Add noise in the constraint matrix

SDDP.jl supports coefficients in the constraint matrix through the JuMP.set_normalized_coefficient function.

julia> model = SDDP.LinearPolicyGraph(
               stages=3, lower_bound = 0, optimizer = HiGHS.Optimizer
               ) do subproblem, t
           @variable(subproblem, x, SDDP.State, initial_value = 0.0)
           @constraint(subproblem, emissions, 1 * x.out <= 1)
           SDDP.parameterize(subproblem, [0.2, 0.5, 1.0]) do ω
               ## rewrite 1 * x.out <= 1 to ω * x.out <= 1
               JuMP.set_normalized_coefficient(emissions, x.out, ω)
           end
           @stageobjective(subproblem, -x.out)
       end
A policy graph with 3 nodes.
 Node indices: 1, 2, 3