Package evaluation of SDDP on Julia 1.13.0-DEV.871 (f175dd06a4*) started at 2025-07-16T10:41:24.638 ################################################################################ # Set-up # Installing PkgEval dependencies (TestEnv)... Set-up completed after 6.07s ################################################################################ # Installation # Installing SDDP... Resolving package versions... Installed Bzip2_jll ──────────── v1.0.9+0 Installed CodecZlib ──────────── v0.7.8 Installed DiffResults ────────── v1.1.0 Installed ConcurrentUtilities ── v2.5.0 Installed URIs ───────────────── v1.6.1 Installed MacroTools ─────────── v0.5.16 Installed DataStructures ─────── v0.18.22 Installed ForwardDiff ────────── v1.0.1 Installed ExprTools ──────────── v0.1.10 Installed ExceptionUnwrapping ── v0.1.11 Installed Compat ─────────────── v4.17.0 Installed RecipesBase ────────── v1.3.4 Installed OrderedCollections ─── v1.8.1 Installed Statistics ─────────── v1.11.1 Installed TranscodingStreams ─── v0.11.3 Installed PrecompileTools ────── v1.3.2 Installed StaticArraysCore ───── v1.4.3 Installed IrrationalConstants ── v0.2.4 Installed CommonSubexpressions ─ v0.3.1 Installed LoggingExtras ──────── v1.1.0 Installed OpenSSL ────────────── v1.5.0 Installed TimerOutputs ───────── v0.5.29 Installed MbedTLS ────────────── v1.1.9 Installed NaNMath ────────────── v1.1.3 Installed OpenSpecFun_jll ────── v0.5.6+0 Installed JSON3 ──────────────── v1.14.3 Installed LogExpFunctions ────── v0.3.29 Installed HTTP ───────────────── v1.10.17 Installed BitFlags ───────────── v0.1.9 Installed Parsers ────────────── v2.8.3 Installed DiffRules ──────────── v1.15.1 Installed JSON ───────────────── v0.21.4 Installed JuMP ───────────────── v1.26.0 Installed CodecBzip2 ─────────── v0.8.5 Installed SpecialFunctions ───── v2.5.1 Installed Reexport ───────────── v1.2.2 Installed SimpleBufferStream ─── v1.2.0 Installed MutableArithmetics ─── v1.6.4 Installed JLLWrappers ────────── v1.7.0 Installed Preferences ────────── v1.4.3 Installed MbedTLS_jll ────────── v2.28.6+2 Installed StructTypes ────────── v1.11.0 Installed SDDP ───────────────── v1.12.0 Installed DocStringExtensions ── v0.9.5 Installed BenchmarkTools ─────── v1.6.0 Installed MathOptInterface ───── v1.42.0 Installing 3 artifacts Installed artifact OpenSpecFun 194.9 KiB Installed artifact MbedTLS 2.1 MiB Installed artifact Bzip2 503.5 KiB Updating `~/.julia/environments/v1.13/Project.toml` [f4570300] + SDDP v1.12.0 Updating `~/.julia/environments/v1.13/Manifest.toml` [6e4b80f9] + BenchmarkTools v1.6.0 [d1d4a3ce] + BitFlags v0.1.9 [523fee87] + CodecBzip2 v0.8.5 [944b1d66] + CodecZlib v0.7.8 [bbf7d656] + CommonSubexpressions v0.3.1 [34da2185] + Compat v4.17.0 [f0e56b4a] + ConcurrentUtilities v2.5.0 [864edb3b] + DataStructures v0.18.22 [163ba53b] + DiffResults v1.1.0 [b552c78f] + DiffRules v1.15.1 [ffbed154] + DocStringExtensions v0.9.5 [460bff9d] + ExceptionUnwrapping v0.1.11 [e2ba6199] + ExprTools v0.1.10 [f6369f11] + ForwardDiff v1.0.1 [cd3eb016] + HTTP v1.10.17 [92d709cd] + IrrationalConstants v0.2.4 [692b3bcd] + JLLWrappers v1.7.0 [682c06a0] + JSON v0.21.4 [0f8b85d8] + JSON3 v1.14.3 [4076af6c] + JuMP v1.26.0 [2ab3a3ac] + LogExpFunctions v0.3.29 [e6f89c97] + LoggingExtras v1.1.0 [1914dd2f] + MacroTools v0.5.16 [b8f27783] + MathOptInterface v1.42.0 [739be429] + MbedTLS v1.1.9 [d8a4904e] + MutableArithmetics v1.6.4 [77ba4419] + NaNMath v1.1.3 [4d8831e6] + OpenSSL v1.5.0 [bac558e1] + OrderedCollections v1.8.1 [69de0a69] + Parsers v2.8.3 [aea7be01] + PrecompileTools v1.3.2 [21216c6a] + Preferences v1.4.3 [3cdcf5f2] + RecipesBase v1.3.4 [189a3867] + Reexport v1.2.2 [f4570300] + SDDP v1.12.0 [777ac1f9] + SimpleBufferStream v1.2.0 [276daf66] + SpecialFunctions v2.5.1 [1e83bf80] + StaticArraysCore v1.4.3 [10745b16] + Statistics v1.11.1 [856f2bd8] + StructTypes v1.11.0 [a759f4b9] + TimerOutputs v0.5.29 [3bb67fe8] + TranscodingStreams v0.11.3 [5c2747f8] + URIs v1.6.1 [6e34b625] + Bzip2_jll v1.0.9+0 [c8ffd9c3] + MbedTLS_jll v2.28.6+2 [efe28fd5] + OpenSpecFun_jll v0.5.6+0 [56f22d72] + Artifacts v1.11.0 [2a0f44e3] + Base64 v1.11.0 [ade2ca70] + Dates v1.11.0 [8ba89e20] + Distributed v1.11.0 [b77e0a4c] + InteractiveUtils v1.11.0 [ac6e5ff7] + JuliaSyntaxHighlighting v1.12.0 [8f399da3] + Libdl v1.11.0 [37e2e46d] + LinearAlgebra v1.12.0 [56ddb016] + Logging v1.11.0 [d6f4376e] + Markdown v1.11.0 [a63ad114] + Mmap v1.11.0 [ca575930] + NetworkOptions v1.3.0 [de0858da] + Printf v1.11.0 [9abbd945] + Profile v1.11.0 [9a3f8284] + Random v1.11.0 [ea8e919c] + SHA v0.7.0 [9e88b42a] + Serialization v1.11.0 [6462fe0b] + Sockets v1.11.0 [2f01184e] + SparseArrays v1.12.0 [f489334b] + StyledStrings v1.11.0 [fa267f1f] + TOML v1.0.3 [8dfed614] + Test v1.11.0 [cf7118a7] + UUIDs v1.11.0 [4ec0a83e] + Unicode v1.11.0 [e66e0078] + CompilerSupportLibraries_jll v1.3.0+1 [14a3606d] + MozillaCACerts_jll v2025.5.20 [4536629a] + OpenBLAS_jll v0.3.29+0 [05823500] + OpenLibm_jll v0.8.5+0 [458c3c95] + OpenSSL_jll v3.5.1+0 [bea87d4a] + SuiteSparse_jll v7.10.1+0 [83775a58] + Zlib_jll v1.3.1+2 [8e850b90] + libblastrampoline_jll v5.13.1+0 Installation completed after 4.72s ################################################################################ # Precompilation # Precompiling PkgEval dependencies... Precompiling packages... 2212.6 ms ✓ TestEnv 1 dependency successfully precompiled in 2 seconds. 26 already precompiled. Precompiling package dependencies... Precompilation completed after 468.64s ################################################################################ # Testing # Testing SDDP Status `/tmp/jl_hkvjR3/Project.toml` [87dc4568] HiGHS v1.18.2 [b6b21f68] Ipopt v1.10.6 [682c06a0] JSON v0.21.4 [7d188eb4] JSONSchema v1.4.1 [91a5bcdd] Plots v1.40.17 [f4570300] SDDP v1.12.0 [10745b16] Statistics v1.11.1 [8ba89e20] Distributed v1.11.0 [f43a241f] Downloads v1.7.0 [44cfe95a] Pkg v1.13.0 [9a3f8284] Random v1.11.0 [8dfed614] Test v1.11.0 Status `/tmp/jl_hkvjR3/Manifest.toml` [66dad0bd] AliasTables v1.1.3 [6e4b80f9] BenchmarkTools v1.6.0 [d1d4a3ce] BitFlags v0.1.9 [523fee87] CodecBzip2 v0.8.5 [944b1d66] CodecZlib v0.7.8 [35d6a980] ColorSchemes v3.30.0 [3da002f7] ColorTypes v0.12.1 [c3611d14] ColorVectorSpace v0.11.0 [5ae59095] Colors v0.13.1 [bbf7d656] CommonSubexpressions v0.3.1 [34da2185] Compat v4.17.0 [f0e56b4a] ConcurrentUtilities v2.5.0 [d38c429a] Contour v0.6.3 [9a962f9c] DataAPI v1.16.0 [864edb3b] DataStructures v0.18.22 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Testing Running tests... [ Info: Experimental.jl [ Info: fetching remote ref https://jump.dev/MathOptFormat/schemas/mof.1.schema.json [ Info: MSPFormat.jl [ Info: algorithm.jl ┌ Warning: Unable to recover in direct mode! Remove `direct = true` when creating the policy graph. └ @ SDDP ~/.julia/packages/SDDP/She2h/src/algorithm.jl:391 [ Info: Writing cuts to the file `model_infeasible_node_1.cuts.json` [ Info: Writing cuts to the file `model_infeasible_node_1.cuts.json` ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 1.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] JuMP.AffExpr in MOI.GreaterThan{Float64} : [1, 1] JuMP.VariableRef in MOI.GreaterThan{Float64} : [2, 2] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [2e+00, 2e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- † 1 0.000000e+00 0.000000e+00 1.999359e-01 4 1 3 0.000000e+00 0.000000e+00 4.825139e-01 12 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.825139e-01 total solves : 12 best bound : 0.000000e+00 simulation ci : 0.000000e+00 ± 0.000000e+00 numeric issues : 1 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 8.