Release notes

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

v1.8.0 (July 24, 2024)

Added

  • Added SDDP.Threaded(), which is an experimental parallel scheme that supports solving problems using multiple threads. Some parts of SDDP.jl may not be thread-safe, and this can cause incorrect results, segfaults, or other errors. Please use with care and report any issues by opening a GitHub issue. (#758)

Other

  • Documentation improvements and fixes (#747) (#759)

v1.7.0 (June 4, 2024)

Added

  • Added sample_backward_noise_terms_with_state for creating backward pass sampling schemes that depend on the current primal state. (#742) (Thanks @arthur-brigatto)

Fixed

  • Fixed error message when publication_plot has non-finite data (#738)

Other

  • Updated the logo constructor (#730)

v1.6.7 (February 1, 2024)

Fixed

  • Fixed non-constant state dimension in the MSPFormat reader (#695)
  • Fixed SimulatorSamplingScheme for deterministic nodes (#710)
  • Fixed line search in BFGS (#711)
  • Fixed handling of NEARLY_FEASIBLE_POINT status (#726)

Other

  • Documentation improvements (#692) (#694) (#706) (#716) (#727)
  • Updated to StochOptFormat v1.0 (#705)
  • Added an experimental OuterApproximation algorithm (#709)
  • Updated .gitignore (#717)
  • Added code for MDP paper (#720) (#721)
  • Added Google analytics (#723)

v1.6.6 (September 29, 2023)

Other

v1.6.5 (September 25, 2023)

Fixed

Other

v1.6.4 (September 23, 2023)

Fixed

Other

  • Documentation updates (#658) (#666) (#671)
  • Switch to GitHub action for deploying docs (#668) (#670)
  • Update to Documenter@1 (#669)

v1.6.3 (September 8, 2023)

Fixed

  • Fixed default stopping rule with iteration_limit or time_limit set (#662)

Other

v1.6.2 (August 24, 2023)

Fixed

  • MSPFormat now detect and exploit stagewise independent lattices (#653)
  • Fixed set_optimizer for models read from file (#654)

Other

  • Fixed typo in pglib_opf.jl (#647)
  • Fixed documentation build and added color (#652)

v1.6.1 (July 20, 2023)

Fixed

  • Fixed bugs in MSPFormat reader (#638) (#639)

Other

  • Clarified OutOfSampleMonteCarlo docstring (#643)

v1.6.0 (July 3, 2023)

Added

Other

v1.5.1 (June 30, 2023)

This release contains a number of minor code changes, but it has a large impact on the content that is printed to screen. In particular, we now log periodically, instead of each iteration, and a "good" stopping rule is used as the default if none are specified. Try using SDDP.train(model) to see the difference.

Other

  • Fixed various typos in the documentation (#617)
  • Fixed printing test after changes in JuMP (#618)
  • Set SimulationStoppingRule as the default stopping rule (#619)
  • Changed the default logging frequency. Pass log_every_seconds = 0.0 to train to revert to the old behavior. (#620)
  • Added example usage with Distributions.jl (@slwu89) (#622)
  • Removed the numerical issue @warn (#627)
  • Improved the quality of docstrings (#630)

v1.5.0 (May 14, 2023)

Added

  • Added the ability to use a different model for the forward pass. This is a novel feature that lets you train better policies when the model is non-convex or does not have a well-defined dual. See the Alternative forward models tutorial in which we train convex and non-convex formulations of the optimal power flow problem. (#611)

Other

  • Updated missing changelog entries (#608)
  • Removed global variables (#610)
  • Converted the Options struct to keyword arguments. This struct was a private implementation detail, but the change is breaking if you developed an extension to SDDP that touched these internals. (#612)
  • Fixed some typos (#613)

v1.4.0 (May 8, 2023)

Added

Fixed

  • Fixed parsing of some MSPFormat files (#602) (#604)
  • Fixed printing in header (#605)

v1.3.0 (May 3, 2023)

Added

  • Added experimental support for SDDP.MSPFormat.read_from_file (#593)

Other

  • Updated to StochOptFormat v0.3 (#600)

v1.2.1 (May 1, 2023)

Fixed

  • Fixed log_every_seconds (#597)

v1.2.0 (May 1, 2023)

Added

Other

  • Tweaked how the log is printed (#588)
  • Updated to StochOptFormat v0.2 (#592)

v1.1.4 (April 10, 2023)

Fixed

  • Logs are now flushed every iteration (#584)

