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104 changes: 52 additions & 52 deletions dev/apireference/index.html
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8 changes: 4 additions & 4 deletions dev/examples/FAST_hydro_thermal/index.html
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-------------------------------------------------------------------
iteration simulation bound time (s) solves pid
-------------------------------------------------------------------
1 0.000000e+00 1.000000e+01 2.658129e-03 5 1
20 0.000000e+00 1.000000e+01 7.234311e-02 104 1
1 0.000000e+00 1.000000e+01 2.280951e-03 5 1
20 0.000000e+00 1.000000e+01 1.544189e-02 104 1
-------------------------------------------------------------------
status : simulation_stopping
total time (s) : 7.234311e-02
total time (s) : 1.544189e-02
total solves : 104
best bound : 1.000000e+01
simulation ci : 1.100000e+01 ± 4.474009e+00
numeric issues : 0
-------------------------------------------------------------------</code></pre><hr/><p><em>This page was generated using <a href="https://github.com/fredrikekre/Literate.jl">Literate.jl</a>.</em></p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../../explanation/risk/">« Risk aversion</a><a class="docs-footer-nextpage" href="../FAST_production_management/">FAST: the production management problem »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Thursday 24 August 2023 05:20">Thursday 24 August 2023</span>. Using Julia version 1.9.2.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
-------------------------------------------------------------------</code></pre><hr/><p><em>This page was generated using <a href="https://github.com/fredrikekre/Literate.jl">Literate.jl</a>.</em></p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../../explanation/risk/">« Risk aversion</a><a class="docs-footer-nextpage" href="../FAST_production_management/">FAST: the production management problem »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Thursday 24 August 2023 08:13">Thursday 24 August 2023</span>. Using Julia version 1.9.2.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
2 changes: 1 addition & 1 deletion dev/examples/FAST_production_management/index.html
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end

fast_production_management(cut_type = SDDP.SINGLE_CUT)
fast_production_management(cut_type = SDDP.MULTI_CUT)</code></pre><pre class="documenter-example-output"><code class="nohighlight hljs ansi">Test Passed</code></pre><hr/><p><em>This page was generated using <a href="https://github.com/fredrikekre/Literate.jl">Literate.jl</a>.</em></p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../FAST_hydro_thermal/">« FAST: the hydro-thermal problem</a><a class="docs-footer-nextpage" href="../FAST_quickstart/">FAST: the quickstart problem »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Thursday 24 August 2023 05:20">Thursday 24 August 2023</span>. Using Julia version 1.9.2.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
fast_production_management(cut_type = SDDP.MULTI_CUT)</code></pre><pre class="documenter-example-output"><code class="nohighlight hljs ansi">Test Passed</code></pre><hr/><p><em>This page was generated using <a href="https://github.com/fredrikekre/Literate.jl">Literate.jl</a>.</em></p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../FAST_hydro_thermal/">« FAST: the hydro-thermal problem</a><a class="docs-footer-nextpage" href="../FAST_quickstart/">FAST: the quickstart problem »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Thursday 24 August 2023 08:13">Thursday 24 August 2023</span>. Using Julia version 1.9.2.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
2 changes: 1 addition & 1 deletion dev/examples/FAST_quickstart/index.html
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@test SDDP.calculate_bound(model) == -2
end

fast_quickstart()</code></pre><pre class="documenter-example-output"><code class="nohighlight hljs ansi">Test Passed</code></pre><hr/><p><em>This page was generated using <a href="https://github.com/fredrikekre/Literate.jl">Literate.jl</a>.</em></p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../FAST_production_management/">« FAST: the production management problem</a><a class="docs-footer-nextpage" href="../Hydro_thermal/">Hydro-thermal scheduling »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Thursday 24 August 2023 05:20">Thursday 24 August 2023</span>. Using Julia version 1.9.2.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
fast_quickstart()</code></pre><pre class="documenter-example-output"><code class="nohighlight hljs ansi">Test Passed</code></pre><hr/><p><em>This page was generated using <a href="https://github.com/fredrikekre/Literate.jl">Literate.jl</a>.</em></p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../FAST_production_management/">« FAST: the production management problem</a><a class="docs-footer-nextpage" href="../Hydro_thermal/">Hydro-thermal scheduling »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Thursday 24 August 2023 08:13">Thursday 24 August 2023</span>. Using Julia version 1.9.2.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
