.0% 540μs 657KiB 9.6% 16.4KiB solve_subproblem 120 19.6ms 23.6% 163μs 480KiB 7.0% 4.00KiB get_dual_solution 120 47.0μs 0.1% 392ns 13.1KiB 0.2% 112B sample_scenario 40 415μs 0.5% 10.4μs 24.2KiB 0.4% 620B calculate_bound 40 10.2ms 12.3% 255μs 188KiB 2.8% 4.70KiB get_dual_solution 40 18.6μs 0.0% 466ns 4.38KiB 0.1% 112B get_dual_solution 36 14.1μs 0.0% 392ns 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 5.907393e-02 52 1 10 -2.396000e+01 -2.396000e+01 6.884098e-02 92 1 15 -2.396000e+01 -2.396000e+01 8.097386e-02 132 1 20 -4.260000e+01 -2.396000e+01 9.514380e-02 172 1 25 -5.320000e+00 -2.396000e+01 1.135879e-01 224 1 30 -2.396000e+01 -2.396000e+01 1.307349e-01 264 1 35 -2.396000e+01 -2.396000e+01 1.492260e-01 304 1 40 -5.320000e+00 -2.396000e+01 1.687510e-01 344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.687510e-01 total solves : 344 best bound : -2.396000e+01 simulation ci : -2.237170e+01 ± 4.300524e+00 numeric issues : 0 ------------------------------------------------------------------- ──────────────────────────────────────────────────────────────────────────────────── Time Allocations ─────────────────────── ──────────────────────── Tot / % measured: 179ms / 84.3% 13.7MiB / 93.6% Section ncalls time %tot avg alloc %tot avg ──────────────────────────────────────────────────────────────────────────────────── backward_pass 40 116ms 76.8% 2.89ms 12.0MiB 93.5% 306KiB solve_subproblem 160 30.6ms 20.4% 192μs 737KiB 5.6% 4.61KiB get_dual_solution 160 1.43ms 0.9% 8.93μs 195KiB 1.5% 1.22KiB prepare_backward_pass 160 75.8μs 0.1% 474ns 0.00B 0.0% 0.00B forward_pass 40 22.5ms 14.9% 563μs 656KiB 5.0% 16.4KiB solve_subproblem 120 20.0ms 13.3% 166μs 480KiB 3.7% 4.00KiB get_dual_solution 120 67.3μs 0.0% 561ns 13.1KiB 0.1% 112B sample_scenario 40 534μs 0.4% 13.4μs 24.3KiB 0.2% 623B calculate_bound 40 12.4ms 8.2% 310μs 190KiB 1.5% 4.75KiB get_dual_solution 40 20.0μs 0.0% 501ns 4.38KiB 0.0% 112B get_dual_solution 36 12.5μs 0.0% 348ns 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 1.713231e-01 5 1 2 -2.500000e+00 -2.000000e+00 1.742349e-01 14 1 3 -1.000000e+00 -2.000000e+00 1.762381e-01 19 1 4 -1.000000e+00 -2.000000e+00 1.777999e-01 24 1 5 -1.000000e+00 -2.000000e+00 1.787629e-01 29 1 6 -3.000000e+00 -2.000000e+00 1.806939e-01 34 1 7 -1.000000e+00 -2.000000e+00 1.823580e-01 39 1 8 -1.000000e+00 -2.000000e+00 1.834650e-01 44 1 9 -3.000000e+00 -2.000000e+00 1.854179e-01 49 1 10 -1.000000e+00 -2.000000e+00 1.874080e-01 54 1 11 -3.000000e+00 -2.000000e+00 1.886680e-01 59 1 12 -3.000000e+00 -2.000000e+00 1.896801e-01 64 1 13 -1.000000e+00 -2.000000e+00 1.915669e-01 69 1 14 -1.000000e+00 -2.000000e+00 1.935360e-01 74 1 15 -3.000000e+00 -2.000000e+00 1.945751e-01 79 1 16 -1.000000e+00 -2.000000e+00 1.955249e-01 84 1 17 -3.000000e+00 -2.000000e+00 1.966751e-01 89 1 18 -3.000000e+00 -2.000000e+00 1.987510e-01 94 1 19 -1.000000e+00 -2.000000e+00 2.008059e-01 99 1 20 -3.000000e+00 -2.000000e+00 2.028811e-01 104 1 21 -1.000000e+00 -2.000000e+00 2.054861e-01 113 1 22 -1.000000e+00 -2.000000e+00 2.076049e-01 118 1 23 -3.000000e+00 -2.000000e+00 2.090449e-01 123 1 24 -3.000000e+00 -2.000000e+00 2.104321e-01 128 1 25 -1.000000e+00 -2.000000e+00 2.125051e-01 133 1 26 -3.000000e+00 -2.000000e+00 2.138951e-01 138 1 27 -3.000000e+00 -2.000000e+00 2.160869e-01 143 1 28 -1.000000e+00 -2.000000e+00 2.182169e-01 148 1 29 -3.000000e+00 -2.000000e+00 2.195930e-01 153 1 30 -3.000000e+00 -2.000000e+00 2.217691e-01 158 1 31 -1.000000e+00 -2.000000e+00 2.238419e-01 163 1 32 -1.000000e+00 -2.000000e+00 2.250791e-01 168 1 33 -1.000000e+00 -2.000000e+00 2.263100e-01 173 1 34 -3.000000e+00 -2.000000e+00 2.285070e-01 178 1 35 -1.000000e+00 -2.000000e+00 2.306740e-01 183 1 36 -3.000000e+00 -2.000000e+00 2.329209e-01 188 1 37 -1.000000e+00 -2.000000e+00 2.347760e-01 193 1 38 -1.000000e+00 -2.000000e+00 2.368240e-01 198 1 39 -1.000000e+00 -2.000000e+00 2.382109e-01 203 1 40 -1.000000e+00 -2.000000e+00 2.405620e-01 208 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.405620e-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 2.694030e-01 51 1 21 8.151871e+01 2.236176e+02 1.278205e+00 3723 1 30 2.138334e+03 2.336430e+02 2.883391e+00 7674 1 38 8.025312e+02 2.352957e+02 4.224762e+00 10194 1 44 7.789968e+01 2.358255e+02 5.227419e+00 11772 1 53 1.403040e+02 2.360578e+02 6.299169e+00 13251 1 63 1.493193e+03 2.362190e+02 8.454584e+00 15909 1 71 1.519535e+02 2.362929e+02 9.568200e+00 17205 1 97 1.870302e+02 2.364036e+02 1.474092e+01 22527 1 100 4.969839e+02 2.364135e+02 1.626085e+01 23928 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.626085e+01 total solves : 23928 best bound : 2.364135e+02 simulation ci : 2.345669e+02 ± 6.032770e+01 numeric issues : 0 ------------------------------------------------------------------- On average, 2.1 units of thermal are used in the first stage. [ Info: StochDynamicProgramming.jl_multistock.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 3 scenarios : 1.43489e+07 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [13, 13] AffExpr in MOI.EqualTo{Float64} : [3, 3] AffExpr in MOI.LessThan{Float64} : [1, 1] VariableRef in MOI.EqualTo{Float64} : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [7, 7] VariableRef in MOI.LessThan{Float64} : [6, 7] numerical stability report matrix range [1e+00, 1e+00] objective range [3e-01, 2e+00] bounds range [5e-01, 5e+00] rhs range [2e+00, 2e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -4.977586e+00 -4.446713e+00 9.067800e-01 1400 1 20 -4.764789e+00 -4.394789e+00 1.210615e+00 2800 1 30 -4.672487e+00 -4.377000e+00 1.520831e+00 4200 1 40 -4.483495e+00 -4.370632e+00 1.831487e+00 5600 1 50 -4.167321e+00 -4.364999e+00 2.168864e+00 7000 1 60 -4.362455e+00 -4.358864e+00 2.522881e+00 8400 1 70 -4.849916e+00 -4.355337e+00 2.885419e+00 9800 1 80 -4.861568e+00 -4.353006e+00 3.262106e+00 11200 1 90 -4.268264e+00 -4.350407e+00 3.637083e+00 12600 1 100 -4.539897e+00 -4.348641e+00 4.013422e+00 14000 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.013422e+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 4.066591e-01 1050 1 20 -1.529197e+00 -1.471817e+00 4.891670e-01 1600 1 30 -1.410768e+00 -1.471408e+00 6.758840e-01 2650 1 40 -1.596461e+00 -1.471258e+00 7.658710e-01 3200 1 50 -1.002277e+00 -1.471216e+00 9.666519e-01 4250 1 60 -1.085156e+00 -1.471164e+00 1.065127e+00 4800 1 70 -1.391746e+00 -1.471164e+00 1.278671e+00 5850 1 80 -1.448703e+00 -1.471132e+00 1.386481e+00 6400 1 90 -1.488989e+00 -1.471087e+00 1.599152e+00 7450 1 100 -1.564260e+00 -1.471075e+00 1.709776e+00 8000 1 110 -1.738157e+00 -1.471075e+00 1.819813e+00 8550 1 120 -1.591292e+00 -1.471075e+00 1.938131e+00 9100 1 130 -1.271481e+00 -1.471075e+00 2.054477e+00 9650 1 140 -1.249746e+00 -1.471075e+00 2.179583e+00 10200 1 150 -1.536222e+00 -1.471075e+00 2.305394e+00 10750 1 160 -1.565422e+00 -1.471075e+00 2.442283e+00 11300 1 170 -1.631076e+00 -1.471075e+00 2.574894e+00 11850 1 180 -1.494909e+00 -1.471075e+00 2.706142e+00 12400 1 182 -9.083563e-01 -1.471075e+00 2.732127e+00 12510 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.732127e+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 1.996803e-02 54 1 20 3.336455e+05 3.402383e+05 3.253794e-02 104 1 30 3.993519e+05 3.403155e+05 4.670215e-02 158 1 40 3.337559e+05 3.403155e+05 5.768895e-02 208 1 48 3.337559e+05 3.403155e+05 6.901693e-02 248 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 6.901693e-02 total solves : 248 best bound : 3.403155e+05 simulation ci : 1.298444e+08 ± 1.785864e+08 numeric issues : 0 ------------------------------------------------------------------- [ Info: StructDualDynProg.jl_prob5.2_3stages.