Other

  • Added docstrings to various functions (#581)
  • Minor documentation updates (#580)
  • Clarified integrality documentation (#582)
  • Updated the README (#585)
  • Number of numerical issues is now printed to the log (#586)

v1.1.3 (April 2, 2023)

Other

v1.1.2 (March 18, 2023)

Other

v1.1.1 (March 16, 2023)

Other

  • Fixed email in Project.toml
  • Added notebook to documentation tutorials (#571)

v1.1.0 (January 12, 2023)

Added

v1.0.0 (January 3, 2023)

Although we're bumping MAJOR version, this is a non-breaking release. Going forward:

  • New features will bump the MINOR version
  • Bug fixes, maintenance, and documentation updates will bump the PATCH version
  • We will support only the Long Term Support (currently v1.6.7) and the latest patch (currently v1.8.4) releases of Julia. Updates to the LTS version will bump the MINOR version
  • Updates to the compat bounds of package dependencies will bump the PATCH version.

We do not intend any breaking changes to the public API, which would require a new MAJOR release. The public API is everything defined in the documentation. Anything not in the documentation is considered private and may change in any PATCH release.

Added

Other

v0.4.9 (January 3, 2023)

Added

Other

  • Added tutorial on Markov Decision Processes (#556)
  • Added two-stage newsvendor tutorial (#557)
  • Refactored the layout of the documentation (#554) (#555)
  • Updated copyright to 2023 (#558)
  • Fixed errors in the documentation (#561)

v0.4.8 (December 19, 2022)

Added

Fixed

  • Reverted then fixed (#531) because it failed to account for problems with integer variables (#546) (#551)

v0.4.7 (December 17, 2022)

Added

  • Added initial_node support to InSampleMonteCarlo and OutOfSampleMonteCarlo (#535)

Fixed

  • Rethrow InterruptException when solver is interrupted (#534)
  • Fixed numerical recovery when we need dual solutions (#531) (Thanks @bfpc)
  • Fixed re-using the dashboard = true option between solves (#538)
  • Fixed bug when no @stageobjective is set (now defaults to 0.0) (#539)
  • Fixed errors thrown when invalid inputs are provided to add_objective_state (#540)

Other

  • Drop support for Julia versions prior to 1.6 (#533)
  • Updated versions of dependencies (#522) (#533)
  • Switched to HiGHS in the documentation and tests (#533)
  • Added license headers (#519)
  • Fixed link in air conditioning example (#521) (Thanks @conema)
  • Clarified variable naming in deterministic equivalent (#525) (Thanks @lucasprocessi)
  • Added this change log (#536)
  • Cuts are now written to model.cuts.json when numerical instability is discovered. This can aid debugging because it allows to you reload the cuts as of the iteration that caused the numerical issue (#537)

v0.4.6 (March 25, 2022)

Other

  • Updated to JuMP v1.0 (#517)

v0.4.5 (March 9, 2022)

Fixed

  • Fixed issue with set_silent in a subproblem (#510)

Other

v0.4.4 (December 11, 2021)

Added

  • Added BanditDuality (#471)
  • Added benchmark scripts (#475) (#476) (#490)
  • write_cuts_to_file now saves visited states (#468)

Fixed

  • Fixed BoundStalling in a deterministic policy (#470) (#474)
  • Fixed magnitude warning with zero coefficients (#483)

Other

  • Improvements to LagrangianDuality (#481) (#482) (#487)
  • Improvements to StrengthenedConicDuality (#486)
  • Switch to functional form for the tests (#478)
  • Fixed typos (#472) (Thanks @vfdev-5)
  • Update to JuMP v0.22 (#498)

v0.4.3 (August 31, 2021)

Added

  • Added biobjective solver (#462)
  • Added forward_pass_callback (#466)

Other

  • Update tutorials and documentation (#459) (#465)
  • Organize how paper materials are stored (#464)

v0.4.2 (August 24, 2021)

Fixed

  • Fixed a bug in Lagrangian duality (#457)

v0.4.1 (August 23, 2021)

Other

  • Minor changes to our implementation of LagrangianDuality (#454) (#455)

v0.4.0 (August 17, 2021)

Breaking

Other

v0.3.17 (July 6, 2021)

Added

Other

  • Display more model attributes (#438)
  • Documentation improvements (#433) (#437) (#439)

v0.3.16 (June 17, 2021)

Added

Other

  • Update risk measure docstrings (#418)

v0.3.15 (June 1, 2021)