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] JuMP.AffExpr in MOI.EqualTo{Float64} : [1, 1] JuMP.VariableRef in MOI.EqualTo{Float64} : [1, 1] JuMP.VariableRef in MOI.GreaterThan{Float64} : [4, 4] JuMP.VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 3e+02] bounds range [1e+02, 2e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 1.100000e+05 1.075000e+05 1.223087e-02 9 1 20 7.500000e+04 1.075000e+05 3.859711e-01 204 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.859711e-01 total solves : 204 best bound : 1.075000e+05 simulation ci : 8.268750e+04 ± 1.084410e+04 numeric issues : 0 ------------------------------------------------------------------- ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/She2h/src/algorithm.jl:1170 ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/She2h/src/algorithm.jl:1170 [ Info: binary_expansion.jl [ Info: deterministic_equivalent.jl [ Info: modeling_aids.jl ┌ Warning: Budget for nodes is less than the number of stages. Using one node per stage. └ @ SDDP ~/.julia/packages/SDDP/She2h/src/modeling_aids.jl:125 [ Info: user_interface.jl [ Info: backward_sampling_schemes.jl [ Info: bellman_functions.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 2.70000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] JuMP.AffExpr in MOI.EqualTo{Float64} : [2, 2] JuMP.VariableRef in MOI.GreaterThan{Float64} : [5, 5] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 2] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [2e+00, 1e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 2.500000e+01 2.138889e+01 5.960169e-01 12 1 10 2.500000e+00 3.361111e+01 6.095040e-01 120 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.095040e-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 : 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 6.636143e-03 12 1 10 2.500000e+00 3.361111e+01 1.781011e-02 120 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.781011e-02 total solves : 120 best bound : 3.361111e+01 simulation ci : 2.775000e+01 ± 3.280073e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] JuMP.AffExpr in MOI.EqualTo{Float64} : [2, 2] JuMP.VariableRef in MOI.EqualTo{Float64} : [3, 3] JuMP.VariableRef in MOI.GreaterThan{Float64} : [5, 5] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 9.250000e+01 5.268631e+01 5.470037e-03 46 1 50 0.000000e+00 1.191663e+02 2.368462e-01 1625 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 2.368462e-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 5.611181e-03 46 1 50 0.000000e+00 1.191663e+02 2.388711e-01 1625 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 2.388711e-01 total solves : 1625 best bound : 1.191663e+02 simulation ci : 7.795000e+01 ± 2.885518e+01 numeric issues : 0 ------------------------------------------------------------------- [ Info: duality_handlers.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 2 scenarios : 1.00000e+02 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 11] JuMP.AffExpr in MOI.LessThan{Float64} : [2, 2] JuMP.VariableRef in MOI.EqualTo{Float64} : [2, 2] JuMP.VariableRef in MOI.GreaterThan{Float64} : [3, 7] JuMP.VariableRef in MOI.LessThan{Float64} : [2, 7] JuMP.VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 6e+00] objective range [1e+00, 3e+01] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 -4.650000e+01 -7.053967e+01 2.043967e+00 103 1 3S -5.785826e+01 -6.755367e+01 3.755356e+00 309 1 11S -8.368889e+01 -6.677644e+01 5.595022e+00 1133 1 15S -4.168889e+01 -6.677644e+01 7.411337e+00 1545 1 19S -4.168889e+01 -6.677644e+01 9.117147e+00 1957 1 31S -6.068889e+01 -6.677644e+01 1.441373e+01 3193 1 43S -8.368889e+01 -6.677644e+01 1.971819e+01 4429 1 55S -4.868889e+01 -6.677644e+01 2.494597e+01 5665 1 67S -7.668889e+01 -6.677644e+01 3.023966e+01 6901 1 79S -4.168889e+01 -6.677644e+01 3.546562e+01 8137 1 91S -6.068889e+01 -6.677644e+01 4.074471e+01 9373 1 100 -8.368889e+01 -6.677644e+01 4.417910e+01 10300 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.417910e+01 total solves : 10300 best bound : -6.677644e+01 simulation ci : -5.960112e+01 ± 3.154656e+00 numeric issues : 0 ------------------------------------------------------------------- ****************************************************************************** This program contains Ipopt, a library for large-scale nonlinear optimization. Ipopt is released as open source code under the Eclipse Public License (EPL). For more information visit https://github.com/coin-or/Ipopt ****************************************************************************** [ Info: forward_passes.jl ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/She2h/src/algorithm.jl:1170 [ Info: local_improvement_search.jl [ Info: exp = 15 [ Info: OA(exp) = 220 [ Info: piecewise = 7 [ Info: OA(piecewise) = 6 [ Info: squared = 3 [ Info: OA(squared) = 16 [ Info: parallel_schemes.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : Asynchronous mode with 4 workers. risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [0e+00, 0e+00] objective range [1e+00, 1e+00] bounds range [1e+00, 6e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 7.000000e+00 6.000000e+00 1.537850e+02 2 4 20 7.000000e+00 6.000000e+00 1.557923e+02 40 2 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.557923e+02 total solves : 40 best bound : 6.000000e+00 simulation ci : 6.400000e+00 ± 8.578868e-01 numeric issues : 0 ------------------------------------------------------------------- ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/She2h/src/algorithm.jl:1170 ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 4.00000e+00 existing cuts : true options solver : Asynchronous mode with 4 workers. risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] AffExpr in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [1e+00, 6e+00] rhs range [4e+00, 4e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 5.000000e+00 6.000000e+00 1.327469e-01 48 1 20 9.000000e+00 6.000000e+00 2.490511e-01 162 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 2.490511e-01 total solves : 162 best bound : 6.000000e+00 simulation ci : 5.900000e+00 ± 9.633534e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: risk_measures.jl ┌ Warning: Radius is very small. You should probably use `SDDP.Expectation()` instead. └ @ SDDP ~/.julia/packages/SDDP/She2h/src/plugins/risk_measures.jl:528 ┌ Warning: Radius is very small. You should probably use `SDDP.Expectation()` instead. └ @ SDDP ~/.julia/packages/SDDP/She2h/src/plugins/risk_measures.jl:528 ┌ Warning: Radius is very small. You should probably use `SDDP.Expectation()` instead. └ @ SDDP ~/.julia/packages/SDDP/She2h/src/plugins/risk_measures.jl:528 [ Info: sampling_schemes.jl [ Info: stopping_rules.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 1.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [0e+00, 0e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 0.000000e+00 0.000000e+00 2.506018e-03 4 1 50 0.000000e+00 0.000000e+00 1.275940e-01 200 1 ------------------------------------------------------------------- status : first_stage_stopping total time (s) : 1.275940e-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/She2h/src/plugins/stopping_rules.jl:132 Simulated policy value: [ 5.035598e+00, 6.964402e+00] Simulated policy value: [ 5.282880e+00, 7.117120e+00] Simulated policy value: [ 5.606329e+00, 7.393671e+00] ┌ Warning: Are you really sure you want to use this stopping rule? Read why we don't recommend it by typing `? SDDP.Statistical` into the REPL to read the docstring. │ │ If you understand what you are doing, you can disable this warning with `SDDP.Statistical(; disable_warning = true)` └ @ SDDP ~/.julia/packages/SDDP/She2h/src/plugins/stopping_rules.jl:132 Simulated policy value: [ 5.035598e+00, 6.964402e+00] Simulated policy value: [ 5.282880e+00, 7.117120e+00] Simulated policy value: [ 5.606329e+00, 7.393671e+00] ┌ Warning: Are you really sure you want to use this stopping rule? Read why we don't recommend it by typing `? SDDP.Statistical` into the REPL to read the docstring. │ │ If you understand what you are doing, you can disable this warning with `SDDP.Statistical(; disable_warning = true)` └ @ SDDP ~/.julia/packages/SDDP/She2h/src/plugins/stopping_rules.jl:132 [ Info: threaded.jl [ Info: value_functions.jl [ Info: visualization.jl test_SpaghettiPlot: Test Failed at /home/pkgeval/.julia/packages/SDDP/She2h/test/visualization/visualization.jl:49 Expression: read("test.html", String) == read(control, String) Evaluated: "\n\n\n\n\n \n \n \n\n\n\n
