v0.6.4

StochasticPrograms v0.6.4

Diff since v0.6.3

Closed issues:

• Shadow price of named constraint (#38)
• Update to latest version of JuMP and MOI (#40)
• [Question] objective_value, evaluate_decision and the parts of the objective. (#41)

Merged pull requests:

• Update to JuMP 1.2.1, MOI 1.3.0 and MA 1.0.4 (#43) (@iSoron)

v0.6.3

StochasticPrograms v0.6.3

Diff since v0.6.2

Closed issues:

• Why it tells me the MethodError when I use StochasticPrograms? (#29)
• model of different stages (#30)
• Error during the instantiation of a program (#31)
• All the first-stage decision must be binary in the integer strategies (#33)
• How to stop the optimization of a stochastic program (#34)
• Precompiling StochasticPrograms Error: LoadError (#35)
• Solver hangs even when dual and primal problem gaps are set (#36)
• How to access the optimal values of the second stage variables (#37)

Merged pull requests:

• Fix formula display of EEV (#32) (@metab0t)

v0.6.2

StochasticPrograms v0.6.2

Diff since v0.6.1

v0.6.1

StochasticPrograms v0.6.1

See NEWS for summary of new features.

Diff since v0.6.0

v0.6.0

StochasticPrograms v0.6.0

See NEWS for summary of new features and breaking changes.

Diff since v0.5.0

Closed issues:

• [Question] Extract recourse variables optimal value (#15)
• Performance issue with L-Shaped when using Gurobi in subproblems (#19)
• Safeguard for Stochastic programs with Integer recourses (#24)
• Can't solve deterministic equivalent using SCS, COSMO or Xpress (#26)
• Creating instant model issue with scenario defined type vector (#27)
• Conversion failed (MathOptInterface.Utilities.VectorOfConstraints) (#28)

v0.5.0

StochasticPrograms v0.5.0

See NEWS for summary of new features and breaking changes.

Diff since v0.4.1

Closed issues:

• Optimal value: 0.0 in all examples (#4)
• Normalized coefficient of "decision" variables (#9)
• Undefined variable error when defining integer variables (#11)
• ERROR: MethodError: no method matching add_to_expression!(::DecisionAffExpr{Float64}, ::Int64, ::DecisionAffExpr{Float64}) (#12)
• LoadError: MethodError: no method matching copy(::StochasticPrograms.SingleDecisionSet{Float64}) (#13)
• Typo in DecisionSparseAxisArray in macros.jl (#14)
• [Question] Extract recourse variables optimal value (#15)
• Warning: Stochastic program could not be solved, returned status: INFEASIBLE_OR_UNBOUNDED (#16)
• Could not run in distributed mode (#17)
• Incompatibility of L-Shaped with CBC (#18)
• ERROR on the instantiation of a stochastic model (#20)
• Problem in get WS'values (#21)
• Problem in Infinite sample space (#22)

Merged pull requests:

• add methods for _affine_coefficient (#10) (@rtwalker)

v0.4.1

StochasticPrograms v0.4.1

Diff since v0.4.0

Closed issues:

• Comptability with JuMP (UndefVarError: @stochastic_model) (#3)
• Multi-Stage Instantiation (#6)
• Using @expression with an LShaped.Optimizer (#7)
• Help with formulation (#8)

Merged pull requests:

• Fix instantiation for vector of decisions (#5) (@rtwalker)

v0.4.0

StochasticPrograms v0.4.0

Diff since v0.3.0

Merged pull requests:

• Install TagBot as a GitHub Action (#2) (@JuliaTagBot)

v0.3.0

v0.3.0 (2020-01-28)

Diff since v0.2.0

v0.2.0

v0.2.0 (2019-06-07)

Diff since mpc-submission