https://github.com/frapac/dualsddp.jl

https://github.com/frapac/dualsddp.jl

Last synced: about 1 year ago
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• Host: GitHub
• URL: https://github.com/frapac/dualsddp.jl
• Owner: frapac
• Created: 2017-09-14T12:50:43.000Z (over 8 years ago)
• Default Branch: master
• Last Pushed: 2020-04-07T08:57:26.000Z (almost 6 years ago)
• Last Synced: 2025-03-21T11:13:01.765Z (about 1 year ago)
• Language: Jupyter Notebook
• Size: 748 KB
• Stars: 7
• Watchers: 2
• Forks: 1
• Open Issues: 1
• Metadata Files:
  • Readme: README.md

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README

          
# Dual SDDP

This repository stores the original code implementing the dual SDDP

method.

To run the code from the command line:

```bash

julia main.jl

```

## Installation instructions

Code works with Julia 0.6 and Gurobi v7.0.2.

The code runs with the following packages:

* StochDynamicProgramming cd57a17 (branch fp/refact)

* JuMP v0.18.1

* Gurobi v0.4.0

* Clustering v0.8.0