\n \n\n\n\n\n" == "\n\n\n\n\n \n \n \n\n\n\n
\n \n\n\n\n\n" Stacktrace: [1] macro expansion @ /opt/julia/share/julia/stdlib/v1.13/Test/src/Test.jl:741 [inlined] [2] test_SpaghettiPlot() @ Main.TestVisualization ~/.julia/packages/SDDP/She2h/test/visualization/visualization.jl:49 [3] macro expansion @ ~/.julia/packages/SDDP/She2h/test/visualization/visualization.jl:17 [inlined] [4] macro expansion @ /opt/julia/share/julia/stdlib/v1.13/Test/src/Test.jl:1858 [inlined] [5] runtests() @ Main.TestVisualization ~/.julia/packages/SDDP/She2h/test/visualization/visualization.jl:17 ┌ Warning: `SDDP.save` is deprecated. Use `SDDP.plot` instead. │ caller = test_SpaghettiPlot() at visualization.jl:51 └ @ Core ~/.julia/packages/SDDP/She2h/test/visualization/visualization.jl:51 test_SpaghettiPlot: Test Failed at /home/pkgeval/.julia/packages/SDDP/She2h/test/visualization/visualization.jl:55 Expression: read("test.html", String) == read(control, String) Evaluated: "\n\n\n\n\n \n \n \n\n\n\n
\n \n\n\n\n\n" == "\n\n\n\n\n \n \n \n\n\n\n
\n \n\n\n\n\n" Stacktrace: [1] macro expansion @ /opt/julia/share/julia/stdlib/v1.13/Test/src/Test.jl:741 [inlined] [2] test_SpaghettiPlot() @ Main.TestVisualization ~/.julia/packages/SDDP/She2h/test/visualization/visualization.jl:55 [3] macro expansion @ ~/.julia/packages/SDDP/She2h/test/visualization/visualization.jl:17 [inlined] [4] macro expansion @ /opt/julia/share/julia/stdlib/v1.13/Test/src/Test.jl:1858 [inlined] [5] runtests() @ Main.TestVisualization ~/.julia/packages/SDDP/She2h/test/visualization/visualization.jl:17 [ Info: FAST_hydro_thermal.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 2.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.GreaterThan{Float64} : [1, 1] AffExpr in MOI.LessThan{Float64} : [1, 1] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [3, 4] VariableRef in MOI.LessThan{Float64} : [2, 2] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 5e+00] bounds range [8e+00, 8e+00] rhs range [6e+00, 6e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 -2.000000e+01 -1.000000e+01 3.288308e+00 5 1 20 0.000000e+00 -1.000000e+01 3.600430e+00 104 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.600430e+00 total solves : 104 best bound : -1.000000e+01 simulation ci : -1.100000e+01 ± 4.474009e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: FAST_production_management.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 2 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] AffExpr in MOI.LessThan{Float64} : [3, 3] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [2e-01, 3e+00] bounds range [5e+01, 5e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 5 -5.320000e+00 -2.396000e+01 1.046109e-02 52 1 10 -2.396000e+01 -2.396000e+01 1.419616e-02 92 1 15 -4.260000e+01 -2.396000e+01 1.816702e-02 132 1 20 -2.396000e+01 -2.396000e+01 2.361512e-02 172 1 25 -5.320000e+00 -2.396000e+01 2.918005e-02 224 1 30 -5.320000e+00 -2.396000e+01 3.412318e-02 264 1 35 -2.396000e+01 -2.396000e+01 3.939819e-02 304 1 40 -2.396000e+01 -2.396000e+01 4.505610e-02 344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 4.505610e-02 total solves : 344 best bound : -2.396000e+01 simulation ci : -1.868714e+01 ± 3.990349e+00 numeric issues : 0 ------------------------------------------------------------------- ──────────────────────────────────────────────────────────────────────────────────── Time Allocations ─────────────────────── ──────────────────────── Tot / % measured: 196ms / 20.4% 12.6MiB / 62.4% Section ncalls time %tot avg alloc %tot avg ──────────────────────────────────────────────────────────────────────────────────── backward_pass 40 23.2ms 58.1% 581μs 5.87MiB 74.9% 150KiB solve_subproblem 160 12.2ms 30.6% 76.4μs 828KiB 10.3% 5.18KiB get_dual_solution 160 617μs 1.5% 3.86μs 180KiB 2.2% 1.12KiB prepare_backward_pass 160 25.8μs 0.1% 161ns 0.00B 0.0% 0.00B forward_pass 40 12.0ms 30.0% 300μs 1.75MiB 22.4% 44.8KiB solve_subproblem 120 11.2ms 28.0% 93.2μs 1.58MiB 20.1% 13.4KiB get_dual_solution 120 37.0μs 0.1% 309ns 13.1KiB 0.2% 112B sample_scenario 40 134μs 0.3% 3.35μs 24.2KiB 0.3% 620B calculate_bound 40 4.74ms 11.9% 118μs 215KiB 2.7% 5.38KiB get_dual_solution 40 18.7μs 0.0% 467ns 4.38KiB 0.1% 112B get_dual_solution 36 11.4μs 0.0% 316ns 3.94KiB 0.0% 112B ──────────────────────────────────────────────────────────────────────────────────── ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 2 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] AffExpr in MOI.LessThan{Float64} : [3, 3] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [2e-01, 3e+00] bounds range [5e+01, 5e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 5 -2.396000e+01 -2.396000e+01 2.870798e-02 52 1 10 -2.396000e+01 -2.396000e+01 3.291512e-02 92 1 15 -2.396000e+01 -2.396000e+01 3.773117e-02 132 1 20 -4.260000e+01 -2.396000e+01 4.325318e-02 172 1 25 -5.320000e+00 -2.396000e+01 5.036402e-02 224 1 30 -2.396000e+01 -2.396000e+01 5.721617e-02 264 1 35 -2.396000e+01 -2.396000e+01 6.485915e-02 304 1 40 -5.320000e+00 -2.396000e+01 7.322097e-02 344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 7.322097e-02 total solves : 344 best bound : -2.396000e+01 simulation ci : -2.237170e+01 ± 4.300524e+00 numeric issues : 0 ------------------------------------------------------------------- ──────────────────────────────────────────────────────────────────────────────────── Time Allocations ─────────────────────── ──────────────────────── Tot / % measured: 76.9ms / 88.4% 14.9MiB / 93.9% Section ncalls time %tot avg alloc %tot avg ──────────────────────────────────────────────────────────────────────────────────── backward_pass 40 52.1ms 76.6% 1.30ms 12.0MiB 85.9% 308KiB solve_subproblem 160 12.6ms 18.6% 79.0μs 830KiB 5.8% 5.19KiB get_dual_solution 160 618μs 0.9% 3.86μs 180KiB 1.3% 1.12KiB prepare_backward_pass 160 28.0μs 0.0% 175ns 0.00B 0.0% 0.00B forward_pass 40 10.8ms 15.8% 269μs 1.75MiB 12.5% 44.8KiB solve_subproblem 120 10.0ms 14.7% 83.1μs 1.58MiB 11.3% 13.4KiB get_dual_solution 120 34.6μs 0.1% 288ns 13.1KiB 0.1% 112B sample_scenario 40 137μs 0.2% 3.41μs 24.3KiB 0.2% 623B calculate_bound 40 5.10ms 7.5% 128μs 217KiB 1.5% 5.42KiB get_dual_solution 40 20.6μs 0.0% 514ns 4.38KiB 0.0% 112B get_dual_solution 36 11.1μs 0.0% 308ns 3.94KiB 0.0% 112B ──────────────────────────────────────────────────────────────────────────────────── [ Info: FAST_quickstart.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 2.