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Release notes

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

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)

A large refactoring for how we handle stochastic integer programs. This added support for things like ContinuousConicDuality and LagrangianDuality. It was breaking because we removed the integrality_handler argument to PolicyGraph.

v0.3.0 (October 17, 2019)

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

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.

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.

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.