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 4 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [29, 29] AffExpr in MOI.EqualTo{Float64} : [4, 5] AffExpr in MOI.GreaterThan{Float64} : [3, 3] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.EqualTo{Float64} : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [22, 22] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+05] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 4.403329e+05 3.509666e+05 3.588414e-02 92 1 20 4.506600e+05 4.054833e+05 6.168103e-02 172 1 30 3.959476e+05 4.067125e+05 8.593202e-02 264 1 40 4.497721e+05 4.067125e+05 1.061301e-01 344 1 47 3.959476e+05 4.067125e+05 1.234422e-01 400 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.234422e-01 total solves : 400 best bound : 4.067125e+05 simulation ci : 2.696242e+07 ± 3.645299e+07 numeric issues : 0 ------------------------------------------------------------------- [ Info: agriculture_mccardle_farm.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 10 state variables : 4 scenarios : 2.70000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [24, 24] AffExpr in MOI.EqualTo{Float64} : [3, 3] AffExpr in MOI.GreaterThan{Float64} : [1, 1] AffExpr in MOI.LessThan{Float64} : [1, 6] VariableRef in MOI.GreaterThan{Float64} : [20, 20] VariableRef in MOI.LessThan{Float64} : [1, 2] numerical stability report matrix range [1e+00, 8e+01] objective range [1e+00, 1e+03] bounds range [6e+01, 6e+01] rhs range [2e+02, 3e+03] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 8.316000e+03 0.000000e+00 5.600646e+00 14 1 2 7.566889e+03 3.171195e+03 7.477086e+00 136 1 40 2.308500e+03 4.074139e+03 7.707985e+00 776 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 7.707985e+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 2.591521e+00 8 1 6L 4.000000e+04 6.250000e+04 3.691821e+00 60 1 15L 9.500000e+04 6.250000e+04 4.693310e+00 132 1 20L 6.000000e+04 6.250000e+04 5.609821e+00 172 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.609821e+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 1.513100e-02 8 1 16 4.000000e+04 6.250000e+04 1.076367e+00 140 1 20 4.000000e+04 6.250000e+04 1.347332e+00 172 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.347332e+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 5.367994e-02 5 1 10 4.000000e+04 6.250000e+04 7.817991e-01 50 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.817991e-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 3.432829e-01 6 1 20L 9.000000e+00 9.000000e+00 4.490719e-01 123 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 4.490719e-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 1.177478e+00 87 1 10 -1.109375e+01 2.605769e-01 1.188383e+00 142 1 15 3.105797e+00 5.434132e-01 1.201504e+00 197 1 20 -2.463349e+01 1.503415e+00 1.214728e+00 252 1 25 -1.421085e-14 1.514085e+00 1.229134e+00 307 1 30 4.864000e+01 1.514085e+00 3.460817e+00 394 1 35 4.864000e+01 1.514085e+00 3.475346e+00 449 1 40 -8.870299e+00 1.514085e+00 3.490852e+00 504 1 45 -1.428571e+00 1.514085e+00 3.506606e+00 559 1 48 -1.428571e+00 1.514085e+00 3.517847e+00 592 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.517847e+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 9.228559e-01 278 1 20 1.440356e+01 1.278425e+00 9.617469e-01 428 1 30 8.388546e+00 1.278425e+00 1.028774e+00 706 1 40 6.666667e-03 1.278410e+00 1.068558e+00 856 1 50 -5.614035e+00 1.278410e+00 1.140308e+00 1134 1 60 1.426676e+01 1.278410e+00 1.186543e+00 1284 1 64 1.261296e+01 1.278410e+00 1.206246e+00 1344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.206246e+00 total solves : 1344 best bound : 1.278410e+00 simulation ci : 8.172580e-01 ± 5.385320e+00 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 7 state variables : 2 scenarios : 3.20000e+01 existing cuts : false options solver : serial mode risk measure : #108 sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [2, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [2e-02, 4e+00] bounds range [1e+03, 1e+03] rhs range [6e+01, 8e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 1.111809e+00 1.278488e+00 2.255969e-01 278 1 20 1.111084e+01 1.278410e+00 2.845409e-01 428 1 30 2.293779e+01 1.278410e+00 3.809760e-01 706 1 40 1.426676e+01 1.278410e+00 4.656608e-01 856 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 4.656608e-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 6.696737e+00 900 1 20 6.374753e+00 1.361934e+01 7.102987e+00 1720 1 30 2.848217e+01 1.624016e+01 8.098813e+00 3036 1 40 1.973944e+01 1.776547e+01 9.135029e+00 4192 1 50 4.000000e+00 1.889360e+01 9.969184e+00 5020 1 60 1.142478e+01 1.907862e+01 1.092171e+01 5808 1 70 9.386421e+00 1.961295e+01 1.185196e+01 6540 1 80 5.667851e+01 1.890911e+01 1.262049e+01 7088 1 90 3.740597e+01 1.993139e+01 1.428262e+01 8180 1 100 9.867183e+00 2.001688e+01 1.504602e+01 8664 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.504602e+01 total solves : 8664 best bound : 2.001688e+01 simulation ci : 2.301336e+01 ± 4.670816e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: biobjective_hydro.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 5] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 0.000000e+00 0.000000e+00 3.248071e+00 36 1 10 0.000000e+00 0.000000e+00 3.294278e+00 360 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.294278e+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 7.481813e-03 407 1 10 2.850000e+02 5.728212e+02 6.885386e-02 731 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.885386e-02 total solves : 731 best bound : 5.728212e+02 simulation ci : 6.480000e+02 ± 1.400040e+02 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 13] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 4.150000e+02 3.347014e+02 6.949902e-03 778 1 10 2.825000e+02 3.465177e+02 7.420588e-02 1102 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.420588e-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 6.993055e-03 1149 1 10 2.587500e+02 2.052799e+02 7.102299e-02 1473 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.102299e-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 8.453131e-03 1520 1 10 2.875000e+02 4.661908e+02 7.908320e-02 1844 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.908320e-02 total solves : 1844 best bound : 4.661908e+02 simulation ci : 5.075000e+02 ± 1.503394e+02 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 30] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 1.112500e+02 1.129545e+02 6.814003e-03 1891 1 10 1.000000e+02 1.129771e+02 6.604791e-02 2215 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.604791e-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 8.275032e-03 2262 1 10 1.625000e+02 2.794553e+02 7.844687e-02 2586 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.844687e-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 7.886887e-03 2633 1 10 5.487500e+02 4.077574e+02 8.223796e-02 2957 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 8.223796e-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 9.423018e-03 3004 1 10 6.771875e+02 5.210100e+02 8.618093e-02 3328 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 8.618093e-02 total solves : 3328 best bound : 5.210100e+02 simulation ci : 5.831217e+02 ± 1.295425e+02 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 50] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 7.812500e+01 5.720558e+01 8.093119e-03 3375 1 10 5.312500e+01 5.938345e+01 7.217312e-02 3699 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.217312e-02 total solves : 3699 best bound : 5.938345e+01 simulation ci : 6.187500e+01 ± 1.306667e+01 numeric issues : 0 ------------------------------------------------------------------- [ Info: booking_management.