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 4] AffExpr in MOI.LessThan{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [2, 3] VariableRef in MOI.LessThan{Float64} : [2, 2] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 2e+00] bounds range [2e+00, 5e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 0.000000e+00 -2.500000e+00 8.915997e-02 5 1 2 -2.500000e+00 -2.000000e+00 9.018588e-02 14 1 3 -1.000000e+00 -2.000000e+00 9.063196e-02 19 1 4 -1.000000e+00 -2.000000e+00 9.102082e-02 24 1 5 -1.000000e+00 -2.000000e+00 9.140396e-02 29 1 6 -3.000000e+00 -2.000000e+00 9.179997e-02 34 1 7 -1.000000e+00 -2.000000e+00 9.218383e-02 39 1 8 -1.000000e+00 -2.000000e+00 9.257293e-02 44 1 9 -3.000000e+00 -2.000000e+00 9.297800e-02 49 1 10 -1.000000e+00 -2.000000e+00 9.337687e-02 54 1 11 -3.000000e+00 -2.000000e+00 9.380293e-02 59 1 12 -3.000000e+00 -2.000000e+00 9.421396e-02 64 1 13 -1.000000e+00 -2.000000e+00 9.463501e-02 69 1 14 -1.000000e+00 -2.000000e+00 9.505486e-02 74 1 15 -3.000000e+00 -2.000000e+00 9.548092e-02 79 1 16 -1.000000e+00 -2.000000e+00 9.592581e-02 84 1 17 -3.000000e+00 -2.000000e+00 9.637380e-02 89 1 18 -3.000000e+00 -2.000000e+00 9.683895e-02 94 1 19 -1.000000e+00 -2.000000e+00 9.729385e-02 99 1 20 -3.000000e+00 -2.000000e+00 9.776688e-02 104 1 21 -1.000000e+00 -2.000000e+00 9.855485e-02 113 1 22 -1.000000e+00 -2.000000e+00 9.904194e-02 118 1 23 -3.000000e+00 -2.000000e+00 9.952497e-02 123 1 24 -3.000000e+00 -2.000000e+00 1.000240e-01 128 1 25 -1.000000e+00 -2.000000e+00 1.005259e-01 133 1 26 -3.000000e+00 -2.000000e+00 1.010408e-01 138 1 27 -3.000000e+00 -2.000000e+00 1.015608e-01 143 1 28 -1.000000e+00 -2.000000e+00 1.020880e-01 148 1 29 -3.000000e+00 -2.000000e+00 1.026149e-01 153 1 30 -3.000000e+00 -2.000000e+00 1.031489e-01 158 1 31 -1.000000e+00 -2.000000e+00 1.036949e-01 163 1 32 -1.000000e+00 -2.000000e+00 1.042778e-01 168 1 33 -1.000000e+00 -2.000000e+00 1.048410e-01 173 1 34 -3.000000e+00 -2.000000e+00 1.053920e-01 178 1 35 -1.000000e+00 -2.000000e+00 1.059608e-01 183 1 36 -3.000000e+00 -2.000000e+00 1.065249e-01 188 1 37 -1.000000e+00 -2.000000e+00 1.071079e-01 193 1 38 -1.000000e+00 -2.000000e+00 1.076939e-01 198 1 39 -1.000000e+00 -2.000000e+00 1.082809e-01 203 1 40 -1.000000e+00 -2.000000e+00 1.088769e-01 208 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.088769e-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 1.421709e-01 51 1 32 4.769110e+02 2.344667e+02 1.179905e+00 8544 1 63 1.493193e+03 2.362190e+02 2.363943e+00 15909 1 88 1.590520e+02 2.363873e+02 3.368748e+00 20832 1 100 4.969839e+02 2.364135e+02 4.187473e+00 23928 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.187473e+00 total solves : 23928 best bound : 2.364135e+02 simulation ci : 2.345669e+02 ± 6.032770e+01 numeric issues : 0 ------------------------------------------------------------------- On average, 2.1 units of thermal are used in the first stage. [ Info: StochDynamicProgramming.jl_multistock.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 3 scenarios : 1.43489e+07 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [13, 13] AffExpr in MOI.EqualTo{Float64} : [3, 3] AffExpr in MOI.LessThan{Float64} : [1, 1] VariableRef in MOI.EqualTo{Float64} : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [7, 7] VariableRef in MOI.LessThan{Float64} : [6, 7] numerical stability report matrix range [1e+00, 1e+00] objective range [3e-01, 2e+00] bounds range [5e-01, 5e+00] rhs range [2e+00, 2e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -4.977586e+00 -4.446713e+00 4.150960e-01 1400 1 20 -4.764789e+00 -4.394789e+00 5.513191e-01 2800 1 30 -4.672487e+00 -4.377000e+00 7.530200e-01 4200 1 40 -4.483495e+00 -4.370632e+00 8.992131e-01 5600 1 50 -4.167321e+00 -4.364999e+00 1.052112e+00 7000 1 60 -4.362455e+00 -4.358864e+00 1.206207e+00 8400 1 70 -4.849916e+00 -4.355337e+00 1.361257e+00 9800 1 80 -4.861568e+00 -4.353006e+00 1.524053e+00 11200 1 90 -4.268264e+00 -4.350407e+00 1.687853e+00 12600 1 100 -4.539897e+00 -4.348641e+00 1.853475e+00 14000 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.853475e+00 total solves : 14000 best bound : -4.348641e+00 simulation ci : -4.325070e+00 ± 8.068871e-02 numeric issues : 0 ------------------------------------------------------------------- [ Info: StochDynamicProgramming.jl_stock.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 1 scenarios : 1.00000e+05 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 5] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [3, 3] VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [3e-01, 2e+00] bounds range [5e-01, 2e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -1.671715e+00 -1.476962e+00 2.118542e-01 1050 1 20 -1.529197e+00 -1.471817e+00 2.513330e-01 1600 1 30 -1.410768e+00 -1.471408e+00 3.422961e-01 2650 1 40 -1.596461e+00 -1.471258e+00 3.847702e-01 3200 1 50 -1.002277e+00 -1.471216e+00 4.788461e-01 4250 1 60 -1.085156e+00 -1.471164e+00 5.237832e-01 4800 1 70 -1.391746e+00 -1.471164e+00 6.217260e-01 5850 1 80 -1.448703e+00 -1.471132e+00 6.688392e-01 6400 1 90 -1.488989e+00 -1.471087e+00 7.683861e-01 7450 1 100 -1.564260e+00 -1.471075e+00 8.188300e-01 8000 1 110 -1.738157e+00 -1.471075e+00 8.675952e-01 8550 1 120 -1.591292e+00 -1.471075e+00 9.188130e-01 9100 1 130 -1.271481e+00 -1.471075e+00 9.680860e-01 9650 1 140 -1.249746e+00 -1.471075e+00 1.021533e+00 10200 1 150 -1.536222e+00 -1.471075e+00 1.075791e+00 10750 1 160 -1.565422e+00 -1.471075e+00 1.179252e+00 11300 1 170 -1.631076e+00 -1.471075e+00 1.232330e+00 11850 1 180 -1.494909e+00 -1.471075e+00 1.285636e+00 12400 1 182 -9.083563e-01 -1.471075e+00 1.295226e+00 12510 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.295226e+00 total solves : 12510 best bound : -1.471075e+00 simulation ci : -1.462065e+00 ± 2.699238e-02 numeric issues : 0 ------------------------------------------------------------------- [ Info: StructDualDynProg.jl_prob5.2_2stages.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 4 scenarios : 2.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [29, 29] AffExpr in MOI.EqualTo{Float64} : [4, 5] AffExpr in MOI.GreaterThan{Float64} : [3, 3] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.EqualTo{Float64} : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [22, 22] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+06] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 3.455904e+05 3.147347e+05 1.128197e-02 54 1 20 3.336455e+05 3.402383e+05 1.816297e-02 104 1 30 3.993519e+05 3.403155e+05 2.422690e-02 158 1 40 3.337559e+05 3.403155e+05 2.965093e-02 208 1 48 3.337559e+05 3.403155e+05 3.463292e-02 248 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.463292e-02 total solves : 248 best bound : 3.403155e+05 simulation ci : 1.298444e+08 ± 1.785864e+08 numeric issues : 0 ------------------------------------------------------------------- [ Info: StructDualDynProg.jl_prob5.2_3stages.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 4 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [29, 29] AffExpr in MOI.EqualTo{Float64} : [4, 5] AffExpr in MOI.GreaterThan{Float64} : [3, 3] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.EqualTo{Float64} : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [22, 22] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+05] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 4.403329e+05 3.509666e+05 1.723409e-02 92 1 20 4.506600e+05 4.054833e+05 2.869010e-02 172 1 30 3.959476e+05 4.067125e+05 3.862691e-02 264 1 40 4.497721e+05 4.067125e+05 4.786611e-02 344 1 47 3.959476e+05 4.067125e+05 5.533600e-02 400 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.533600e-02 total solves : 400 best bound : 4.067125e+05 simulation ci : 2.696242e+07 ± 3.645299e+07 numeric issues : 0 ------------------------------------------------------------------- [ Info: agriculture_mccardle_farm.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 10 state variables : 4 scenarios : 2.70000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [24, 24] AffExpr in MOI.EqualTo{Float64} : [3, 3] AffExpr in MOI.GreaterThan{Float64} : [1, 1] AffExpr in MOI.LessThan{Float64} : [1, 6] VariableRef in MOI.GreaterThan{Float64} : [20, 20] VariableRef in MOI.LessThan{Float64} : [1, 2] numerical stability report matrix range [1e+00, 8e+01] objective range [1e+00, 1e+03] bounds range [6e+01, 6e+01] rhs range [2e+02, 3e+03] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 8.316000e+03 0.000000e+00 2.960534e+00 14 1 40 2.308500e+03 4.074139e+03 3.373748e+00 776 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.373748e+00 total solves : 776 best bound : 4.074139e+03 simulation ci : 4.224313e+03 ± 6.692189e+02 numeric issues : 0 ------------------------------------------------------------------- [ Info: air_conditioning.