Package evaluation to test SDDP on Julia 1.10.10 (c8be17dcfd*) started at 2026-02-02T20:22:30.277 ################################################################################ # Set-up # Installing PkgEval dependencies (TestEnv)... Activating project at `~/.julia/environments/v1.10` Set-up completed after 5.15s ################################################################################ # Installation # Installing SDDP... Resolving package versions... Updating `~/.julia/environments/v1.10/Project.toml` [f4570300] + SDDP v1.13.1 Updating `~/.julia/environments/v1.10/Manifest.toml` [6e4b80f9] + BenchmarkTools v1.6.3 [d1d4a3ce] + BitFlags v0.1.9 [523fee87] + CodecBzip2 v0.8.5 [944b1d66] + CodecZlib v0.7.8 [bbf7d656] + CommonSubexpressions v0.3.1 [34da2185] + Compat v4.18.1 [f0e56b4a] + ConcurrentUtilities v2.5.0 [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 v1.3.2 [cd3eb016] + HTTP v1.10.19 [92d709cd] + IrrationalConstants v0.2.6 [692b3bcd] + JLLWrappers v1.7.1 [682c06a0] + JSON v1.4.0 [4076af6c] + JuMP v1.29.4 [2ab3a3ac] + LogExpFunctions v0.3.29 [e6f89c97] + LoggingExtras v1.2.0 [1914dd2f] + MacroTools v0.5.16 [b8f27783] + MathOptInterface v1.49.0 [739be429] + MbedTLS v1.1.9 [d8a4904e] + MutableArithmetics v1.6.7 [77ba4419] + NaNMath v1.1.3 [4d8831e6] + OpenSSL v1.6.1 [bac558e1] + OrderedCollections v1.8.1 [69de0a69] + Parsers v2.8.3 ⌅ [aea7be01] + PrecompileTools v1.2.1 [21216c6a] + Preferences v1.5.1 [3cdcf5f2] + RecipesBase v1.3.4 [189a3867] + Reexport v1.2.2 [f4570300] + SDDP v1.13.1 [777ac1f9] + SimpleBufferStream v1.2.0 [276daf66] + SpecialFunctions v2.6.1 [1e83bf80] + StaticArraysCore v1.4.4 [ec057cc2] + StructUtils v2.6.2 [a759f4b9] + TimerOutputs v0.5.29 [3bb67fe8] + TranscodingStreams v0.11.3 [5c2747f8] + URIs v1.6.1 [6e34b625] + Bzip2_jll v1.0.9+0 [458c3c95] + OpenSSL_jll v3.5.5+0 [efe28fd5] + OpenSpecFun_jll v0.5.6+0 [56f22d72] + Artifacts [2a0f44e3] + Base64 [ade2ca70] + Dates [8ba89e20] + Distributed [b77e0a4c] + InteractiveUtils [8f399da3] + Libdl [37e2e46d] + LinearAlgebra [56ddb016] + Logging [d6f4376e] + Markdown [ca575930] + NetworkOptions v1.2.0 [de0858da] + Printf [9abbd945] + Profile [9a3f8284] + Random [ea8e919c] + SHA v0.7.0 [9e88b42a] + Serialization [6462fe0b] + Sockets [2f01184e] + SparseArrays v1.10.0 [10745b16] + Statistics v1.10.0 [fa267f1f] + TOML v1.0.3 [8dfed614] + Test [cf7118a7] + UUIDs [4ec0a83e] + Unicode [e66e0078] + CompilerSupportLibraries_jll v1.1.1+0 [c8ffd9c3] + MbedTLS_jll v2.28.1010+0 [14a3606d] + MozillaCACerts_jll v2025.12.2 [4536629a] + OpenBLAS_jll v0.3.23+5 [05823500] + OpenLibm_jll v0.8.5+0 [bea87d4a] + SuiteSparse_jll v7.2.1+1 [83775a58] + Zlib_jll v1.2.13+1 [8e850b90] + libblastrampoline_jll v5.11.0+0 Info Packages marked with ⌅ have new versions available but compatibility constraints restrict them from upgrading. To see why use `status --outdated -m` Installation completed after 9.63s ################################################################################ # Precompilation # Precompiling PkgEval dependencies... Precompiling package dependencies... Precompiling packages... 16557.6 ms ✓ SDDP 1 dependency successfully precompiled in 20 seconds. 180 already precompiled. Precompilation completed after 34.7s ################################################################################ # Testing # Testing SDDP Status `/tmp/jl_OFCJRv/Project.toml` [87dc4568] HiGHS v1.20.1 [b6b21f68] Ipopt v1.14.0 [682c06a0] JSON v1.4.0 [7d188eb4] JSONSchema v1.5.0 [91a5bcdd] Plots v1.41.4 [f4570300] SDDP v1.13.1 [8ba89e20] Distributed [f43a241f] Downloads v1.6.0 [44cfe95a] Pkg v1.10.0 [9a3f8284] Random [10745b16] Statistics v1.10.0 [8dfed614] Test Status `/tmp/jl_OFCJRv/Manifest.toml` [66dad0bd] AliasTables v1.1.3 [6e4b80f9] BenchmarkTools v1.6.3 [d1d4a3ce] BitFlags v0.1.9 [523fee87] CodecBzip2 v0.8.5 [944b1d66] CodecZlib v0.7.8 [35d6a980] ColorSchemes v3.31.0 [3da002f7] ColorTypes v0.12.1 [c3611d14] ColorVectorSpace v0.11.0 [5ae59095] Colors v0.13.1 [bbf7d656] CommonSubexpressions v0.3.1 [34da2185] Compat v4.18.1 [f0e56b4a] ConcurrentUtilities v2.5.0 [d38c429a] Contour v0.6.3 [9a962f9c] DataAPI v1.16.0 [864edb3b] DataStructures v0.19.3 [8bb1440f] DelimitedFiles v1.9.1 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[83775a58] Zlib_jll v1.2.13+1 [8e850b90] libblastrampoline_jll v5.11.0+0 [8e850ede] nghttp2_jll v1.52.0+1 [3f19e933] p7zip_jll v17.4.0+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: 0.4 plus 7.19 for vertex selection. Node: 2 - elapsed time: 0.31 plus 0.29 for vertex selection. Node: 1 - elapsed time: 0.31 plus 0.29 for vertex selection. First-stage upper bound: 45.83333333333332 Total time for upper bound: 8.789231457 ┌ Warning: You must select an optimizer for performing vertex selection. └ @ SDDP.Inner ~/.julia/packages/SDDP/ScjyB/src/Inner.jl:1048 Node: 19 - elapsed time: 0.38 plus 0.34 for vertex selection. Node: 18 - elapsed time: 0.5 plus 0.34 for vertex selection. Node: 17 - elapsed time: 0.5 plus 0.35 for vertex selection. Node: 16 - elapsed time: 0.5 plus 0.35 for vertex selection. Node: 15 - elapsed time: 0.49 plus 0.34 for vertex selection. Node: 14 - elapsed time: 0.47 plus 0.33 for vertex selection. Node: 13 - elapsed time: 0.48 plus 0.34 for vertex selection. Node: 12 - elapsed time: 0.79 plus 0.34 for vertex selection. Node: 11 - elapsed time: 0.5 plus 0.35 for vertex selection. Node: 10 - elapsed time: 0.5 plus 0.34 for vertex selection. Node: 9 - elapsed time: 0.48 plus 0.34 for vertex selection. Node: 8 - elapsed time: 0.47 plus 0.34 for vertex selection. Node: 7 - elapsed time: 0.48 plus 0.34 for vertex selection. Node: 6 - elapsed time: 0.47 plus 0.35 for vertex selection. Node: 5 - elapsed time: 0.48 plus 0.34 for vertex selection. Node: 4 - elapsed time: 0.47 plus 0.34 for vertex selection. Node: 3 - elapsed time: 0.48 plus 0.35 for vertex selection. Node: 2 - elapsed time: 0.79 plus 0.35 for vertex selection. Node: 1 - elapsed time: 0.48 plus 0.33 for vertex selection. Selection removed 500 vertices [ Info: MSPFormat.jl [ Info: algorithm.jl ┌ Warning: Unable to recover in direct mode! Remove `direct = true` when creating the policy graph. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:401 [ Info: Writing cuts to the file `model_infeasible_node_1.cuts.json` [ Info: Writing cuts to the file `model_infeasible_node_1.cuts.json` ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 1.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] JuMP.AffExpr in MOI.GreaterThan{Float64} : [1, 1] JuMP.VariableRef in MOI.GreaterThan{Float64} : [2, 2] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [2e+00, 2e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- † 1 0.000000e+00 0.000000e+00 6.077390e-01 4 1 3 0.000000e+00 0.000000e+00 9.823849e-01 12 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 9.823849e-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.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 7.024159e-01 9 1 20 7.500000e+04 1.075000e+05 1.439080e+00 204 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.439080e+00 total solves : 204 best bound : 1.075000e+05 simulation ci : 8.268750e+04 ± 1.084410e+04 numeric issues : 0 ------------------------------------------------------------------- ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:1181 ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:1181 [ Info: binary_expansion.jl [ Info: deterministic_equivalent.jl [ Info: modeling_aids.jl ┌ Warning: Budget for nodes is less than the number of stages. Using one node per stage. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/modeling_aids.jl:125 [ Info: user_interface.jl [ Info: backward_sampling_schemes.jl [ Info: bellman_functions.