"Strengthen" FixedDiscreteDuality

Open odow opened this issue 6 months ago • 0 comments

I don't know why I didn't think of it, but we can fix the validity of FixedDiscreteDuality by shifting it by the Lagrangian objective value:

https://github.com/odow/SDDP.jl/blob/014e054bd9faefdc42630f6525b50bd26cd5ed0d/src/plugins/duality_handlers.jl#L629-L677

It this case, we'd be weakening it, instead of StrengthenedConicDuality.

Jun 23 '25 09:06 odow