Oscar Dowson

Tests please

You're looking for `SDDP.train(model; log_every_iteration = true)`. You don't need to print the log though. Just look at `model.most_recent_training_results`. This can tell you: https://github.com/odow/SDDP.jl/blob/014e054bd9faefdc42630f6525b50bd26cd5ed0d/src/user_interface.jl#L680-L689 For (3): we don't store the...

```Julia julia> using SDDP, HiGHS julia> model = SDDP.LinearPolicyGraph(; stages = 3, lower_bound = 0.0, optimizer = HiGHS.Optimizer, ) do sp, stage @variable( sp, 0 function my_callback(result) push!(iterations, result) return...

> what we need is: at the end of each SDDP iteration, the lower bound, This is `log.bound` > statistical upper bound, this is `log.simulation_value`. But note that we do...

There's a cost to adding subexpressions. I need to think very carefully if we should do this. It's not an obvious win. I've been procrastinating on this, not because it...

I am happy if this works only in direct-mode. I need to think about this more. If we can build the tape fast, but it's slow to evaluate, then I'd...

> do you mean by adding additional intermediate variables and constraints This

I'm still against this. Bridges could/should write better tests regardless. Testing the dual is tricky. And even our `Start` is a bad test because it checks only get/set doesn't error....

Let me take over from here and split it up.

So you added `ZeroOne` to the fallback for dual objective value because some tests tried to call `constant(::ZeroOne)`? Why is `IndicatorSOS1Bridge` even attempting to test the duals? This design feels...