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 2.70000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] JuMP.AffExpr in MOI.EqualTo{Float64} : [2, 2] JuMP.VariableRef in MOI.GreaterThan{Float64} : [5, 5] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 2] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [2e+00, 1e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 2.500000e+01 2.138889e+01 1.321308e+00 12 1 10 2.500000e+00 3.361111e+01 1.346998e+00 120 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.346998e+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 6.292310e-01 12 1 10 2.500000e+00 3.361111e+01 9.714241e-01 120 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 9.714241e-01 total solves : 120 best bound : 3.361111e+01 simulation ci : 2.775000e+01 ± 3.280073e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] JuMP.AffExpr in MOI.EqualTo{Float64} : [2, 2] JuMP.VariableRef in MOI.EqualTo{Float64} : [3, 3] JuMP.VariableRef in MOI.GreaterThan{Float64} : [5, 5] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 9.250000e+01 5.268631e+01 9.292126e-03 46 1 50 0.000000e+00 1.191663e+02 7.774091e-01 1625 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.774091e-01 total solves : 1625 best bound : 1.191663e+02 simulation ci : 7.795000e+01 ± 2.885518e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] JuMP.AffExpr in MOI.EqualTo{Float64} : [2, 2] JuMP.VariableRef in MOI.EqualTo{Float64} : [3, 3] JuMP.VariableRef in MOI.GreaterThan{Float64} : [5, 5] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 9.250000e+01 5.268631e+01 8.992910e-03 46 1 50 0.000000e+00 1.191663e+02 4.614689e-01 1625 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.614689e-01 total solves : 1625 best bound : 1.191663e+02 simulation ci : 7.795000e+01 ± 2.885518e+01 numeric issues : 0 ------------------------------------------------------------------- [ Info: duality_handlers.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 2 scenarios : 1.00000e+02 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 11] JuMP.AffExpr in MOI.LessThan{Float64} : [2, 2] JuMP.VariableRef in MOI.GreaterThan{Float64} : [3, 7] JuMP.VariableRef in MOI.LessThan{Float64} : [2, 7] JuMP.VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 6e+00] objective range [1e+00, 3e+01] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 -4.650000e+01 -7.053967e+01 2.793074e+00 103 1 3S -5.785826e+01 -6.755367e+01 4.252741e+00 309 1 9S -6.068139e+01 -6.677644e+01 5.547484e+00 927 1 11S -8.368889e+01 -6.677644e+01 6.687820e+00 1133 1 13S -3.268889e+01 -6.677644e+01 7.777846e+00 1339 1 15S -4.168889e+01 -6.677644e+01 8.906514e+00 1545 1 25S -4.168889e+01 -6.677644e+01 1.463571e+01 2575 1 35S -3.268889e+01 -6.677644e+01 2.057698e+01 3605 1 45S -4.168889e+01 -6.677644e+01 2.650705e+01 4635 1 55S -4.868889e+01 -6.677644e+01 3.235562e+01 5665 1 65S -4.168889e+01 -6.677644e+01 3.832275e+01 6695 1 75S -8.368889e+01 -6.677644e+01 4.415502e+01 7725 1 85S -6.068889e+01 -6.677644e+01 5.006237e+01 8755 1 95S -6.468889e+01 -6.677644e+01 5.592067e+01 9785 1 100 -8.368889e+01 -6.677644e+01 5.824784e+01 10300 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 5.824784e+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 1.465082e-03 8 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.465082e-03 total solves : 8 best bound : 6.000000e+00 simulation ci : 3.000000e+00 ± NaN numeric issues : 0 ------------------------------------------------------------------- ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:1181 [ Info: local_improvement_search.jl [ Info: exp = 15 [ Info: OA(exp) = 220 [ Info: piecewise = 7 [ Info: OA(piecewise) = 6 [ Info: squared = 3 [ Info: OA(squared) = 16 [ Info: parallel_schemes.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : Asynchronous mode with 4 workers. risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [1, 1] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [0e+00, 0e+00] objective range [1e+00, 1e+00] bounds range [1e+00, 6e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 3.000000e+00 6.000000e+00 2.158387e+02 2 3 20 7.000000e+00 6.000000e+00 2.199511e+02 40 3 ------------------------------------------------------------------- status : iteration_limit total time (s) : 2.199511e+02 total solves : 40 best bound : 6.000000e+00 simulation ci : 6.500000e+00 ± 1.059317e+00 numeric issues : 0 ------------------------------------------------------------------- ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:1181 ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 4.00000e+00 existing cuts : true options solver : Asynchronous mode with 4 workers. risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] AffExpr in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [1e+00, 6e+00] rhs range [4e+00, 4e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 5.000000e+00 6.000000e+00 6.029589e-01 48 1 parallel_schemes.jl: Error During Test at /home/pkgeval/.julia/packages/SDDP/ScjyB/test/runtests.jl:13 Got exception outside of a @test LoadError: On worker 2: The index MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64}, MathOptInterface.GreaterThan{Float64}}(157) is invalid. Note that an index becomes invalid after it has been deleted. Stacktrace: [1] trap_error @ ~/.julia/packages/SDDP/ScjyB/src/plugins/parallel_schemes.jl:208 [2] slave_loop @ ~/.julia/packages/SDDP/ScjyB/src/plugins/parallel_schemes.jl:203 [3] #invokelatest#2 @ ./essentials.jl:892 [4] invokelatest @ ./essentials.jl:889 [5] #115 @ /opt/julia/share/julia/stdlib/v1.10/Distributed/src/process_messages.jl:283 [6] run_work_thunk @ /opt/julia/share/julia/stdlib/v1.10/Distributed/src/process_messages.jl:70 [7] run_work_thunk @ /opt/julia/share/julia/stdlib/v1.10/Distributed/src/process_messages.jl:79 [8] #108 @ /opt/julia/share/julia/stdlib/v1.10/Distributed/src/process_messages.jl:88 Stacktrace: [1] train(model::SDDP.PolicyGraph{Int64}; iteration_limit::Nothing, time_limit::Nothing, print_level::Int64, log_file::String, log_frequency::Nothing, log_every_seconds::Float64, log_every_iteration::Bool, run_numerical_stability_report::Bool, stopping_rules::Vector{SDDP.IterationLimit}, risk_measure::SDDP.Expectation, root_node_risk_measure::SDDP.Expectation, sampling_scheme::SDDP.InSampleMonteCarlo, cut_type::SDDP.CutType, cycle_discretization_delta::Float64, refine_at_similar_nodes::Bool, cut_deletion_minimum::Int64, backward_sampling_scheme::SDDP.CompleteSampler, dashboard::Bool, parallel_scheme::SDDP.Asynchronous, forward_pass::SDDP.DefaultForwardPass, forward_pass_resampling_probability::Nothing, add_to_existing_cuts::Bool, duality_handler::SDDP.ContinuousConicDuality{Nothing}, forward_pass_callback::SDDP.var"#117#125", post_iteration_callback::SDDP.var"#118#126") @ SDDP ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:1306 [2] train @ ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:1116 [inlined] [3] test_async_solve() @ Main ~/.julia/packages/SDDP/ScjyB/test/plugins/parallel_schemes.jl:176 [4] top-level scope @ ~/.julia/packages/SDDP/ScjyB/test/plugins/parallel_schemes.jl:233 [5] include @ ./client.jl:487 [inlined] [6] macro expansion @ ~/.julia/packages/SDDP/ScjyB/test/runtests.jl:16 [inlined] [7] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1582 [inlined] [8] util_test_directory(dir::String, exclude::Vector{String}) @ Main ~/.julia/packages/SDDP/ScjyB/test/runtests.jl:14 [9] macro expansion @ ~/.julia/packages/SDDP/ScjyB/test/runtests.jl:25 [inlined] [10] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1582 [inlined] [11] top-level scope @ ~/.julia/packages/SDDP/ScjyB/test/runtests.jl:25 [12] include(fname::String) @ Base.MainInclude ./client.jl:487 [13] top-level scope @ none:6 in expression starting at /home/pkgeval/.julia/packages/SDDP/ScjyB/test/plugins/parallel_schemes.jl:233 caused by: On worker 2: The index MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64}, MathOptInterface.GreaterThan{Float64}}(157) is invalid. Note that an index becomes invalid after it has been deleted. Stacktrace: [1] trap_error @ ~/.julia/packages/SDDP/ScjyB/src/plugins/parallel_schemes.jl:208 [2] slave_loop @ ~/.julia/packages/SDDP/ScjyB/src/plugins/parallel_schemes.jl:203 [3] #invokelatest#2 @ ./essentials.jl:892 [4] invokelatest @ ./essentials.jl:889 [5] #115 @ /opt/julia/share/julia/stdlib/v1.10/Distributed/src/process_messages.jl:283 [6] run_work_thunk @ /opt/julia/share/julia/stdlib/v1.10/Distributed/src/process_messages.jl:70 [7] run_work_thunk @ /opt/julia/share/julia/stdlib/v1.10/Distributed/src/process_messages.jl:79 [8] #108 @ /opt/julia/share/julia/stdlib/v1.10/Distributed/src/process_messages.jl:88 Stacktrace: [1] remotecall_fetch(::Function, ::Distributed.Worker, ::Distributed.RRID, ::Vararg{Any}; kwargs::@Kwargs{}) @ Distributed /opt/julia/share/julia/stdlib/v1.10/Distributed/src/remotecall.jl:465 [2] remotecall_fetch(::Function, ::Distributed.Worker, ::Distributed.RRID, ::Vararg{Any}) @ Distributed /opt/julia/share/julia/stdlib/v1.10/Distributed/src/remotecall.jl:454 [3] remotecall_fetch @ /opt/julia/share/julia/stdlib/v1.10/Distributed/src/remotecall.jl:492 [inlined] [4] call_on_owner @ /opt/julia/share/julia/stdlib/v1.10/Distributed/src/remotecall.jl:565 [inlined] [5] wait @ /opt/julia/share/julia/stdlib/v1.10/Distributed/src/remotecall.jl:586 [inlined] [6] _broadcast_getindex_evalf @ ./broadcast.jl:709 [inlined] [7] _broadcast_getindex @ ./broadcast.jl:682 [inlined] [8] getindex @ ./broadcast.jl:636 [inlined] [9] macro expansion @ ./broadcast.jl:1004 [inlined] [10] macro expansion @ ./simdloop.jl:77 [inlined] [11] copyto! @ ./broadcast.jl:1003 [inlined] [12] copyto! @ ./broadcast.jl:956 [inlined] [13] copy @ ./broadcast.jl:928 [inlined] [14] materialize @ ./broadcast.jl:903 [inlined] [15] master_loop(async::SDDP.Asynchronous, model::SDDP.PolicyGraph{Int64}, options::SDDP.Options{Int64}) @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/parallel_schemes.jl:265 [16] train(model::SDDP.PolicyGraph{Int64}; iteration_limit::Nothing, time_limit::Nothing, print_level::Int64, log_file::String, log_frequency::Nothing, log_every_seconds::Float64, log_every_iteration::Bool, run_numerical_stability_report::Bool, stopping_rules::Vector{SDDP.IterationLimit}, risk_measure::SDDP.Expectation, root_node_risk_measure::SDDP.Expectation, sampling_scheme::SDDP.InSampleMonteCarlo, cut_type::SDDP.CutType, cycle_discretization_delta::Float64, refine_at_similar_nodes::Bool, cut_deletion_minimum::Int64, backward_sampling_scheme::SDDP.CompleteSampler, dashboard::Bool, parallel_scheme::SDDP.Asynchronous, forward_pass::SDDP.DefaultForwardPass, forward_pass_resampling_probability::Nothing, add_to_existing_cuts::Bool, duality_handler::SDDP.ContinuousConicDuality{Nothing}, forward_pass_callback::SDDP.var"#117#125", post_iteration_callback::SDDP.var"#118#126") @ SDDP ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:1291 [17] train @ ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:1116 [inlined] [18] test_async_solve() @ Main ~/.julia/packages/SDDP/ScjyB/test/plugins/parallel_schemes.jl:176 [19] top-level scope @ ~/.julia/packages/SDDP/ScjyB/test/plugins/parallel_schemes.jl:233 [20] include @ ./client.jl:487 [inlined] [21] macro expansion @ ~/.julia/packages/SDDP/ScjyB/test/runtests.jl:16 [inlined] [22] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1582 [inlined] [23] util_test_directory(dir::String, exclude::Vector{String}) @ Main ~/.julia/packages/SDDP/ScjyB/test/runtests.jl:14 [24] macro expansion @ ~/.julia/packages/SDDP/ScjyB/test/runtests.jl:25 [inlined] [25] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1582 [inlined] [26] top-level scope @ ~/.julia/packages/SDDP/ScjyB/test/runtests.jl:25 [27] include(fname::String) @ Base.MainInclude ./client.jl:487 [28] top-level scope @ none:6 [ Info: risk_measures.jl ┌ Warning: Radius is very small. You should probably use `SDDP.Expectation()` instead. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/risk_measures.jl:528 ┌ Warning: Radius is very small. You should probably use `SDDP.Expectation()` instead. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/risk_measures.jl:528 ┌ Warning: Radius is very small. You should probably use `SDDP.Expectation()` instead. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/risk_measures.jl:528 [ Info: sampling_schemes.jl [ Info: stopping_rules.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 1.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [0e+00, 0e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 0.000000e+00 0.000000e+00 1.878710e-01 4 1 50 0.000000e+00 0.000000e+00 4.418910e-01 200 1 ------------------------------------------------------------------- status : first_stage_stopping total time (s) : 4.418910e-01 total solves : 200 best bound : 0.000000e+00 simulation ci : 0.000000e+00 ± 0.000000e+00 numeric issues : 0 ------------------------------------------------------------------- ┌ Warning: Are you really sure you want to use this stopping rule? Read why we don't recommend it by typing `? SDDP.Statistical` into the REPL to read the docstring. │ │ If you understand what you are doing, you can disable this warning with `SDDP.Statistical(; disable_warning = true)` └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/stopping_rules.jl:132 Simulated policy value: [ 5.035598e+00, 6.964402e+00] Simulated policy value: [ 5.282880e+00, 7.117120e+00] Simulated policy value: [ 5.606329e+00, 7.393671e+00] ┌ Warning: Are you really sure you want to use this stopping rule? Read why we don't recommend it by typing `? SDDP.Statistical` into the REPL to read the docstring. │ │ If you understand what you are doing, you can disable this warning with `SDDP.Statistical(; disable_warning = true)` └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/stopping_rules.jl:132 Simulated policy value: [ 5.035598e+00, 6.964402e+00] Simulated policy value: [ 5.282880e+00, 7.117120e+00] Simulated policy value: [ 5.606329e+00, 7.393671e+00] ┌ Warning: Are you really sure you want to use this stopping rule? Read why we don't recommend it by typing `? SDDP.Statistical` into the REPL to read the docstring. │ │ If you understand what you are doing, you can disable this warning with `SDDP.Statistical(; disable_warning = true)` └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/stopping_rules.jl:132 [ Info: threaded.jl [ Info: value_functions.jl [ Info: visualization.jl ┌ Warning: `SDDP.save` is deprecated. Use `SDDP.plot` instead. │ caller = test_SpaghettiPlot() at visualization.jl:51 └ @ Main.TestVisualization ~/.julia/packages/SDDP/ScjyB/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 2.409866e+00 5 1 20 0.000000e+00 -1.000000e+01 2.847641e+00 104 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.847641e+00 total solves : 104 best bound : -1.000000e+01 simulation ci : -1.100000e+01 ± 4.474009e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: FAST_production_management.