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 2 scenarios : 3.20000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [10, 10] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.GreaterThan{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [6, 6] VariableRef in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 6] VariableRef in MOI.LessThan{Float64} : [6, 6] VariableRef in MOI.ZeroOne : [5, 5] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 6e+00] bounds range [1e+00, 1e+01] rhs range [1e+00, 1e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 5 8.000000e+00 9.440450e+00 1.318895e+00 235 1 10 1.000000e+01 9.159200e+00 1.803344e+00 310 1 15 1.000000e+01 9.159200e+00 2.337397e+00 385 1 20 1.000000e+01 9.159200e+00 2.863286e+00 460 1 25 1.000000e+01 9.159200e+00 5.769289e+00 695 1 30 4.000000e+00 9.159200e+00 6.283279e+00 770 1 35 1.000000e+01 9.159200e+00 6.802266e+00 845 1 40 1.000000e+01 9.159200e+00 7.353300e+00 920 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 7.353300e+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 1.364608e+00 510 1 20 1.000000e+01 6.834387e+00 3.103545e+00 720 1 30 7.000000e+00 6.834387e+00 7.272174e+00 1230 1 40 1.000000e+01 6.823805e+00 9.025514e+00 1440 1 50 3.000000e+00 6.823805e+00 1.330713e+01 1950 1 60 2.000000e+00 6.823805e+00 1.498917e+01 2160 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.498917e+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 1.427675e+01 920 1 20 6.049875e+06 2.075240e+06 1.720688e+01 1340 1 30 5.496647e+05 2.078257e+06 3.092746e+01 2260 1 40 3.985383e+04 2.078257e+06 3.369787e+01 2680 1 50 2.994548e+05 2.078257e+06 4.720455e+01 3600 1 60 3.799457e+06 2.078257e+06 5.005891e+01 4020 1 61 3.549665e+06 2.078257e+06 5.033676e+01 4062 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.033676e+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 3.470445e+01 920 1 20L 2.799668e+06 2.079457e+06 5.693369e+01 1340 1 30L 3.799443e+06 2.079457e+06 9.059839e+01 2260 1 40L 4.299882e+06 2.079457e+06 1.127884e+02 2680 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.127884e+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 2.563229e+00 1914 1 200 0.000000e+00 1.191645e+02 2.986869e+00 3840 1 300 7.500000e+01 1.191666e+02 3.430689e+00 5738 1 328 2.500000e+00 1.191667e+02 3.515802e+00 6034 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.515802e+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 5.802560e-01 2806 1 200 0.000000e+00 1.191666e+02 1.094943e+00 4749 1 287 5.000000e+00 1.191667e+02 1.485539e+00 5662 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.485539e+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 1.571491e-01 1033 1 20 8.000000e+00 2.000000e+01 1.890919e-01 1209 1 30 1.200000e+01 2.000000e+01 3.434660e-01 2304 1 40 3.000000e+01 2.000000e+01 4.344790e-01 2594 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 4.344790e-01 total solves : 2594 best bound : 2.000000e+01 simulation ci : 1.970000e+01 ± 4.721453e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: inner_hydro_1d.jl Building and solving primal outer model for lower bounds ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 4 state variables : 1 scenarios : 1.00000e+03 existing cuts : false options solver : serial mode risk measure : A convex combination of 0.5 * SDDP.Expectation() + 0.5 * SDDP.AVaR(0.2) sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [7, 7] VariableRef in MOI.LessThan{Float64} : [6, 7] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 5e+01] bounds range [2e+01, 2e+02] rhs range [8e+01, 8e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 1.948878e+03 2.847167e+03 1.159239e-01 35 1 10 7.500000e+02 2.935390e+03 1.940770e-01 350 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.940770e-01 total solves : 350 best bound : 2.935390e+03 simulation ci : 1.544902e+03 ± 5.533339e+02 numeric issues : 0 ------------------------------------------------------------------- Building and solving inner model for upper bounds: Node: 3 - elapsed time: 0.28 plus 0.74 for vertex selection. Node: 2 - elapsed time: 0.02 plus 0.01 for vertex selection. Node: 1 - elapsed time: 0.02 plus 0.01 for vertex selection. First-stage upper bound: 2969.680973503913 Total time for upper bound: 1.090266619 Bounds: Risk-neutral confidence interval: 1411.99 ± 82.02 Risk-adjusted lower bound: 2935.39 Risk-adjusted upper bound: 2969.68 [ Info: no_strong_duality.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 1.000000e+00 1.500000e+00 4.545212e-03 3 1 40 2.000000e+00 2.000000e+00 9.098506e-02 604 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 9.098506e-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 7.535260e-01 1350 1 20 5.062500e+00 4.110713e+00 9.680231e-01 2700 1 30 4.500000e+00 4.104200e+00 1.205810e+00 4050 1 40 3.812500e+00 4.102669e+00 1.443411e+00 5400 1 50 4.725000e+00 4.095504e+00 1.701448e+00 6750 1 60 4.050000e+00 4.092999e+00 1.950695e+00 8100 1 70 4.606250e+00 4.091524e+00 2.179108e+00 9450 1 80 3.875000e+00 4.089694e+00 2.418880e+00 10800 1 90 3.750000e+00 4.089490e+00 2.684809e+00 12150 1 100 5.125000e+00 4.087894e+00 2.962519e+00 13500 1 110 4.500000e+00 4.087478e+00 3.224235e+00 14850 1 120 3.650000e+00 4.086704e+00 3.478579e+00 16200 1 130 4.406250e+00 4.086063e+00 3.737769e+00 17550 1 140 3.375000e+00 4.085981e+00 3.990793e+00 18900 1 150 3.000000e+00 4.085945e+00 4.256408e+00 20250 1 160 3.812500e+00 4.085838e+00 4.527072e+00 21600 1 170 4.250000e+00 4.085728e+00 4.809228e+00 22950 1 180 3.243750e+00 4.085593e+00 5.109966e+00 24300 1 190 4.306250e+00 4.085487e+00 5.411463e+00 25650 1 200 5.237500e+00 4.085446e+00 5.722108e+00 27000 1 210 4.500000e+00 4.085441e+00 6.021182e+00 28350 1 220 3.612500e+00 4.085405e+00 6.339977e+00 29700 1 230 3.700000e+00 4.085382e+00 6.675694e+00 31050 1 240 3.437500e+00 4.085254e+00 6.960528e+00 32400 1 250 4.100000e+00 4.085115e+00 7.244280e+00 33750 1 260 3.000000e+00 4.084973e+00 7.533856e+00 35100 1 270 4.918750e+00 4.084943e+00 7.849452e+00 36450 1 280 2.756250e+00 4.084920e+00 8.192193e+00 37800 1 290 3.737500e+00 4.084868e+00 8.546243e+00 39150 1 300 5.750000e+00 4.084868e+00 8.882883e+00 40500 1 310 5.156250e+00 4.084858e+00 9.231590e+00 41850 1 320 3.131250e+00 4.084855e+00 9.547522e+00 43200 1 330 4.125000e+00 4.084846e+00 9.864483e+00 44550 1 340 5.875000e+00 4.084820e+00 1.018906e+01 45900 1 350 4.587500e+00 4.084810e+00 1.070372e+01 47250 1 360 5.087500e+00 4.084805e+00 1.106598e+01 48600 1 370 4.393750e+00 4.084802e+00 1.141170e+01 49950 1 380 4.750000e+00 4.084792e+00 1.175463e+01 51300 1 390 4.437500e+00 4.084785e+00 1.209210e+01 52650 1 400 4.181250e+00 4.084785e+00 1.243625e+01 54000 1 410 3.650000e+00 4.084777e+00 1.278903e+01 55350 1 420 3.750000e+00 4.084769e+00 1.312922e+01 56700 1 430 3.725000e+00 4.084762e+00 1.345747e+01 58050 1 440 4.218750e+00 4.084751e+00 1.381018e+01 59400 1 450 5.500000e+00 4.084751e+00 1.413975e+01 60750 1 460 3.637500e+00 4.084747e+00 1.449458e+01 62100 1 470 2.993750e+00 4.084743e+00 1.484618e+01 63450 1 480 5.237500e+00 4.084743e+00 1.519116e+01 64800 1 490 4.212500e+00 4.084743e+00 1.551931e+01 66150 1 500 3.843750e+00 4.084743e+00 1.584937e+01 67500 1 510 3.425000e+00 4.084743e+00 1.617327e+01 68850 1 