21 changes: 9 additions & 12 deletions dev/examples/Hydro_thermal/index.html
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-------------------------------------------------------------------
iteration simulation bound time (s) solves pid
-------------------------------------------------------------------
1 4.610000e+02 1.053980e+02 2.112069e-01 447 1
2 2.247753e+01 1.105784e+02 1.480200e+00 7125 1
19 5.001305e+02 2.310660e+02 2.495041e+00 11664 1
37 2.046146e+02 2.353603e+02 3.500531e+00 15486 1
54 5.678596e+02 2.361410e+02 4.571336e+00 19509 1
67 1.350000e+01 2.363330e+02 5.572975e+00 22920 1
72 9.559445e+01 2.363530e+02 7.193695e+00 30522 1
89 3.000833e+01 2.364000e+02 8.201371e+00 33753 1
92 1.190877e+02 2.364041e+02 9.656465e+00 40749 1
100 3.549607e+01 2.364137e+02 1.007170e+01 41973 1
1 4.610000e+02 1.053980e+02 1.672618e-01 447 1
7 4.144003e+02 2.211882e+02 1.196267e+00 9384 1
38 2.386505e+02 2.354263e+02 2.213321e+00 15705 1
59 7.875685e+02 2.362676e+02 3.234388e+00 21156 1
72 9.559445e+01 2.363530e+02 4.553599e+00 30522 1
92 1.190877e+02 2.364041e+02 6.017122e+00 40749 1
100 3.549607e+01 2.364137e+02 6.274942e+00 41973 1
-------------------------------------------------------------------
status : iteration_limit
total time (s) : 1.007170e+01
total time (s) : 6.274942e+00
total solves : 41973
best bound : 2.364137e+02
simulation ci : 2.152381e+02 ± 4.478506e+01
numeric issues : 0
-------------------------------------------------------------------</code></pre><h2 id="Simulating-the-policy"><a class="docs-heading-anchor" href="#Simulating-the-policy">Simulating the policy</a><a id="Simulating-the-policy-1"></a><a class="docs-heading-anchor-permalink" href="#Simulating-the-policy" title="Permalink"></a></h2><p>After training, we can simulate the policy using <a href="../../apireference/#SDDP.simulate"><code>SDDP.simulate</code></a>.</p><pre><code class="language-julia hljs">sims = SDDP.simulate(model, 100, [:g_t])
mu = round(mean([s[1][:g_t] for s in sims]), digits = 2)
println(&quot;On average, $(mu) units of thermal are used in the first stage.&quot;)</code></pre><pre class="documenter-example-output"><code class="nohighlight hljs ansi">On average, 1.6 units of thermal are used in the first stage.</code></pre><h2 id="Extracting-the-water-values"><a class="docs-heading-anchor" href="#Extracting-the-water-values">Extracting the water values</a><a id="Extracting-the-water-values-1"></a><a class="docs-heading-anchor-permalink" href="#Extracting-the-water-values" title="Permalink"></a></h2><p>Finally, we can use <a href="../../apireference/#SDDP.ValueFunction"><code>SDDP.ValueFunction</code></a> and <a href="../../apireference/#SDDP.evaluate"><code>SDDP.evaluate</code></a> to obtain and evaluate the value function at different points in the state-space. Note that since we are minimizing, the price has a negative sign: each additional unit of water leads to a decrease in the expected long-run cost.</p><pre><code class="language-julia hljs">V = SDDP.ValueFunction(model[1])
cost, price = SDDP.evaluate(V, x = 10)</code></pre><pre class="documenter-example-output"><code class="nohighlight hljs ansi">(233.51884639362532, Dict(:x =&gt; -0.6430453552131385))</code></pre><hr/><p><em>This page was generated using <a href="https://github.com/fredrikekre/Literate.jl">Literate.jl</a>.</em></p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../FAST_quickstart/">« FAST: the quickstart problem</a><a class="docs-footer-nextpage" href="../StochDynamicProgramming.jl_multistock/">StochDynamicProgramming: the multistock problem »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Thursday 24 August 2023 05:20">Thursday 24 August 2023</span>. Using Julia version 1.9.2.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
cost, price = SDDP.evaluate(V, x = 10)</code></pre><pre class="documenter-example-output"><code class="nohighlight hljs ansi">(233.51884639362532, Dict(:x =&gt; -0.6430453552131385))</code></pre><hr/><p><em>This page was generated using <a href="https://github.com/fredrikekre/Literate.jl">Literate.jl</a>.</em></p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../FAST_quickstart/">« FAST: the quickstart problem</a><a class="docs-footer-nextpage" href="../StochDynamicProgramming.jl_multistock/">StochDynamicProgramming: the multistock problem »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Thursday 24 August 2023 08:13">Thursday 24 August 2023</span>. Using Julia version 1.9.2.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
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