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 2 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] AffExpr in MOI.LessThan{Float64} : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [2e-01, 3e+00] bounds range [5e+01, 5e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 5 -5.320000e+00 -2.396000e+01 6.864610e-01 52 1 10 -2.396000e+01 -2.396000e+01 6.928790e-01 92 1 15 -4.260000e+01 -2.396000e+01 6.997530e-01 132 1 20 -2.396000e+01 -2.396000e+01 7.074151e-01 172 1 25 -5.320000e+00 -2.396000e+01 7.174039e-01 224 1 30 -5.320000e+00 -2.396000e+01 7.264760e-01 264 1 35 -2.396000e+01 -2.396000e+01 7.362139e-01 304 1 40 -2.396000e+01 -2.396000e+01 7.468100e-01 344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 7.468100e-01 total solves : 344 best bound : -2.396000e+01 simulation ci : -1.868714e+01 ± 3.990349e+00 numeric issues : 0 ------------------------------------------------------------------- ──────────────────────────────────────────────────────────────────────────────────── Time Allocations ─────────────────────── ──────────────────────── Tot / % measured: 3.07s / 21.6% 9.27MiB / 76.5% Section ncalls time %tot avg alloc %tot avg ──────────────────────────────────────────────────────────────────────────────────── forward_pass 40 611ms 92.3% 15.3ms 804KiB 11.1% 20.1KiB solve_subproblem 120 609ms 92.1% 5.08ms 596KiB 8.2% 4.97KiB get_dual_solution 120 106μs 0.0% 883ns 65.6KiB 0.9% 560B sample_scenario 40 380μs 0.1% 9.50μs 36.7KiB 0.5% 940B backward_pass 40 42.5ms 6.4% 1.06ms 6.07MiB 85.5% 155KiB solve_subproblem 160 20.9ms 3.2% 131μs 833KiB 11.5% 5.21KiB get_dual_solution 160 1.14ms 0.2% 7.15μs 212KiB 2.9% 1.33KiB prepare_backward_pass 160 98.2μs 0.0% 613ns 15.0KiB 0.2% 96.0B calculate_bound 40 8.15ms 1.2% 204μs 231KiB 3.2% 5.77KiB get_dual_solution 40 36.0μs 0.0% 900ns 21.9KiB 0.3% 560B get_dual_solution 36 27.9μs 0.0% 774ns 19.7KiB 0.3% 560B ──────────────────────────────────────────────────────────────────────────────────── ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 2 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] AffExpr in MOI.LessThan{Float64} : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [2e-01, 3e+00] bounds range [5e+01, 5e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 5 -2.396000e+01 -2.396000e+01 6.230080e-01 52 1 10 -2.396000e+01 -2.396000e+01 6.329238e-01 92 1 15 -2.396000e+01 -2.396000e+01 6.437509e-01 132 1 20 -4.260000e+01 -2.396000e+01 6.564178e-01 172 1 25 -5.320000e+00 -2.396000e+01 6.737139e-01 224 1 30 -2.396000e+01 -2.396000e+01 6.887100e-01 264 1 35 -2.396000e+01 -2.396000e+01 8.693650e-01 304 1 40 -5.320000e+00 -2.396000e+01 1.032579e+00 344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.032579e+00 total solves : 344 best bound : -2.396000e+01 simulation ci : -2.237170e+01 ± 4.300524e+00 numeric issues : 0 ------------------------------------------------------------------- ──────────────────────────────────────────────────────────────────────────────────── Time Allocations ─────────────────────── ──────────────────────── Tot / % measured: 1.04s / 75.2% 13.9MiB / 95.0% Section ncalls time %tot avg alloc %tot avg ──────────────────────────────────────────────────────────────────────────────────── forward_pass 40 521ms 66.7% 13.0ms 804KiB 5.9% 20.1KiB solve_subproblem 120 518ms 66.4% 4.32ms 596KiB 4.4% 4.97KiB get_dual_solution 120 131μs 0.0% 1.09μs 65.6KiB 0.5% 560B sample_scenario 40 588μs 0.1% 14.7μs 36.8KiB 0.3% 943B backward_pass 40 248ms 31.8% 6.21ms 12.2MiB 92.2% 312KiB solve_subproblem 160 153ms 19.6% 956μs 835KiB 6.2% 5.22KiB get_dual_solution 160 1.38ms 0.2% 8.61μs 212KiB 1.6% 1.33KiB prepare_backward_pass 160 183μs 0.0% 1.14μs 15.0KiB 0.1% 96.0B calculate_bound 40 11.5ms 1.5% 287μs 232KiB 1.7% 5.81KiB get_dual_solution 40 46.7μs 0.0% 1.17μs 21.9KiB 0.2% 560B get_dual_solution 36 39.7μs 0.0% 1.10μs 19.7KiB 0.1% 560B ──────────────────────────────────────────────────────────────────────────────────── [ Info: FAST_quickstart.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 2.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 4] AffExpr in MOI.LessThan{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [2, 3] VariableRef in MOI.LessThan{Float64} : [2, 2] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 2e+00] bounds range [2e+00, 5e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 0.000000e+00 -2.500000e+00 4.254889e-01 5 1 2 -2.500000e+00 -2.000000e+00 5.231330e-01 14 1 3 -1.000000e+00 -2.000000e+00 5.241520e-01 19 1 4 -1.000000e+00 -2.000000e+00 5.304859e-01 24 1 5 -1.000000e+00 -2.000000e+00 5.314839e-01 29 1 6 -3.000000e+00 -2.000000e+00 5.322850e-01 34 1 7 -1.000000e+00 -2.000000e+00 5.330870e-01 39 1 8 -1.000000e+00 -2.000000e+00 5.338950e-01 44 1 9 -3.000000e+00 -2.000000e+00 5.347159e-01 49 1 10 -1.000000e+00 -2.000000e+00 5.355270e-01 54 1 11 -3.000000e+00 -2.000000e+00 5.363638e-01 59 1 12 -3.000000e+00 -2.000000e+00 5.371790e-01 64 1 13 -1.000000e+00 -2.000000e+00 5.380449e-01 69 1 14 -1.000000e+00 -2.000000e+00 5.388839e-01 74 1 15 -3.000000e+00 -2.000000e+00 5.397699e-01 79 1 16 -1.000000e+00 -2.000000e+00 5.406709e-01 84 1 17 -3.000000e+00 -2.000000e+00 5.415890e-01 89 1 18 -3.000000e+00 -2.000000e+00 5.425169e-01 94 1 19 -1.000000e+00 -2.000000e+00 5.434260e-01 99 1 20 -3.000000e+00 -2.000000e+00 5.443799e-01 104 1 21 -1.000000e+00 -2.000000e+00 5.461950e-01 113 1 22 -1.000000e+00 -2.000000e+00 5.472438e-01 118 1 23 -3.000000e+00 -2.000000e+00 5.483069e-01 123 1 24 -3.000000e+00 -2.000000e+00 5.493269e-01 128 1 25 -1.000000e+00 -2.000000e+00 5.503368e-01 133 1 26 -3.000000e+00 -2.000000e+00 5.513470e-01 138 1 27 -3.000000e+00 -2.000000e+00 5.524058e-01 143 1 28 -1.000000e+00 -2.000000e+00 5.535529e-01 148 1 29 -3.000000e+00 -2.000000e+00 5.546310e-01 153 1 30 -3.000000e+00 -2.000000e+00 5.557408e-01 158 1 31 -1.000000e+00 -2.000000e+00 5.568540e-01 163 1 32 -1.000000e+00 -2.000000e+00 5.579610e-01 168 1 33 -1.000000e+00 -2.000000e+00 5.591118e-01 173 1 34 -3.000000e+00 -2.000000e+00 5.602119e-01 178 1 35 -1.000000e+00 -2.000000e+00 5.613079e-01 183 1 36 -3.000000e+00 -2.000000e+00 5.624149e-01 188 1 37 -1.000000e+00 -2.000000e+00 5.635970e-01 193 1 38 -1.000000e+00 -2.000000e+00 5.647640e-01 198 1 39 -1.000000e+00 -2.000000e+00 5.659330e-01 203 1 40 -1.000000e+00 -2.000000e+00 5.671089e-01 208 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.671089e-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 8.039000e-01 51 1 16 3.784090e+02 2.186102e+02 1.889672e+00 3156 1 30 2.138334e+03 2.336430e+02 3.554992e+00 7674 1 38 8.025312e+02 2.352957e+02 4.760697e+00 10194 1 46 1.737622e+02 2.358930e+02 5.816447e+00 12054 1 59 3.340847e+02 2.361437e+02 6.972262e+00 14097 1 63 1.493193e+03 2.362190e+02 8.116606e+00 15909 1 73 3.670177e+02 2.363045e+02 9.238349e+00 17655 1 100 4.969839e+02 2.364135e+02 1.356366e+01 23928 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.356366e+01 total solves : 23928 best bound : 2.364135e+02 simulation ci : 2.345669e+02 ± 6.032770e+01 numeric issues : 0 ------------------------------------------------------------------- On average, 2.1 units of thermal are used in the first stage. [ Info: StochDynamicProgramming.jl_multistock.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 3 scenarios : 1.43489e+07 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [13, 13] AffExpr in MOI.EqualTo{Float64} : [3, 3] AffExpr in MOI.LessThan{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [7, 7] VariableRef in MOI.LessThan{Float64} : [6, 7] numerical stability report matrix range [1e+00, 1e+00] objective range [3e-01, 2e+00] bounds range [5e-01, 5e+00] rhs range [2e+00, 2e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -4.977586e+00 -4.446713e+00 1.518169e+00 1400 1 20 -4.764789e+00 -4.394789e+00 1.770776e+00 2800 1 30 -4.672487e+00 -4.377000e+00 2.070247e+00 4200 1 40 -4.483495e+00 -4.370632e+00 2.350271e+00 5600 1 50 -4.167321e+00 -4.364999e+00 2.697067e+00 7000 1 60 -4.362455e+00 -4.358864e+00 3.002066e+00 8400 1 70 -4.849916e+00 -4.355337e+00 3.309681e+00 9800 1 80 -4.861568e+00 -4.353006e+00 3.600030e+00 11200 1 90 -4.268264e+00 -4.350407e+00 3.909876e+00 12600 1 100 -4.539897e+00 -4.348641e+00 4.224960e+00 14000 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.224960e+00 total solves : 14000 best bound : -4.348641e+00 simulation ci : -4.325070e+00 ± 8.068871e-02 numeric issues : 0 ------------------------------------------------------------------- [ Info: StochDynamicProgramming.jl_stock.