520 4.293750e+00 4.084743e+00 1.651119e+01 70200 1 530 2.818750e+00 4.084740e+00 1.688100e+01 71550 1 540 4.668750e+00 4.084740e+00 1.723543e+01 72900 1 550 2.750000e+00 4.084740e+00 1.761009e+01 74250 1 560 4.100000e+00 4.084740e+00 1.799993e+01 75600 1 570 3.200000e+00 4.084738e+00 1.837362e+01 76950 1 580 3.525000e+00 4.084738e+00 1.872058e+01 78300 1 590 3.125000e+00 4.084738e+00 1.907534e+01 79650 1 600 4.875000e+00 4.084736e+00 1.946017e+01 81000 1 610 4.050000e+00 4.084736e+00 1.983006e+01 82350 1 615 5.025000e+00 4.084733e+00 2.001853e+01 83025 1 ------------------------------------------------------------------- status : time_limit total time (s) : 2.001853e+01 total solves : 83025 best bound : 4.084733e+00 simulation ci : 4.072236e+00 ± 6.094264e-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 5.537500e+00 4.747196e+00 4.344690e-01 1350 1 20 2.937500e+00 4.733219e+00 1.310668e+00 2700 1 30 3.000000e+00 4.731172e+00 2.482318e+00 4050 1 40 4.843750e+00 4.730783e+00 3.868523e+00 5400 1 50 5.875000e+00 4.056951e+00 5.604331e+00 6750 1 60 4.125000e+00 4.053075e+00 7.512732e+00 8100 1 70 3.356250e+00 4.048926e+00 9.447712e+00 9450 1 80 5.025000e+00 4.040395e+00 1.167041e+01 10800 1 90 3.687500e+00 4.039311e+00 1.437611e+01 12150 1 100 4.125000e+00 4.039290e+00 1.743771e+01 13500 1 108 2.850000e+00 4.039076e+00 2.018317e+01 14580 1 ------------------------------------------------------------------- status : time_limit total time (s) : 2.018317e+01 total solves : 14580 best bound : 4.039076e+00 simulation ci : 4.010359e+00 ± 1.399414e-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 1.725590e+01 1680 1 20 2.078810e+00 1.166281e+00 1.874549e+01 2560 1 30 3.973033e+00 1.166907e+00 2.038391e+01 3440 1 40 3.706337e+00 1.167312e+00 3.609251e+01 5120 1 50 3.158565e+00 1.167416e+00 3.767068e+01 6000 1 60 3.642642e+00 1.167416e+00 5.337740e+01 7680 1 70 3.451253e+00 1.167416e+00 5.492889e+01 8560 1 71 2.984727e+00 1.167416e+00 5.506235e+01 8648 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.506235e+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 6.594551e-01 78 1 20 -4.000000e+01 -5.809615e+01 1.395487e+00 148 1 30 -4.000000e+01 -5.809615e+01 2.214538e+00 226 1 40 -4.700000e+01 -5.809615e+01 2.972496e+00 296 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.972496e+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 7.998252e-01 138 1 20 -4.000000e+01 -6.196125e+01 1.558822e+00 258 1 30 -7.500000e+01 -6.196125e+01 2.642887e+00 396 1 40 -4.000000e+01 -6.196125e+01 3.355866e+00 516 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.355866e+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 1.318158e+00 462 1 20 -5.600000e+01 -6.546793e+01 2.108222e+00 852 1 30 -4.000000e+01 -6.546793e+01 4.454059e+00 1314 1 40 -4.000000e+01 -6.546793e+01 5.236135e+00 1704 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.236135e+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 7.364850e-01 11 1 7L 6.000000e+00 8.000000e+00 1.865164e+00 158 1 12L 6.000000e+00 8.000000e+00 2.904183e+00 213 1 17L 6.000000e+00 8.000000e+00 3.981171e+00 268 1 21L 1.200000e+01 8.000000e+00 5.436252e+00 393 1 27L 6.000000e+00 8.000000e+00 6.634179e+00 459 1 32L 1.200000e+01 8.000000e+00 7.674186e+00 514 1 37L 6.000000e+00 8.000000e+00 8.775175e+00 569 1 40L 6.000000e+00 8.000000e+00 9.390166e+00 602 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 9.390166e+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 4.804649e-01 6 1 40 1.093500e+05 1.083900e+05 5.371568e-01 240 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 5.371568e-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 | 2459 2459 39m50.2s Testing SDDP tests passed Testing completed after 2401.27s PkgEval succeeded after 2492.0s