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [4, 4] VariableRef in MOI.Integer : [3, 3] VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 3e+02] bounds range [1e+02, 2e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1L 7.000000e+04 6.250000e+04 1.134337e+00 8 1 11L 4.000000e+04 6.250000e+04 2.198076e+00 100 1 20L 6.000000e+04 6.250000e+04 3.040075e+00 172 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.040075e+00 total solves : 172 best bound : 6.250000e+04 simulation ci : 5.475000e+04 ± 7.336233e+03 numeric issues : 0 ------------------------------------------------------------------- Lower bound is: 62500.0 With first stage solutions 200.0 (production) and 100.0 (stored_production). ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [4, 4] VariableRef in MOI.Integer : [3, 3] VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 3e+02] bounds range [1e+02, 2e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 7.000000e+04 6.250000e+04 6.669044e-03 8 1 20 4.000000e+04 6.250000e+04 8.932800e-01 172 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 8.932800e-01 total solves : 172 best bound : 6.250000e+04 simulation ci : 5.950000e+04 ± 8.933885e+03 numeric issues : 0 ------------------------------------------------------------------- Lower bound is: 62500.0 With first stage solutions 200.0 (production) and 100.0 (stored_production). [ Info: air_conditioning_forward.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 5] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [4, 4] VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 3e+02] bounds range [1e+02, 2e+02] rhs range [1e+02, 3e+02] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 7.000000e+04 6.250000e+04 2.806711e-02 5 1 10 4.000000e+04 6.250000e+04 4.331172e-01 50 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.331172e-01 total solves : 50 best bound : 6.250000e+04 simulation ci : 5.450000e+04 ± 1.135842e+04 numeric issues : 0 ------------------------------------------------------------------- [ Info: all_blacks.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 2 scenarios : 1.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [2, 3] VariableRef in MOI.LessThan{Float64} : [3, 3] VariableRef in MOI.ZeroOne : [3, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 6e+00] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1L 6.000000e+00 9.000000e+00 1.606040e-01 6 1 20L 9.000000e+00 9.000000e+00 2.086570e-01 123 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.086570e-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 5.173070e-01 87 1 10 -1.109375e+01 2.605769e-01 5.231001e-01 142 1 15 3.105797e+00 5.434132e-01 5.292060e-01 197 1 20 -2.463349e+01 1.503415e+00 5.356860e-01 252 1 25 -1.421085e-14 1.514085e+00 5.421591e-01 307 1 30 4.864000e+01 1.514085e+00 1.570730e+00 394 1 35 4.864000e+01 1.514085e+00 1.576772e+00 449 1 40 -8.870299e+00 1.514085e+00 1.583392e+00 504 1 45 -1.428571e+00 1.514085e+00 1.589961e+00 559 1 48 -1.428571e+00 1.514085e+00 1.594350e+00 592 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.594350e+00 total solves : 592 best bound : 1.514085e+00 simulation ci : 2.494033e+00 ± 5.472486e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: asset_management_stagewise.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 7 state variables : 2 scenarios : 3.20000e+01 existing cuts : false options solver : serial mode risk measure : #108 sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [2, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [2e-02, 4e+00] bounds range [1e+03, 1e+03] rhs range [6e+01, 8e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 1.395796e+01 1.428818e+00 4.583969e-01 278 1 20 1.440356e+01 1.278425e+00 4.758010e-01 428 1 30 8.388546e+00 1.278425e+00 5.060210e-01 706 1 40 6.666667e-03 1.278410e+00 5.243061e-01 856 1 50 -5.614035e+00 1.278410e+00 5.550430e-01 1134 1 60 1.426676e+01 1.278410e+00 5.755260e-01 1284 1 64 1.261296e+01 1.278410e+00 5.840518e-01 1344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.840518e-01 total solves : 1344 best bound : 1.278410e+00 simulation ci : 8.172580e-01 ± 5.385320e+00 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 7 state variables : 2 scenarios : 3.20000e+01 existing cuts : false options solver : serial mode risk measure : #108 sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [2, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [2e-02, 4e+00] bounds range [1e+03, 1e+03] rhs range [6e+01, 8e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 1.111809e+00 1.278488e+00 4.047990e-02 278 1 20 1.111084e+01 1.278410e+00 6.385589e-02 428 1 30 2.293779e+01 1.278410e+00 1.029370e-01 706 1 40 1.426676e+01 1.278410e+00 1.380100e-01 856 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.380100e-01 total solves : 856 best bound : 1.278410e+00 simulation ci : 3.654300e+00 ± 6.176856e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: belief.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 4 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] AffExpr in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [3, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 2e+00] bounds range [2e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 4.787277e+00 9.346930e+00 2.715332e+00 900 1 20 6.374753e+00 1.361934e+01 2.855845e+00 1720 1 30 2.848217e+01 1.624016e+01 3.176502e+00 3036 1 40 1.973944e+01 1.776547e+01 3.495878e+00 4192 1 50 4.000000e+00 1.889360e+01 3.741737e+00 5020 1 60 1.142478e+01 1.907862e+01 4.025379e+00 5808 1 70 9.386421e+00 1.961295e+01 4.303240e+00 6540 1 80 5.667851e+01 1.890911e+01 4.519186e+00 7088 1 90 3.740597e+01 1.993139e+01 4.991516e+00 8180 1 100 9.867183e+00 2.001688e+01 5.205759e+00 8664 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 5.205759e+00 total solves : 8664 best bound : 2.001688e+01 simulation ci : 2.301336e+01 ± 4.670816e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: biobjective_hydro.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 5] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 0.000000e+00 0.000000e+00 1.416576e+00 36 1 10 0.000000e+00 0.000000e+00 1.435926e+00 360 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.435926e+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 2.945900e-03 407 1 10 2.850000e+02 5.728212e+02 2.956581e-02 731 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 2.956581e-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 2.907038e-03 778 1 10 2.825000e+02 3.465177e+02 3.067684e-02 1102 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.067684e-02 total solves : 1102 best bound : 3.465177e+02 simulation ci : 3.598954e+02 ± 6.281469e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 20] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 2.387500e+02 1.994007e+02 2.962828e-03 1149 1 10 2.587500e+02 2.052799e+02 2.933383e-02 1473 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 2.933383e-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 3.414154e-03 1520 1 10 2.875000e+02 4.661908e+02 3.349113e-02 1844 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.349113e-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 3.084183e-03 1891 1 10 1.000000e+02 1.129771e+02 2.854919e-02 2215 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 2.854919e-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 3.324032e-03 2262 1 10 1.625000e+02 2.794553e+02 3.259301e-02 2586 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.259301e-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 3.603220e-03 2633 1 10 5.487500e+02 4.077574e+02 3.510523e-02 2957 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.510523e-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 3.875017e-03 3004 1 10 6.771875e+02 5.210100e+02 3.603601e-02 3328 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.603601e-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 3.336191e-03 3375 1 10 5.312500e+01 5.938345e+01 2.982306e-02 3699 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 2.982306e-02 total solves : 3699 best bound : 5.938345e+01 simulation ci : 6.187500e+01 ± 1.306667e+01 numeric issues : 0 ------------------------------------------------------------------- [ Info: booking_management.