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 1 scenarios : 1.00000e+05 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 5] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [3, 3] VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [3e-01, 2e+00] bounds range [5e-01, 2e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -1.671715e+00 -1.476962e+00 1.380724e+00 1050 1 20 -1.529197e+00 -1.471817e+00 1.460572e+00 1600 1 30 -1.410768e+00 -1.471408e+00 1.637485e+00 2650 1 40 -1.596461e+00 -1.471258e+00 1.724470e+00 3200 1 50 -1.002277e+00 -1.471216e+00 1.913236e+00 4250 1 60 -1.085156e+00 -1.471164e+00 2.009935e+00 4800 1 70 -1.391746e+00 -1.471164e+00 2.196564e+00 5850 1 80 -1.448703e+00 -1.471132e+00 2.290571e+00 6400 1 90 -1.488989e+00 -1.471087e+00 2.473919e+00 7450 1 100 -1.564260e+00 -1.471075e+00 2.574601e+00 8000 1 110 -1.738157e+00 -1.471075e+00 2.677286e+00 8550 1 120 -1.591292e+00 -1.471075e+00 2.789257e+00 9100 1 130 -1.271481e+00 -1.471075e+00 2.898071e+00 9650 1 140 -1.249746e+00 -1.471075e+00 3.910719e+00 10200 1 150 -1.536222e+00 -1.471075e+00 4.023210e+00 10750 1 160 -1.565422e+00 -1.471075e+00 4.160705e+00 11300 1 170 -1.631076e+00 -1.471075e+00 4.275340e+00 11850 1 180 -1.494909e+00 -1.471075e+00 4.398741e+00 12400 1 182 -9.083563e-01 -1.471075e+00 4.423694e+00 12510 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 4.423694e+00 total solves : 12510 best bound : -1.471075e+00 simulation ci : -1.462065e+00 ± 2.699238e-02 numeric issues : 0 ------------------------------------------------------------------- [ Info: StructDualDynProg.jl_prob5.2_2stages.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 4 scenarios : 2.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [29, 29] AffExpr in MOI.EqualTo{Float64} : [4, 5] AffExpr in MOI.GreaterThan{Float64} : [3, 3] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.GreaterThan{Float64} : [22, 22] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+06] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 3.455904e+05 3.147347e+05 4.576530e-01 54 1 20 3.336455e+05 3.402383e+05 4.706130e-01 104 1 30 3.993519e+05 3.403155e+05 4.828391e-01 158 1 40 3.337559e+05 3.403155e+05 4.940321e-01 208 1 48 3.337559e+05 3.403155e+05 5.042691e-01 248 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.042691e-01 total solves : 248 best bound : 3.403155e+05 simulation ci : 1.298444e+08 ± 1.785864e+08 numeric issues : 0 ------------------------------------------------------------------- [ Info: StructDualDynProg.jl_prob5.2_3stages.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 4 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [29, 29] AffExpr in MOI.EqualTo{Float64} : [4, 5] AffExpr in MOI.GreaterThan{Float64} : [3, 3] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.EqualTo{Float64} : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [22, 22] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+05] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 4.403329e+05 3.509666e+05 5.536439e-01 92 1 20 4.506600e+05 4.054833e+05 5.809200e-01 172 1 30 3.959476e+05 4.067125e+05 6.030159e-01 264 1 40 4.497721e+05 4.067125e+05 6.224480e-01 344 1 47 3.959476e+05 4.067125e+05 9.644969e-01 400 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 9.644969e-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 4.058699e+00 14 1 40 2.308500e+03 4.074139e+03 4.714157e+00 776 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 4.714157e+00 total solves : 776 best bound : 4.074139e+03 simulation ci : 4.224313e+03 ± 6.692189e+02 numeric issues : 0 ------------------------------------------------------------------- [ Info: air_conditioning.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [4, 4] VariableRef in MOI.Integer : [3, 3] VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 3e+02] bounds range [1e+02, 2e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1L 7.000000e+04 6.250000e+04 1.368383e+00 8 1 5L 4.000000e+04 6.250000e+04 2.494958e+00 52 1 11L 4.000000e+04 6.250000e+04 3.602772e+00 100 1 17L 4.000000e+04 6.250000e+04 4.718807e+00 148 1 20L 6.000000e+04 6.250000e+04 5.386832e+00 172 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.386832e+00 total solves : 172 best bound : 6.250000e+04 simulation ci : 5.475000e+04 ± 7.336233e+03 numeric issues : 0 ------------------------------------------------------------------- Lower bound is: 62500.0 With first stage solutions 200.0 (production) and 100.0 (stored_production). ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [4, 4] VariableRef in MOI.Integer : [3, 3] VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 3e+02] bounds range [1e+02, 2e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 7.000000e+04 6.250000e+04 6.482801e-01 8 1 15 5.500000e+04 6.250000e+04 1.679640e+00 132 1 20 4.000000e+04 6.250000e+04 2.052666e+00 172 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.052666e+00 total solves : 172 best bound : 6.250000e+04 simulation ci : 5.950000e+04 ± 8.933885e+03 numeric issues : 0 ------------------------------------------------------------------- Lower bound is: 62500.0 With first stage solutions 200.0 (production) and 100.0 (stored_production). [ Info: air_conditioning_forward.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 5] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [4, 4] VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 3e+02] bounds range [1e+02, 2e+02] rhs range [1e+02, 3e+02] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 7.000000e+04 6.250000e+04 1.221465e+00 5 1 10 4.000000e+04 6.250000e+04 1.784459e+00 50 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.784459e+00 total solves : 50 best bound : 6.250000e+04 simulation ci : 5.450000e+04 ± 1.135842e+04 numeric issues : 0 ------------------------------------------------------------------- [ Info: all_blacks.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 2 scenarios : 1.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [2, 3] VariableRef in MOI.LessThan{Float64} : [3, 3] VariableRef in MOI.ZeroOne : [3, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 6e+00] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1L 6.000000e+00 9.000000e+00 6.830289e-01 6 1 20L 9.000000e+00 9.000000e+00 8.105190e-01 123 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 8.105190e-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 2.335779e+00 87 1 10 -1.109375e+01 2.605769e-01 2.346123e+00 142 1 15 3.105797e+00 5.434132e-01 2.357218e+00 197 1 20 -2.463349e+01 1.503415e+00 2.369247e+00 252 1 25 -1.421085e-14 1.514085e+00 2.380848e+00 307 1 30 4.864000e+01 1.514085e+00 3.522465e+00 394 1 35 4.864000e+01 1.514085e+00 3.535070e+00 449 1 40 -8.870299e+00 1.514085e+00 3.548565e+00 504 1 45 -1.428571e+00 1.514085e+00 3.562350e+00 559 1 48 -1.428571e+00 1.514085e+00 3.571732e+00 592 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.571732e+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 : #160 sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [2, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [2e-02, 4e+00] bounds range [1e+03, 1e+03] rhs range [6e+01, 8e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 1.395796e+01 1.428818e+00 2.435182e+00 278 1 20 1.440356e+01 1.278425e+00 2.473911e+00 428 1 30 8.388546e+00 1.278425e+00 2.537605e+00 706 1 40 6.666667e-03 1.278410e+00 2.575082e+00 856 1 50 -5.614035e+00 1.278410e+00 2.641953e+00 1134 1 60 1.426676e+01 1.278410e+00 2.685997e+00 1284 1 64 1.261296e+01 1.278410e+00 2.705103e+00 1344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.705103e+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 : #160 sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [2, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [2e-02, 4e+00] bounds range [1e+03, 1e+03] rhs range [6e+01, 8e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 1.111809e+00 1.278488e+00 1.554913e+00 278 1 20 1.111084e+01 1.278410e+00 1.605021e+00 428 1 30 2.293779e+01 1.278410e+00 1.694861e+00 706 1 40 1.426676e+01 1.278410e+00 1.777135e+00 856 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.777135e+00 total solves : 856 best bound : 1.278410e+00 simulation ci : 3.654300e+00 ± 6.176856e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: belief.