Andrew Rosemberg

Results 28 comments of Andrew Rosemberg

This seems to address the functionality I was interested in (to allow a simulation per scenario), but I'm not totally familiar with some details of the proposed implementation to be...

I understand and agree that this covers all of the applications I mentioned. My point was simply that it seems inefficient (and perhaps impractical) for the following situation: - Consider...

Would be good to specify how those scenarios might be used. From what I understand they are for stochastic optimization problems and not for multi-scenario simulation.

I'm not sure how I missed this! This went to my spam email which makes me very sad. It looks great. I need to remember all the pitfalls I had...

The first ones I remember (which @odow already mentions here): - [ ] I used `cut.constraint_ref` as the unique id to check if the cut already exists. However, I had...

I had to check if the cuts were already in the model because the function `copy_cuts_from_model ` passed all cuts at every iteration, which made the number of cuts increase...

Just to clarify: `SDDP.iteration` has a forward_pass call inside already. Would we still need the `SDDP.simulate(nonconvex_model, 1)` before? Or can we just: ```julia nonconvex_model = SDDP.PolicyGraph(...) convex_model = SDDP.PolicyGraph(...) function...

I will try it out and post here what I found.

That makes sense. Without using `POI` I also found another error when using `NLPBlock` `MOI.Parameter` and Ipopt (which could come from the same cause). Using parameters on the rhs gives...