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 2 scenarios : 3.20000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [10, 10] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.GreaterThan{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [6, 6] VariableRef in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 6] VariableRef in MOI.LessThan{Float64} : [6, 6] VariableRef in MOI.ZeroOne : [5, 5] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 6e+00] bounds range [1e+00, 1e+01] rhs range [1e+00, 1e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 5 8.000000e+00 9.440450e+00 7.842779e-01 235 1 10 1.000000e+01 9.159200e+00 1.091414e+00 310 1 15 1.000000e+01 9.159200e+00 1.455405e+00 385 1 20 1.000000e+01 9.159200e+00 1.786269e+00 460 1 25 1.000000e+01 9.159200e+00 3.697409e+00 695 1 30 4.000000e+00 9.159200e+00 4.022405e+00 770 1 35 1.000000e+01 9.159200e+00 4.347272e+00 845 1 40 1.000000e+01 9.159200e+00 4.693273e+00 920 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 4.693273e+00 total solves : 920 best bound : 9.159200e+00 simulation ci : 7.200000e+00 ± 8.485598e-01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 4 scenarios : 2.16000e+02 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [18, 18] AffExpr in MOI.EqualTo{Float64} : [4, 4] AffExpr in MOI.GreaterThan{Float64} : [4, 4] AffExpr in MOI.LessThan{Float64} : [12, 12] VariableRef in MOI.EqualTo{Float64} : [4, 4] VariableRef in MOI.GreaterThan{Float64} : [9, 10] VariableRef in MOI.LessThan{Float64} : [10, 10] VariableRef in MOI.ZeroOne : [9, 9] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 4e+00] bounds range [1e+00, 2e+01] rhs range [1e+00, 1e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 5.000000e+00 6.959189e+00 8.872590e-01 510 1 20 1.000000e+01 6.834387e+00 2.035398e+00 720 1 30 7.000000e+00 6.834387e+00 4.759282e+00 1230 1 40 1.000000e+01 6.823805e+00 5.855398e+00 1440 1 50 3.000000e+00 6.823805e+00 8.636263e+00 1950 1 60 2.000000e+00 6.823805e+00 9.790270e+00 2160 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 9.790270e+00 total solves : 2160 best bound : 6.823805e+00 simulation ci : 6.183333e+00 ± 6.694539e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: generation_expansion.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 5 scenarios : 3.27680e+04 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [14, 14] AffExpr in MOI.GreaterThan{Float64} : [7, 7] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.Integer : [5, 5] VariableRef in MOI.LessThan{Float64} : [5, 6] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 5e+05] bounds range [1e+00, 1e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 5.299676e+06 2.074407e+06 9.596406e+00 920 1 20 6.049875e+06 2.075240e+06 1.149014e+01 1340 1 30 5.496647e+05 2.078257e+06 2.083539e+01 2260 1 40 3.985383e+04 2.078257e+06 2.284500e+01 2680 1 50 2.994548e+05 2.078257e+06 3.202000e+01 3600 1 60 3.799457e+06 2.078257e+06 3.403001e+01 4020 1 61 3.549665e+06 2.078257e+06 3.423701e+01 4062 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.423701e+01 total solves : 4062 best bound : 2.078257e+06 simulation ci : 2.437601e+06 ± 5.082681e+05 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 5 scenarios : 3.27680e+04 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [14, 14] AffExpr in MOI.GreaterThan{Float64} : [7, 7] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.Integer : [5, 5] VariableRef in MOI.LessThan{Float64} : [5, 6] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 5e+05] bounds range [1e+00, 1e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10L 2.049870e+06 2.079457e+06 2.411615e+01 920 1 20L 2.799668e+06 2.079457e+06 3.969215e+01 1340 1 30L 3.799443e+06 2.079457e+06 6.324115e+01 2260 1 40L 4.299882e+06 2.079457e+06 7.896114e+01 2680 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 7.896114e+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.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 1.190469e+00 1914 1 200 0.000000e+00 1.191645e+02 1.388195e+00 3840 1 300 7.500000e+01 1.191666e+02 1.586484e+00 5738 1 328 2.500000e+00 1.191667e+02 1.622692e+00 6034 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.622692e+00 total solves : 6034 best bound : 1.191667e+02 simulation ci : 2.272866e+01 ± 3.596240e+00 numeric issues : 0 ------------------------------------------------------------------- Confidence_interval = 128.14 ± 13.91 ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] AffExpr in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 100 1.000000e+01 1.191232e+02 3.391411e-01 2806 1 200 0.000000e+00 1.191666e+02 5.700262e-01 4749 1 287 5.000000e+00 1.191667e+02 7.110910e-01 5662 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 7.110910e-01 total solves : 5662 best bound : 1.191667e+02 simulation ci : 2.112369e+01 ± 3.684376e+00 numeric issues : 0 ------------------------------------------------------------------- Confidence_interval = 122.02 ± 14.06 [ Info: infinite_horizon_trivial.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 2.000000e+01 1.998872e+01 5.907393e-02 1033 1 20 8.000000e+00 2.000000e+01 7.149506e-02 1209 1 30 1.200000e+01 2.000000e+01 1.335270e-01 2304 1 40 3.000000e+01 2.000000e+01 1.741469e-01 2594 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.741469e-01 total solves : 2594 best bound : 2.000000e+01 simulation ci : 1.970000e+01 ± 4.721453e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: no_strong_duality.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 1.000000e+00 1.500000e+00 2.855062e-03 3 1 40 2.000000e+00 2.000000e+00 4.543519e-02 604 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 4.543519e-02 total solves : 604 best bound : 2.000000e+00 simulation ci : 2.150000e+00 ± 5.038753e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: objective_state_newsvendor.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 8.51840e+04 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [1, 3] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [3, 4] VariableRef in MOI.LessThan{Float64} : [3, 3] numerical stability report matrix range [8e-01, 2e+00] objective range [1e+00, 2e+00] bounds range [1e+00, 1e+02] rhs range [5e+01, 5e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 3.675000e+00 4.115510e+00 4.220250e-01 1350 1 20 5.062500e+00 4.110713e+00 5.129530e-01 2700 1 30 4.500000e+00 4.104200e+00 6.114841e-01 4050 1 40 3.812500e+00 4.102669e+00 7.123010e-01 5400 1 50 4.725000e+00 4.095504e+00 8.198299e-01 6750 1 60 4.050000e+00 4.092999e+00 9.273081e-01 8100 1 70 4.606250e+00 4.091524e+00 1.036196e+00 9450 1 80 3.875000e+00 4.089694e+00 1.149628e+00 10800 1 90 3.750000e+00 4.089490e+00 1.265463e+00 12150 1 100 5.125000e+00 4.087894e+00 1.386905e+00 13500 1 110 4.500000e+00 4.087478e+00 1.506216e+00 14850 1 120 3.650000e+00 4.086704e+00 1.628021e+00 16200 1 130 4.406250e+00 4.086063e+00 1.754083e+00 17550 1 140 3.375000e+00 4.085981e+00 1.873916e+00 18900 1 150 3.000000e+00 4.085945e+00 2.002741e+00 20250 1 160 3.812500e+00 4.085838e+00 2.133306e+00 21600 1 170 4.250000e+00 4.085728e+00 2.266654e+00 22950 1 180 3.243750e+00 4.085593e+00 2.400493e+00 24300 1 190 4.306250e+00 4.085487e+00 2.576723e+00 25650 1 200 5.237500e+00 4.085446e+00 2.717432e+00 27000 1 210 4.500000e+00 4.085441e+00 2.853678e+00 28350 1 220 3.612500e+00 4.085405e+00 2.991821e+00 29700 1 230 3.700000e+00 4.085382e+00 3.133183e+00 31050 1 240 3.437500e+00 4.085254e+00 3.267426e+00 32400 1 250 4.100000e+00 4.085115e+00 3.403290e+00 33750 1 260 3.000000e+00 4.084973e+00 