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 4 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] AffExpr in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [3, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 2e+00] bounds range [2e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 4.787277e+00 9.346930e+00 3.784652e+00 900 1 20 6.374753e+00 1.361934e+01 4.118530e+00 1720 1 30 2.848217e+01 1.624016e+01 4.795378e+00 3036 1 40 1.973944e+01 1.776547e+01 5.595173e+00 4192 1 50 4.000000e+00 1.889360e+01 6.251930e+00 5020 1 60 1.142478e+01 1.907862e+01 7.059600e+00 5808 1 70 9.386421e+00 1.961295e+01 7.838630e+00 6540 1 80 5.667851e+01 1.890911e+01 8.474082e+00 7088 1 90 3.740597e+01 1.993139e+01 9.791782e+00 8180 1 100 9.867183e+00 2.001688e+01 1.040413e+01 8664 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.040413e+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 1.291573e+00 36 1 10 0.000000e+00 0.000000e+00 1.337033e+00 360 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.337033e+00 total solves : 360 best bound : 0.000000e+00 simulation ci : 0.000000e+00 ± 0.000000e+00 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 7] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 9.500000e+02 5.500000e+02 6.179810e-03 407 1 10 2.850000e+02 5.728212e+02 6.634593e-02 731 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.634593e-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 6.213903e-03 778 1 10 2.825000e+02 3.465177e+02 1.220829e-01 1102 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.220829e-01 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 7.131815e-03 1149 1 10 2.587500e+02 2.052799e+02 6.579995e-02 1473 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.579995e-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 8.311033e-03 1520 1 10 2.875000e+02 4.661908e+02 7.562613e-02 1844 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.562613e-02 total solves : 1844 best bound : 4.661908e+02 simulation ci : 5.075000e+02 ± 1.503394e+02 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 30] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 1.112500e+02 1.129545e+02 7.060051e-03 1891 1 10 1.000000e+02 1.129771e+02 6.328201e-02 2215 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.328201e-02 total solves : 2215 best bound : 1.129771e+02 simulation ci : 1.068750e+02 ± 2.168477e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 34] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 4.562500e+02 2.788383e+02 7.908821e-03 2262 1 10 1.625000e+02 2.794553e+02 7.090783e-02 2586 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.090783e-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 7.858038e-03 2633 1 10 5.487500e+02 4.077574e+02 7.248616e-02 2957 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.248616e-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 7.868052e-03 3004 1 10 6.771875e+02 5.210100e+02 7.479095e-02 3328 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.479095e-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 7.068872e-03 3375 1 10 5.312500e+01 5.938345e+01 6.280398e-02 3699 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.280398e-02 total solves : 3699 best bound : 5.938345e+01 simulation ci : 6.187500e+01 ± 1.306667e+01 numeric issues : 0 ------------------------------------------------------------------- [ Info: booking_management.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 2 scenarios : 3.20000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [10, 10] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.GreaterThan{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [6, 6] VariableRef in MOI.GreaterThan{Float64} : [5, 6] VariableRef in MOI.LessThan{Float64} : [6, 6] VariableRef in MOI.ZeroOne : [5, 5] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 6e+00] bounds range [1e+00, 1e+01] rhs range [1e+00, 1e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 5 8.000000e+00 9.440450e+00 1.562728e+00 235 1 10 1.000000e+01 9.159200e+00 2.041136e+00 310 1 15 1.000000e+01 9.159200e+00 2.578080e+00 385 1 20 1.000000e+01 9.159200e+00 3.083205e+00 460 1 25 1.000000e+01 9.159200e+00 5.930120e+00 695 1 30 4.000000e+00 9.159200e+00 6.447148e+00 770 1 35 1.000000e+01 9.159200e+00 6.941188e+00 845 1 40 1.000000e+01 9.159200e+00 7.476134e+00 920 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 7.476134e+00 total solves : 920 best bound : 9.159200e+00 simulation ci : 7.200000e+00 ± 8.485598e-01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 4 scenarios : 2.16000e+02 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [18, 18] AffExpr in MOI.EqualTo{Float64} : [4, 4] AffExpr in MOI.GreaterThan{Float64} : [4, 4] AffExpr in MOI.LessThan{Float64} : [12, 12] VariableRef in MOI.GreaterThan{Float64} : [9, 10] VariableRef in MOI.LessThan{Float64} : [10, 10] VariableRef in MOI.ZeroOne : [9, 9] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 4e+00] bounds range [1e+00, 2e+01] rhs range [1e+00, 1e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 5.000000e+00 6.959189e+00 1.860976e+00 510 1 20 1.000000e+01 6.834387e+00 3.518418e+00 720 1 30 7.000000e+00 6.834387e+00 7.595506e+00 1230 1 40 1.000000e+01 6.823805e+00 9.289988e+00 1440 1 50 3.000000e+00 6.823805e+00 1.347999e+01 1950 1 60 2.000000e+00 6.823805e+00 1.515839e+01 2160 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.515839e+01 total solves : 2160 best bound : 6.823805e+00 simulation ci : 6.183333e+00 ± 6.694539e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: generation_expansion.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 5 scenarios : 3.27680e+04 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [14, 14] AffExpr in MOI.GreaterThan{Float64} : [7, 7] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.Integer : [5, 5] VariableRef in MOI.LessThan{Float64} : [5, 6] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 5e+05] bounds range [1e+00, 1e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 5.299676e+06 2.074407e+06 1.194701e+01 920 1 20 6.049875e+06 2.075240e+06 1.454093e+01 1340 1 30 5.496647e+05 2.078257e+06 2.470308e+01 2260 1 40 3.985383e+04 2.078257e+06 2.722518e+01 2680 1 50 2.994548e+05 2.078257e+06 3.726083e+01 3600 1 60 3.799457e+06 2.078257e+06 3.974024e+01 4020 1 61 3.549665e+06 2.078257e+06 3.999300e+01 4062 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.999300e+01 total solves : 4062 best bound : 2.078257e+06 simulation ci : 2.437601e+06 ± 5.082681e+05 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 5 scenarios : 3.27680e+04 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [14, 14] AffExpr in MOI.GreaterThan{Float64} : [7, 7] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.Integer : [5, 5] VariableRef in MOI.LessThan{Float64} : [5, 6] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 5e+05] bounds range [1e+00, 1e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10L 2.049870e+06 2.079457e+06 2.921395e+01 920 1 20L 2.799668e+06 2.079457e+06 4.790632e+01 1340 1 30L 3.799443e+06 2.079457e+06 7.645848e+01 2260 1 40L 4.299882e+06 2.079457e+06 9.627742e+01 2680 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 9.627742e+01 total solves : 2680 best bound : 2.079457e+06 simulation ci : 1.602238e+06 ± 4.944385e+05 numeric issues : 0 ------------------------------------------------------------------- [ Info: hydro_valley.jl [ Info: infinite_horizon_hydro_thermal.