Andrew Rosemberg

I am trying to get the dual of the parameter when using Ipopt but failing miserably. Modifying @odow example a little bit: ``` function main_ipopt() model = Model(Ipopt.Optimizer) set_silent(model) @variable(model,...

Could and should I try implementing something like the `ParameterDual` in MOI? https://github.com/jump-dev/ParametricOptInterface.jl/blob/4ec565acdac480a19e772deb3274636ceef2b3b7/src/duals.jl#L96

I changed the parameters that I need the dual to a constraint instead but I think this breaks POI: ``` using JuMP using Gurobi import ParametricOptInterface as POI model =...

Just adding more context: From what I understand, we want for SDDP to neglect the influence its states (`inflow `) have on the uncertainty (`ϵ`) when calculating the cuts but...

> I'm not sure I understand this part. Are you working together? I was just helping him out. He want's to evaluate another type of time-inconsistency in the hydrothermal economic...

> But you could simulate the non-convex dynamics by a-priori constructing a set of simulations and using Historical Is there a way to fetch the value of `inflow.in` ? since...

Great idea! I will have a chat with @arthur-brigatto and submit a PR as soon as possible.

I am implementing a test that I believe should work: ```julia function test_diff_projection() num_A = 2 ##### SecondOrderCone ##### _x_hat = rand(num_A) μ = rand(num_A) * 10 Σ_12 = rand(num_A,...

Good Point! Although, I must admit I'm not having much luck with the building of the weave reports in the documentation when I remove those visualization packages. Does anyone have...

> You can add the solvers just for the tests, e.g., > https://github.com/odow/SDDP.jl/blob/0490bea2c46787e1d4d63a5491ea0106c7fe70cf/Project.toml#L24-L30 > > I haven't tried optional dependencies. Even if I run them also for the documentation?