3.546670e+00 35100 1 270 4.918750e+00 4.084943e+00 3.688697e+00 36450 1 280 2.756250e+00 4.084920e+00 3.838461e+00 37800 1 290 3.737500e+00 4.084868e+00 3.991382e+00 39150 1 300 5.750000e+00 4.084868e+00 4.144091e+00 40500 1 310 5.156250e+00 4.084858e+00 4.301139e+00 41850 1 320 3.131250e+00 4.084855e+00 4.448635e+00 43200 1 330 4.125000e+00 4.084846e+00 4.598084e+00 44550 1 340 5.875000e+00 4.084820e+00 4.751519e+00 45900 1 350 4.587500e+00 4.084810e+00 4.906638e+00 47250 1 360 5.087500e+00 4.084805e+00 5.069737e+00 48600 1 370 4.393750e+00 4.084802e+00 5.226047e+00 49950 1 380 4.750000e+00 4.084792e+00 5.379240e+00 51300 1 390 4.437500e+00 4.084785e+00 5.538610e+00 52650 1 400 4.181250e+00 4.084785e+00 5.700896e+00 54000 1 410 3.650000e+00 4.084777e+00 5.897364e+00 55350 1 420 3.750000e+00 4.084769e+00 6.058998e+00 56700 1 430 3.725000e+00 4.084762e+00 6.215844e+00 58050 1 440 4.218750e+00 4.084751e+00 6.372662e+00 59400 1 450 5.500000e+00 4.084751e+00 6.529436e+00 60750 1 460 3.637500e+00 4.084747e+00 6.684492e+00 62100 1 470 2.993750e+00 4.084743e+00 6.844304e+00 63450 1 480 5.237500e+00 4.084743e+00 7.010704e+00 64800 1 490 4.212500e+00 4.084743e+00 7.166241e+00 66150 1 500 3.843750e+00 4.084743e+00 7.321756e+00 67500 1 510 3.425000e+00 4.084743e+00 7.473637e+00 68850 1 520 4.293750e+00 4.084743e+00 7.623760e+00 70200 1 530 2.818750e+00 4.084740e+00 7.789501e+00 71550 1 540 4.668750e+00 4.084740e+00 7.953404e+00 72900 1 550 2.750000e+00 4.084740e+00 8.118161e+00 74250 1 560 4.100000e+00 4.084740e+00 8.291567e+00 75600 1 570 3.200000e+00 4.084738e+00 8.463736e+00 76950 1 580 3.525000e+00 4.084738e+00 8.628788e+00 78300 1 590 3.125000e+00 4.084738e+00 8.791914e+00 79650 1 600 4.875000e+00 4.084736e+00 8.970637e+00 81000 1 610 4.050000e+00 4.084736e+00 9.135275e+00 82350 1 620 4.750000e+00 4.084733e+00 9.314936e+00 83700 1 630 3.687500e+00 4.084733e+00 9.510057e+00 85050 1 640 3.875000e+00 4.084733e+00 9.683528e+00 86400 1 650 3.625000e+00 4.084733e+00 9.846910e+00 87750 1 660 3.500000e+00 4.084732e+00 1.002071e+01 89100 1 670 4.875000e+00 4.084732e+00 1.019688e+01 90450 1 680 3.925000e+00 4.084732e+00 1.035582e+01 91800 1 690 3.900000e+00 4.084732e+00 1.051734e+01 93150 1 700 4.812500e+00 4.084732e+00 1.069059e+01 94500 1 710 5.625000e+00 4.084732e+00 1.087036e+01 95850 1 720 4.556250e+00 4.084732e+00 1.105288e+01 97200 1 730 5.150000e+00 4.084732e+00 1.123431e+01 98550 1 740 4.275000e+00 4.084732e+00 1.141642e+01 99900 1 750 4.381250e+00 4.084732e+00 1.159458e+01 101250 1 760 4.406250e+00 4.084732e+00 1.177756e+01 102600 1 770 3.393750e+00 4.084732e+00 1.195434e+01 103950 1 780 4.000000e+00 4.084732e+00 1.213517e+01 105300 1 790 3.125000e+00 4.084732e+00 1.231113e+01 106650 1 800 3.500000e+00 4.084732e+00 1.249385e+01 108000 1 810 3.750000e+00 4.084732e+00 1.266964e+01 109350 1 820 4.262500e+00 4.084732e+00 1.285469e+01 110700 1 830 4.181250e+00 4.084732e+00 1.305342e+01 112050 1 840 3.500000e+00 4.084732e+00 1.323455e+01 113400 1 850 3.318750e+00 4.084732e+00 1.340740e+01 114750 1 860 3.750000e+00 4.084732e+00 1.358508e+01 116100 1 870 4.125000e+00 4.084732e+00 1.376002e+01 117450 1 880 2.975000e+00 4.084732e+00 1.393880e+01 118800 1 890 4.400000e+00 4.084732e+00 1.412657e+01 120150 1 900 5.062500e+00 4.084732e+00 1.431500e+01 121500 1 910 5.125000e+00 4.084732e+00 1.450394e+01 122850 1 920 3.587500e+00 4.084732e+00 1.469260e+01 124200 1 930 3.612500e+00 4.084732e+00 1.487344e+01 125550 1 940 3.375000e+00 4.084732e+00 1.505153e+01 126900 1 950 4.868750e+00 4.084732e+00 1.523799e+01 128250 1 960 3.725000e+00 4.084732e+00 1.541959e+01 129600 1 970 4.356250e+00 4.084732e+00 1.559981e+01 130950 1 980 4.362500e+00 4.084732e+00 1.578813e+01 132300 1 990 3.462500e+00 4.084727e+00 1.597140e+01 133650 1 1000 3.612500e+00 4.084727e+00 1.615184e+01 135000 1 1010 3.187500e+00 4.084722e+00 1.634502e+01 136350 1 1020 3.587500e+00 4.084722e+00 1.654098e+01 137700 1 1030 5.131250e+00 4.084722e+00 1.675254e+01 139050 1 1040 4.837500e+00 4.084722e+00 1.693706e+01 140400 1 1050 4.387500e+00 4.084722e+00 1.712022e+01 141750 1 1060 4.031250e+00 4.084722e+00 1.731261e+01 143100 1 1070 3.837500e+00 4.084722e+00 1.750322e+01 144450 1 1080 3.618750e+00 4.084722e+00 1.769887e+01 145800 1 1090 3.887500e+00 4.084722e+00 1.789590e+01 147150 1 1100 4.462500e+00 4.084722e+00 1.808579e+01 148500 1 1110 4.781250e+00 4.084722e+00 1.827028e+01 149850 1 1120 4.500000e+00 4.084722e+00 1.845462e+01 151200 1 1130 2.987500e+00 4.084722e+00 1.863957e+01 152550 1 1140 5.000000e+00 4.084722e+00 1.882401e+01 153900 1 1150 3.418750e+00 4.084722e+00 1.901237e+01 155250 1 1160 3.000000e+00 4.084722e+00 1.919788e+01 156600 1 1170 3.018750e+00 4.084722e+00 1.939077e+01 157950 1 1180 3.375000e+00 4.084722e+00 1.958465e+01 159300 1 1190 4.875000e+00 4.084722e+00 1.977119e+01 160650 1 1200 3.562500e+00 4.084722e+00 1.997955e+01 162000 1 1201 4.050000e+00 4.084722e+00 2.000071e+01 162135 1 ------------------------------------------------------------------- status : time_limit total time (s) : 2.000071e+01 total solves : 162135 best bound : 4.084722e+00 simulation ci : 4.063884e+00 ± 4.209247e-02 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 8.51840e+04 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [1, 3] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [3, 4] VariableRef in MOI.LessThan{Float64} : [3, 3] numerical stability report matrix range [8e-01, 2e+00] objective range [1e+00, 2e+00] bounds range [1e+00, 1e+02] rhs range [5e+01, 5e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 4.175000e+00 5.650927e+00 2.057910e-01 1350 1 20 5.375000e+00 4.427050e+00 5.726211e-01 2700 1 30 3.037500e+00 4.057143e+00 1.101521e+00 4050 1 40 4.375000e+00 4.048320e+00 1.783953e+00 5400 1 50 3.500000e+00 4.042355e+00 2.539908e+00 6750 1 60 3.750000e+00 4.042031e+00 3.400099e+00 8100 1 70 3.968750e+00 4.041698e+00 4.518651e+00 9450 1 80 3.825000e+00 4.041671e+00 5.743971e+00 10800 1 90 3.150000e+00 4.041647e+00 7.103865e+00 12150 1 100 4.500000e+00 4.038796e+00 8.720424e+00 13500 1 110 3.618750e+00 4.038314e+00 1.094722e+01 14850 1 120 4.631250e+00 4.038222e+00 1.259934e+01 16200 1 130 3.037500e+00 4.038162e+00 1.450319e+01 17550 1 140 3.700000e+00 4.038180e+00 1.657064e+01 18900 1 150 4.687500e+00 4.038197e+00 1.873576e+01 20250 1 157 5.250000e+00 4.037667e+00 2.018438e+01 21195 1 ------------------------------------------------------------------- status : time_limit total time (s) : 2.018438e+01 total solves : 21195 best bound : 4.037667e+00 simulation ci : 4.120064e+00 ± 1.167817e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: sldp_example_one.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 8 state variables : 1 scenarios : 1.00000e+08 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] AffExpr in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [4, 4] VariableRef in MOI.LessThan{Float64} : [1, 2] VariableRef in MOI.ZeroOne : [1, 1] numerical stability report matrix range [1e+00, 2e+00] objective range [5e-01, 1e+00] bounds range [1e+00, 1e+00] rhs range [1e+00, 1e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 3.219176e+00 1.165102e+00 1.176241e+01 1680 1 20 2.078810e+00 1.166281e+00 1.274800e+01 2560 1 30 3.973033e+00 1.166907e+00 1.386656e+01 3440 1 40 3.706337e+00 1.167312e+00 2.490485e+01 5120 1 50 3.158565e+00 1.167416e+00 2.599228e+01 6000 1 60 3.642642e+00 1.167416e+00 3.707005e+01 7680 1 70 3.451253e+00 1.167416e+00 3.812325e+01 8560 1 71 2.984727e+00 1.167416e+00 3.820766e+01 8648 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.820766e+01 total solves : 8648 best bound : 1.167416e+00 simulation ci : 3.293853e+00 ± 1.130135e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: sldp_example_two.