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] AffExpr in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 100 1.000000e+01 1.188534e+02 2.334271e+00 1914 1 200 0.000000e+00 1.191645e+02 2.783125e+00 3840 1 300 7.500000e+01 1.191666e+02 3.291249e+00 5738 1 328 2.500000e+00 1.191667e+02 3.397251e+00 6034 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.397251e+00 total solves : 6034 best bound : 1.191667e+02 simulation ci : 2.272866e+01 ± 3.596240e+00 numeric issues : 0 ------------------------------------------------------------------- Confidence_interval = 128.14 ± 13.91 ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] AffExpr in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 100 1.000000e+01 1.191232e+02 8.549740e-01 2806 1 200 0.000000e+00 1.191666e+02 1.395696e+00 4749 1 287 5.000000e+00 1.191667e+02 2.166765e+00 5662 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.166765e+00 total solves : 5662 best bound : 1.191667e+02 simulation ci : 2.112369e+01 ± 3.684376e+00 numeric issues : 0 ------------------------------------------------------------------- Confidence_interval = 122.02 ± 14.06 [ Info: infinite_horizon_trivial.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 2.000000e+01 1.998872e+01 4.246020e-01 1033 1 20 8.000000e+00 2.000000e+01 4.550109e-01 1209 1 30 1.200000e+01 2.000000e+01 6.021540e-01 2304 1 40 3.000000e+01 2.000000e+01 1.041477e+00 2594 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.041477e+00 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 7.958519e-01 35 1 10 7.500000e+02 2.935390e+03 8.624959e-01 350 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 8.624959e-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: 0.35 plus 0.13 for vertex selection. Node: 2 - elapsed time: 0.43 plus 0.19 for vertex selection. Node: 1 - elapsed time: 0.38 plus 0.19 for vertex selection. First-stage upper bound: 2969.680973503913 Total time for upper bound: 1.672631124 Bounds: Risk-neutral confidence interval: 1411.99 ± 82.02 Risk-adjusted lower bound: 2935.39 Risk-adjusted upper bound: 2969.68 [ Info: no_strong_duality.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 1.000000e+00 1.500000e+00 2.491522e-01 3 1 40 2.000000e+00 2.000000e+00 4.074490e-01 604 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 4.074490e-01 total solves : 604 best bound : 2.000000e+00 simulation ci : 2.150000e+00 ± 5.038753e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: objective_state_newsvendor.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 8.51840e+04 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [1, 3] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [3, 4] VariableRef in MOI.LessThan{Float64} : [3, 3] numerical stability report matrix range [8e-01, 2e+00] objective range [1e+00, 2e+00] bounds range [1e+00, 1e+02] rhs range [5e+01, 5e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 3.675000e+00 4.115510e+00 1.033201e+00 1350 1 20 5.062500e+00 4.110713e+00 1.230236e+00 2700 1 30 4.500000e+00 4.104200e+00 1.453382e+00 4050 1 40 3.812500e+00 4.102669e+00 1.687047e+00 5400 1 50 4.725000e+00 4.095504e+00 1.946579e+00 6750 1 60 4.050000e+00 4.092999e+00 2.204766e+00 8100 1 70 4.606250e+00 4.091524e+00 2.464177e+00 9450 1 80 3.875000e+00 4.089694e+00 2.745854e+00 10800 1 90 3.750000e+00 4.089490e+00 2.998746e+00 12150 1 100 5.125000e+00 4.087894e+00 3.284701e+00 13500 1 110 4.500000e+00 4.087478e+00 3.555852e+00 14850 1 120 3.650000e+00 4.086704e+00 3.830201e+00 16200 1 130 4.406250e+00 4.086063e+00 4.096854e+00 17550 1 140 3.375000e+00 4.085981e+00 4.344560e+00 18900 1 150 3.000000e+00 4.085945e+00 4.621072e+00 20250 1 160 3.812500e+00 4.085838e+00 4.941364e+00 21600 1 170 4.250000e+00 4.085728e+00 5.214835e+00 22950 1 180 3.243750e+00 4.085593e+00 5.492314e+00 24300 1 190 4.306250e+00 4.085487e+00 5.768985e+00 25650 1 200 5.237500e+00 4.085446e+00 6.059480e+00 27000 1 210 4.500000e+00 4.085441e+00 6.340247e+00 28350 1 220 3.612500e+00 4.085405e+00 6.629698e+00 29700 1 230 3.700000e+00 4.085382e+00 6.922532e+00 31050 1 240 3.437500e+00 4.085254e+00 7.216010e+00 32400 1 250 4.100000e+00 4.085115e+00 7.495110e+00 33750 1 260 3.000000e+00 4.084973e+00 7.804289e+00 35100 1 270 4.918750e+00 4.084943e+00 8.103766e+00 36450 1 280 2.756250e+00 4.084920e+00 8.431984e+00 37800 1 290 3.737500e+00 4.084868e+00 8.749551e+00 39150 1 300 5.750000e+00 4.084868e+00 9.088625e+00 40500 1 310 5.156250e+00 4.084858e+00 9.446038e+00 41850 1 320 3.131250e+00 4.084855e+00 9.751786e+00 43200 1 330 4.125000e+00 4.084846e+00 1.006077e+01 44550 1 340 5.875000e+00 4.084820e+00 1.039638e+01 45900 1 350 4.587500e+00 4.084810e+00 1.071977e+01 47250 1 360 5.087500e+00 4.084805e+00 1.107826e+01 48600 1 370 4.393750e+00 4.084802e+00 1.141665e+01 49950 1 380 4.750000e+00 4.084792e+00 1.172408e+01 51300 1 390 4.437500e+00 4.084785e+00 1.207011e+01 52650 1 400 4.181250e+00 4.084785e+00 1.238256e+01 54000 1 410 3.650000e+00 4.084777e+00 1.274091e+01 55350 1 420 3.750000e+00 4.084769e+00 1.312036e+01 56700 1 430 3.725000e+00 4.084762e+00 1.349479e+01 58050 1 440 4.218750e+00 4.084751e+00 1.386174e+01 59400 1 450 5.500000e+00 4.084751e+00 1.417951e+01 60750 1 460 3.637500e+00 4.084747e+00 1.450778e+01 62100 1 470 2.993750e+00 4.084743e+00 1.483049e+01 63450 1 480 5.237500e+00 4.084743e+00 1.519336e+01 64800 1 490 4.212500e+00 4.084743e+00 1.551296e+01 66150 1 500 3.843750e+00 4.084743e+00 1.585058e+01 67500 1 510 3.425000e+00 4.084743e+00 1.617696e+01 68850 1 520 4.293750e+00 4.084743e+00 1.649706e+01 70200 1 530 2.818750e+00 4.084740e+00 1.689588e+01 71550 1 540 4.668750e+00 4.084740e+00 1.727610e+01 72900 1 550 2.750000e+00 4.084740e+00 1.763856e+01 74250 1 560 4.100000e+00 4.084740e+00 1.801887e+01 75600 1 570 3.200000e+00 4.084738e+00 1.839946e+01 76950 1 580 3.525000e+00 4.084738e+00 1.876787e+01 78300 1 590 3.125000e+00 4.084738e+00 1.912900e+01 79650 1 600 4.875000e+00 4.084736e+00 1.952803e+01 81000 1 610 4.050000e+00 4.084736e+00 1.989847e+01 82350 1 613 4.875000e+00 4.084733e+00 2.000045e+01 82755 1 ------------------------------------------------------------------- status : time_limit total time (s) : 2.000045e+01 total solves : 82755 best bound : 4.084733e+00 simulation ci : 4.069168e+00 ± 6.099287e-02 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 8.51840e+04 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [1, 3] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [3, 4] VariableRef in MOI.LessThan{Float64} : [3, 3] numerical stability report matrix range [8e-01, 2e+00] objective range [1e+00, 2e+00] bounds range [1e+00, 1e+02] rhs range [5e+01, 5e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 2.643750e+00 6.371048e+00 1.048144e+00 1350 1 20 3.000000e+00 4.731931e+00 1.780351e+00 2700 1 30 4.350000e+00 4.730528e+00 2.801490e+00 4050 1 40 3.225000e+00 4.730333e+00 4.293079e+00 5400 1 50 3.500000e+00 4.728452e+00 6.033031e+00 6750 1 60 2.725000e+00 4.054236e+00 7.790411e+00 8100 1 70 4.437500e+00 4.048919e+00 9.555163e+00 9450 1 80 4.218750e+00 4.048674e+00 1.149206e+01 10800 1 90 2.968750e+00 4.039258e+00 1.369029e+01 12150 1 100 4.125000e+00 4.039221e+00 1.644578e+01 13500 1 110 2.850000e+00 4.039005e+00 1.945197e+01 14850 1 112 4.875000e+00 4.039005e+00 2.009099e+01 15120 1 ------------------------------------------------------------------- status : time_limit total time (s) : 2.009099e+01 total solves : 15120 best bound : 4.039005e+00 simulation ci : 3.993491e+00 ± 1.394884e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: sldp_example_one.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 8 state variables : 1 scenarios : 1.00000e+08 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] AffExpr in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [4, 4] VariableRef in MOI.LessThan{Float64} : [1, 2] VariableRef in MOI.ZeroOne : [1, 1] numerical stability report matrix range [1e+00, 2e+00] objective range [5e-01, 1e+00] bounds range [1e+00, 1e+00] rhs range [1e+00, 1e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 3.219176e+00 1.165102e+00 1.887280e+01 1680 1 20 2.078810e+00 1.166281e+00 2.041234e+01 2560 1 30 3.973033e+00 1.166907e+00 2.207845e+01 3440 1 40 3.706337e+00 1.167312e+00 3.730220e+01 5120 1 50 3.158565e+00 1.167416e+00 3.893682e+01 6000 1 60 3.642642e+00 1.167416e+00 5.451520e+01 7680 1 70 3.451253e+00 1.167416e+00 5.608929e+01 8560 1 71 2.984727e+00 1.167416e+00 5.620746e+01 8648 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.620746e+01 total solves : 8648 best bound : 1.167416e+00 simulation ci : 3.293853e+00 ± 1.130135e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: sldp_example_two.