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2 changes: 1 addition & 1 deletion previews/PR806/.documenter-siteinfo.json
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{"documenter":{"julia_version":"1.11.1","generation_timestamp":"2024-11-27T02:50:39","documenter_version":"1.8.0"}}
{"documenter":{"julia_version":"1.11.1","generation_timestamp":"2024-11-27T03:00:22","documenter_version":"1.8.0"}}
108 changes: 54 additions & 54 deletions previews/PR806/apireference/index.html
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8 changes: 4 additions & 4 deletions previews/PR806/examples/FAST_hydro_thermal/index.html
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-------------------------------------------------------------------
iteration simulation bound time (s) solves pid
-------------------------------------------------------------------
1 0.000000e+00 -1.000000e+01 2.800941e-03 5 1
20 0.000000e+00 -1.000000e+01 1.502705e-02 104 1
1 0.000000e+00 -1.000000e+01 2.514124e-03 5 1
20 0.000000e+00 -1.000000e+01 1.413918e-02 104 1
-------------------------------------------------------------------
status : simulation_stopping
total time (s) : 1.502705e-02
total time (s) : 1.413918e-02
total solves : 104
best bound : -1.000000e+01
simulation ci : -9.000000e+00 ± 4.474009e+00
numeric issues : 0
-------------------------------------------------------------------</code></pre></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="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.8.0 on <span class="colophon-date" title="Wednesday 27 November 2024 02:50">Wednesday 27 November 2024</span>. Using Julia version 1.11.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
-------------------------------------------------------------------</code></pre></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="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.8.0 on <span class="colophon-date" title="Wednesday 27 November 2024 03:00">Wednesday 27 November 2024</span>. Using Julia version 1.11.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
2 changes: 1 addition & 1 deletion previews/PR806/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"><span class="sgr32"><span class="sgr1">Test Passed</span></span></code></pre></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="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.8.0 on <span class="colophon-date" title="Wednesday 27 November 2024 02:50">Wednesday 27 November 2024</span>. Using Julia version 1.11.1.</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"><span class="sgr32"><span class="sgr1">Test Passed</span></span></code></pre></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="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.8.0 on <span class="colophon-date" title="Wednesday 27 November 2024 03:00">Wednesday 27 November 2024</span>. Using Julia version 1.11.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
2 changes: 1 addition & 1 deletion previews/PR806/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"><span class="sgr32"><span class="sgr1">Test Passed</span></span></code></pre></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="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.8.0 on <span class="colophon-date" title="Wednesday 27 November 2024 02:50">Wednesday 27 November 2024</span>. Using Julia version 1.11.1.</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"><span class="sgr32"><span class="sgr1">Test Passed</span></span></code></pre></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="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.8.0 on <span class="colophon-date" title="Wednesday 27 November 2024 03:00">Wednesday 27 November 2024</span>. Using Julia version 1.11.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
17 changes: 9 additions & 8 deletions previews/PR806/examples/Hydro_thermal/index.html
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-------------------------------------------------------------------
iteration simulation bound time (s) solves pid
-------------------------------------------------------------------
1 2.390000e+02 6.304440e+01 1.038640e-01 183 1
31 8.517170e+02 2.346450e+02 1.133362e+00 7701 1
53 2.848993e+02 2.362264e+02 2.187101e+00 13899 1
72 6.195245e+02 2.363946e+02 3.304493e+00 19692 1
84 1.975040e+02 2.364251e+02 4.336748e+00 24504 1
100 1.135002e+02 2.364293e+02 4.862688e+00 26640 1
1 2.390000e+02 6.304440e+01 1.119120e-01 183 1
31 8.517170e+02 2.346450e+02 1.137230e+00 7701 1
52 2.121585e+02 2.361937e+02 2.158078e+00 13596 1
69 3.584855e+02 2.363821e+02 3.252497e+00 18603 1
77 4.480638e+02 2.364160e+02 4.335193e+00 22551 1
96 9.500038e+01 2.364282e+02 5.346684e+00 25692 1
100 1.135002e+02 2.364293e+02 5.655540e+00 26640 1
-------------------------------------------------------------------
status : iteration_limit
total time (s) : 4.862688e+00
total time (s) : 5.655540e+00
total solves : 26640
best bound : 2.364293e+02
simulation ci : 2.593398e+02 ± 5.186931e+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, 1.71 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">(233.55074662683333, Dict(:x =&gt; -0.6602685305287201))</code></pre></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="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.8.0 on <span class="colophon-date" title="Wednesday 27 November 2024 02:50">Wednesday 27 November 2024</span>. Using Julia version 1.11.1.</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">(233.55074662683333, Dict(:x =&gt; -0.6602685305287201))</code></pre></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="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.8.0 on <span class="colophon-date" title="Wednesday 27 November 2024 03:00">Wednesday 27 November 2024</span>. Using Julia version 1.11.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
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