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 2 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 11] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 7] VariableRef in MOI.Integer : [2, 2] VariableRef in MOI.LessThan{Float64} : [4, 7] VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 6e+00] objective range [1e+00, 3e+01] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -4.000000e+01 -5.809615e+01 4.820249e-01 78 1 20 -4.000000e+01 -5.809615e+01 1.039024e+00 148 1 30 -4.000000e+01 -5.809615e+01 1.673022e+00 226 1 40 -4.700000e+01 -5.809615e+01 2.277023e+00 296 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.277023e+00 total solves : 296 best bound : -5.809615e+01 simulation ci : -5.346250e+01 ± 7.152725e+00 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 2 scenarios : 9.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 11] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 7] VariableRef in MOI.Integer : [2, 2] VariableRef in MOI.LessThan{Float64} : [4, 7] VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 6e+00] objective range [1e+00, 3e+01] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -6.300000e+01 -6.196125e+01 6.090670e-01 138 1 20 -4.000000e+01 -6.196125e+01 1.166265e+00 258 1 30 -7.500000e+01 -6.196125e+01 1.970069e+00 396 1 40 -4.000000e+01 -6.196125e+01 2.506068e+00 516 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.506068e+00 total solves : 516 best bound : -6.196125e+01 simulation ci : -6.108750e+01 ± 7.148463e+00 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 2 scenarios : 3.60000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 11] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 7] VariableRef in MOI.Integer : [2, 2] VariableRef in MOI.LessThan{Float64} : [4, 7] VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 6e+00] objective range [1e+00, 3e+01] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -7.000000e+01 -6.546793e+01 9.554620e-01 462 1 20 -5.600000e+01 -6.546793e+01 1.575069e+00 852 1 30 -4.000000e+01 -6.546793e+01 3.316464e+00 1314 1 40 -4.000000e+01 -6.546793e+01 3.921462e+00 1704 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.921462e+00 total solves : 1704 best bound : -6.546793e+01 simulation ci : -5.991250e+01 ± 5.174250e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: stochastic_all_blacks.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 2 scenarios : 2.70000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [2, 3] VariableRef in MOI.LessThan{Float64} : [3, 3] VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 6e+00] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1L 6.000000e+00 1.200000e+01 3.536470e-01 11 1 9L 1.200000e+01 8.000000e+00 1.466940e+00 180 1 16L 1.200000e+01 8.000000e+00 2.551943e+00 257 1 21L 1.200000e+01 8.000000e+00 3.738939e+00 393 1 28L 1.200000e+01 8.000000e+00 4.782771e+00 470 1 35L 1.200000e+01 8.000000e+00 5.905940e+00 547 1 40L 6.000000e+00 8.000000e+00 6.673940e+00 602 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 6.673940e+00 total solves : 602 best bound : 8.000000e+00 simulation ci : 8.475000e+00 ± 8.904404e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: the_farmers_problem.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 3 scenarios : 3.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 19] AffExpr in MOI.EqualTo{Float64} : [3, 3] AffExpr in MOI.GreaterThan{Float64} : [3, 3] AffExpr in MOI.LessThan{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [3, 16] VariableRef in MOI.LessThan{Float64} : [1, 2] numerical stability report matrix range [1e+00, 2e+01] objective range [1e+00, 1e+03] bounds range [6e+03, 5e+05] rhs range [2e+02, 5e+02] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 -9.800000e+04 4.922260e+05 3.738279e-01 6 1 40 1.093500e+05 1.083900e+05 4.005389e-01 240 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 4.005389e-01 total solves : 240 best bound : 1.083900e+05 simulation ci : 9.772505e+04 ± 1.969816e+04 numeric issues : 0 ------------------------------------------------------------------- [ Info: vehicle_location.jl Test Summary: | Pass Fail Total Time SDDP.jl | 2399 2 2401 17m15.9s Experimental.jl | 35 35 2m21.5s MSPFormat.jl | 51 51 10.1s algorithm.jl | 40 40 43.7s binary_expansion.jl | 38 38 1.7s deterministic_equivalent.jl | 21 21 22.5s modeling_aids.jl | 47 47 9.5s user_interface.jl | 123 123 31.6s backward_sampling_schemes.jl | 1203 1203 3.0s bellman_functions.jl | 45 45 31.8s duality_handlers.jl | 336 336 1m15.6s forward_passes.jl | 34 34 7.7s local_improvement_search.jl | 12 12 8.9s parallel_schemes.jl | 19 19 3m59.0s risk_measures.jl | 91 91 6.4s sampling_schemes.jl | 158 158 13.7s stopping_rules.jl | 40 40 8.0s threaded.jl | 0 0.2s value_functions.jl | 28 28 11.5s visualization.jl | 9 2 11 26.8s test_PublicationPlot | 5 5 9.8s test_PublicationPlot_different_lengths | 1 1 0.4s test_SpaghettiPlot | 3 2 5 4.6s FAST_hydro_thermal.jl | 3 3 7.5s FAST_production_management.jl | 2 2 2.0s FAST_quickstart.jl | 2 2 0.7s Hydro_thermal.jl | 0 7.2s StochDynamicProgramming.jl_multistock.jl | 3 3 7.2s StochDynamicProgramming.jl_stock.jl | 3 3 2.5s StructDualDynProg.jl_prob5.2_2stages.jl | 1 1 2.1s StructDualDynProg.jl_prob5.2_3stages.jl | 2 2 1.2s agriculture_mccardle_farm.jl | 2 2 7.1s air_conditioning.jl | 6 6 5.6s air_conditioning_forward.jl | 2 2 1.3s all_blacks.jl | 1 1 1.0s asset_management_simple.jl | 1 1 2.5s asset_management_stagewise.jl | 2 2 2.0s belief.jl | 1 1 8.3s biobjective_hydro.jl | 10 10 3.7s booking_management.jl | 2 2 19.6s generation_expansion.jl | 2 2 2m10.3s hydro_valley.jl | 9 9 5.8s infinite_horizon_hydro_thermal.jl | 4 4 4.2s infinite_horizon_trivial.jl | 1 1 0.7s no_strong_duality.jl | 1 1 0.7s objective_state_newsvendor.jl | 4 4 46.6s sldp_example_one.jl | 1 1 49.0s sldp_example_two.jl | 3 3 11.6s stochastic_all_blacks.jl | 1 1 8.9s the_farmers_problem.jl | 0 2.7s vehicle_location.jl | 0 0.1s RNG of the outermost testset: Xoshiro(0xc0d8abe8ebe5faf3, 0x3c1915b9c792000e, 0xf69bd56142c8b10b, 0x38591255d4ce3da4, 0xd09e9855622b1fd0) ERROR: LoadError: Some tests did not pass: 2399 passed, 2 failed, 0 errored, 0 broken. in expression starting at /home/pkgeval/.julia/packages/SDDP/She2h/test/runtests.jl:24 Testing failed after 1042.65s ERROR: LoadError: Package SDDP errored during testing Stacktrace: [1] pkgerror(msg::String) @ Pkg.Types /opt/julia/share/julia/stdlib/v1.13/Pkg/src/Types.jl:68 [2] test(ctx::Pkg.Types.Context, pkgs::Vector{PackageSpec}; coverage::Bool, julia_args::Cmd, test_args::Cmd, test_fn::Nothing, force_latest_compatible_version::Bool, allow_earlier_backwards_compatible_versions::Bool, allow_reresolve::Bool) @ Pkg.Operations /opt/julia/share/julia/stdlib/v1.13/Pkg/src/Operations.jl:2661 [3] test @ /opt/julia/share/julia/stdlib/v1.13/Pkg/src/Operations.jl:2510 [inlined] [4] test(ctx::Pkg.Types.Context, pkgs::Vector{PackageSpec}; coverage::Bool, test_fn::Nothing, julia_args::Cmd, test_args::Cmd, force_latest_compatible_version::Bool, allow_earlier_backwards_compatible_versions::Bool, allow_reresolve::Bool, kwargs::@Kwargs{io::IOContext{IO}}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.13/Pkg/src/API.jl:537 [5] test(pkgs::Vector{PackageSpec}; io::IOContext{IO}, kwargs::@Kwargs{julia_args::Cmd}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.13/Pkg/src/API.jl:168 [6] test(pkgs::Vector{String}; kwargs::@Kwargs{julia_args::Cmd}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.13/Pkg/src/API.jl:156 [7] test @ /opt/julia/share/julia/stdlib/v1.13/Pkg/src/API.jl:156 [inlined] [8] #test#81 @ /opt/julia/share/julia/stdlib/v1.13/Pkg/src/API.jl:155 [inlined] [9] top-level scope @ /PkgEval.jl/scripts/evaluate.jl:219 [10] include(mod::Module, _path::String) @ Base ./Base.jl:311 [11] exec_options(opts::Base.JLOptions) @ Base ./client.jl:320 [12] _start() @ Base ./client.jl:553 in expression starting at /PkgEval.jl/scripts/evaluate.jl:210 PkgEval failed after 1562.23s: package has test failures