Added

Fixed

Other

  • Add JuliaFormatter (#412)
  • Documentation improvements (#406) (#408)

v0.3.14 (March 30, 2021)

Fixed

  • Fixed O(N^2) behavior in get_same_children (#393)

v0.3.13 (March 27, 2021)

Fixed

  • Fixed bug in print.jl
  • Fixed compat of Reexport (#388)

v0.3.12 (March 22, 2021)

Added

  • Added problem statistics to header (#385) (#386)

Fixed

  • Fixed subtypes in visualization (#384)

v0.3.11 (March 22, 2021)

Fixed

  • Fixed constructor in direct mode (#383)

Other

  • Fix documentation (#379)

v0.3.10 (February 23, 2021)

Fixed

  • Fixed seriescolor in publication plot (#376)

v0.3.9 (February 20, 2021)

Added

  • Add option to simulate with different incoming state (#372)
  • Added warning for cuts with high dynamic range (#373)

Fixed

  • Fixed seriesalpha in publication plot (#375)

v0.3.8 (January 19, 2021)

Other

v0.3.7 (January 8, 2021)

Other

v0.3.6 (December 17, 2020)

Other

  • Fix typos (#358)
  • Collapse navigation bar in docs (#359)
  • Update TagBot.yml (#361)

v0.3.5 (November 18, 2020)

Other

  • Update citations (#348)
  • Switch to GitHub actions (#355)

v0.3.4 (August 25, 2020)

Added

  • Added non-uniform distributionally robust risk measure (#328)
  • Added numerical recovery functions (#330)
  • Added experimental StochOptFormat (#332) (#336) (#337) (#341) (#343) (#344)
  • Added entropic risk measure (#347)

Other

v0.3.3 (June 19, 2020)

Added

  • Added asynchronous support for price and belief states (#325)
  • Added ForwardPass plug-in system (#320)

Fixed

  • Fix check for probabilities in Markovian graph (#322)

v0.3.2 (April 6, 2020)

Added

Other

  • Improve error message in deterministic equivalent (#312)
  • Update to RecipesBase 1.0 (#313)

v0.3.1 (February 26, 2020)

Fixed

  • Fixed filename in integrality_handlers.jl (#304)

v0.3.0 (February 20, 2020)

Breaking

  • Breaking changes to update to JuMP v0.21 (#300).

v0.2.4 (February 7, 2020)

Added

  • Added a counter for the number of total subproblem solves (#301)

Other

  • Update formatter (#298)
  • Added tests (#299)

v0.2.3 (January 24, 2020)

Added

  • Added support for convex risk measures (#294)

Fixed

  • Fixed bug when subproblem is infeasible (#296)
  • Fixed bug in deterministic equivalent (#297)

Other

  • Added example from IJOC paper (#293)

v0.2.2 (January 10, 2020)

Fixed

  • Fixed flakey time limit in tests (#291)

Other

  • Removed MathOptFormat.jl (#289)
  • Update copyright (#290)

v0.2.1 (December 19, 2019)

Added

  • Added support for approximating a Markov lattice (#282) (#285)
  • Add tools for visualizing the value function (#272) (#286)
  • Write .mof.json files on error (#284)

Other

  • Improve documentation (#281) (#283)
  • Update tests for Julia 1.3 (#287)

v0.2.0 (December 16, 2019)

This version added the asynchronous parallel implementation with a few minor breaking changes in how we iterated internally. It didn't break basic user-facing models, only implementations that implemented some of the extension features. It probably could have been a v1.1 release.

Added

  • Added asynchronous parallel implementation (#277)
  • Added roll-out algorithm for cyclic graphs (#279)

Other

  • Improved error messages in PolicyGraph (#271)
  • Added JuliaFormatter (#273) (#276)
  • Fixed compat bounds (#274) (#278)
  • Added documentation for simulating non-standard graphs (#280)

v0.1.0 (October 17, 2019)

A complete rewrite of SDDP.jl based on the policy graph framework. This was essentially a new package. It has minimal code in common with the previous implementation.

Development started on September 28, 2018 in Kokako.jl, and the code was merged into SDDP.jl on March 14, 2019.

The pull request SDDP.jl#180 lists the 29 issues that the rewrite closed.

v0.0.1 (April 18, 2018)

Initial release. Development had been underway since January 22, 2016 in the StochDualDynamicProgram.jl repository. The last development commit there was April 5, 2017. Work then continued in this repository for a year before the first tagged release.