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 2 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 11] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 7] VariableRef in MOI.Integer : [2, 2] VariableRef in MOI.LessThan{Float64} : [4, 7] VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 6e+00] objective range [1e+00, 3e+01] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -4.000000e+01 -5.809615e+01 1.216537e+00 78 1 20 -4.000000e+01 -5.809615e+01 1.794571e+00 148 1 30 -4.000000e+01 -5.809615e+01 2.975623e+00 226 1 40 -4.700000e+01 -5.809615e+01 3.592596e+00 296 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.592596e+00 total solves : 296 best bound : -5.809615e+01 simulation ci : -5.346250e+01 ± 7.152725e+00 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 2 scenarios : 9.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 11] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 7] VariableRef in MOI.Integer : [2, 2] VariableRef in MOI.LessThan{Float64} : [4, 7] VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 6e+00] objective range [1e+00, 3e+01] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -6.300000e+01 -6.196125e+01 1.084485e+00 138 1 20 -4.000000e+01 -6.196125e+01 1.692622e+00 258 1 30 -7.500000e+01 -6.196125e+01 2.510564e+00 396 1 40 -4.000000e+01 -6.196125e+01 3.146825e+00 516 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.146825e+00 total solves : 516 best bound : -6.196125e+01 simulation ci : -6.108750e+01 ± 7.148463e+00 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 2 scenarios : 3.60000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 11] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 7] VariableRef in MOI.Integer : [2, 2] VariableRef in MOI.LessThan{Float64} : [4, 7] VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 6e+00] objective range [1e+00, 3e+01] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -7.000000e+01 -6.546793e+01 1.598101e+00 462 1 20 -5.600000e+01 -6.546793e+01 2.309097e+00 852 1 30 -4.000000e+01 -6.546793e+01 4.357109e+00 1314 1 40 -4.000000e+01 -6.546793e+01 5.126068e+00 1704 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.126068e+00 total solves : 1704 best bound : -6.546793e+01 simulation ci : -5.991250e+01 ± 5.174250e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: stochastic_all_blacks.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 2 scenarios : 2.70000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [2, 3] VariableRef in MOI.LessThan{Float64} : [3, 3] VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 6e+00] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1L 6.000000e+00 1.366667e+01 9.090271e-01 11 1 7L 6.000000e+00 8.000000e+00 1.968956e+00 158 1 12L 6.000000e+00 8.000000e+00 3.025927e+00 213 1 17L 6.000000e+00 8.000000e+00 4.138884e+00 268 1 21L 1.200000e+01 8.000000e+00 5.686934e+00 393 1 26L 6.000000e+00 8.000000e+00 6.709956e+00 448 1 31L 1.200000e+01 8.000000e+00 7.766978e+00 503 1 36L 6.000000e+00 8.000000e+00 8.900356e+00 558 1 40L 6.000000e+00 8.000000e+00 9.771314e+00 602 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 9.771314e+00 total solves : 602 best bound : 8.000000e+00 simulation ci : 8.400000e+00 ± 9.462496e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: the_farmers_problem.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 3 scenarios : 3.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 19] AffExpr in MOI.EqualTo{Float64} : [3, 3] AffExpr in MOI.GreaterThan{Float64} : [3, 3] AffExpr in MOI.LessThan{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [3, 16] VariableRef in MOI.LessThan{Float64} : [1, 2] numerical stability report matrix range [1e+00, 2e+01] objective range [1e+00, 1e+03] bounds range [6e+03, 5e+05] rhs range [2e+02, 5e+02] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 -9.800000e+04 4.922260e+05 9.525721e-01 6 1 40 1.093500e+05 1.083900e+05 1.012516e+00 240 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.012516e+00 total solves : 240 best bound : 1.083900e+05 simulation ci : 9.772505e+04 ± 1.969816e+04 numeric issues : 0 ------------------------------------------------------------------- [ Info: vehicle_location.jl Test Summary: | Pass Error Total Time SDDP.jl | 2446 1 2447 30m14.9s Experimental.jl | 35 35 2m45.7s Inner.jl | 25 25 1m46.7s MSPFormat.jl | 51 51 14.9s algorithm.jl | 40 40 51.5s binary_expansion.jl | 38 38 1.6s deterministic_equivalent.jl | 21 21 20.3s modeling_aids.jl | 47 47 12.9s user_interface.jl | 119 119 41.6s backward_sampling_schemes.jl | 1203 1203 3.8s bellman_functions.jl | 45 45 45.1s duality_handlers.jl | 362 362 2m42.3s forward_passes.jl | 40 40 16.2s local_improvement_search.jl | 12 12 15.1s parallel_schemes.jl | 10 1 11 5m37.0s risk_measures.jl | 91 91 10.5s sampling_schemes.jl | 158 158 13.9s stopping_rules.jl | 40 40 9.1s threaded.jl | None 0.2s value_functions.jl | 28 28 21.3s visualization.jl | 11 11 4m48.9s FAST_hydro_thermal.jl | 3 3 4.5s FAST_production_management.jl | 2 2 5.6s FAST_quickstart.jl | 2 2 1.6s Hydro_thermal.jl | None 16.8s StochDynamicProgramming.jl_multistock.jl | 3 3 13.2s StochDynamicProgramming.jl_stock.jl | 3 3 6.2s StructDualDynProg.jl_prob5.2_2stages.jl | 1 1 3.2s StructDualDynProg.jl_prob5.2_3stages.jl | 2 2 2.7s agriculture_mccardle_farm.jl | 2 2 9.2s air_conditioning.jl | 6 6 9.3s air_conditioning_forward.jl | 2 2 2.8s all_blacks.jl | 1 1 1.6s asset_management_simple.jl | 1 1 4.6s asset_management_stagewise.jl | 2 2 6.1s belief.jl | 1 1 14.4s biobjective_hydro.jl | 10 10 4.3s booking_management.jl | 2 2 29.8s generation_expansion.jl | 2 2 2m33.8s hydro_valley.jl | 9 9 15.0s infinite_horizon_hydro_thermal.jl | 4 4 8.9s infinite_horizon_trivial.jl | 1 1 1.6s inner_hydro_1d.jl | 1 1 6.9s no_strong_duality.jl | 1 1 1.3s objective_state_newsvendor.jl | 4 4 49.5s sldp_example_one.jl | 1 1 1m10.4s sldp_example_two.jl | 3 3 14.8s stochastic_all_blacks.jl | 1 1 12.5s the_farmers_problem.jl | None 3.6s vehicle_location.jl | None 0.1s ERROR: LoadError: Some tests did not pass: 2446 passed, 0 failed, 1 errored, 0 broken. in expression starting at /home/pkgeval/.julia/packages/SDDP/ScjyB/test/runtests.jl:24 Testing failed after 1371.06s ERROR: LoadError: Package SDDP errored during testing Stacktrace: [1] pkgerror(msg::String) @ Pkg.Types /opt/julia/share/julia/stdlib/v1.10/Pkg/src/Types.jl:70 [2] test(ctx::Pkg.Types.Context, pkgs::Vector{Pkg.Types.PackageSpec}; coverage::Bool, julia_args::Cmd, test_args::Cmd, test_fn::Nothing, force_latest_compatible_version::Bool, allow_earlier_backwards_compatible_versions::Bool, allow_reresolve::Bool) @ Pkg.Operations /opt/julia/share/julia/stdlib/v1.10/Pkg/src/Operations.jl:2034 [3] test @ /opt/julia/share/julia/stdlib/v1.10/Pkg/src/Operations.jl:1915 [inlined] [4] test(ctx::Pkg.Types.Context, pkgs::Vector{Pkg.Types.PackageSpec}; coverage::Bool, test_fn::Nothing, julia_args::Cmd, test_args::Cmd, force_latest_compatible_version::Bool, allow_earlier_backwards_compatible_versions::Bool, allow_reresolve::Bool, kwargs::@Kwargs{io::Base.PipeEndpoint}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.10/Pkg/src/API.jl:444 [5] test(pkgs::Vector{Pkg.Types.PackageSpec}; io::Base.PipeEndpoint, kwargs::@Kwargs{julia_args::Cmd}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.10/Pkg/src/API.jl:159 [6] test @ /opt/julia/share/julia/stdlib/v1.10/Pkg/src/API.jl:147 [inlined] [7] #test#74 @ /opt/julia/share/julia/stdlib/v1.10/Pkg/src/API.jl:146 [inlined] [8] top-level scope @ /PkgEval.jl/scripts/evaluate.jl:223 in expression starting at /PkgEval.jl/scripts/evaluate.jl:214 PkgEval failed after 1892.37s: package tests unexpectedly errored