[UPD] update stock-example

Author: leclere

examples/stock-example.jl

@@ -88,7 +88,7 @@ if run_ef
     value_ef = extensive_formulation(spmodel, paramSDDP)[1]
     println("Value obtained by Extensive Formulation: "*string(round(value_ef,4)))
     println("Relative error of SDP value: "*string(100*round(value_sdp/value_ef-1,4))*"%")
-    println("Relative error of SDDP value: "*string(100*round(lb_sddp/value_ef-1,4))*"%")
+    println("Relative error of SDDP lower bound: "*string(100*round(lb_sddp/value_ef-1,4))*"%")
 end
 
 ######### Comparing the solutions on simulated scenarios.
@@ -101,5 +101,5 @@ if run_sdp
 end
 if run_sddp && run_sdp
     println("Simulated relative difference between sddp and sdp: "
-            *string(200*round(mean(costsddp-costsdp)/mean(costsddp+costsdp),4))*"%")
+            *string(round(200*mean(costsddp-costsdp)/mean(costsddp+costsdp),3))*"%")
 end

src/SDDPoptimize.jl

@@ -39,6 +39,7 @@ fulfilled.
 function solve_SDDP(model::SPModel, param::SDDPparameters, display=0::Int64)
     # initialize value functions:
     V, problems = initialize_value_functions(model, param)
+    println("initial value function intialized")
     # Run SDDP upon example:
     sddp_stats = run_SDDP!(model, param, V, problems, display)
     return V, problems, sddp_stats
@@ -128,10 +129,16 @@ function run_SDDP!(model::SPModel,
         push!(stats.upper_bounds, upb)
 
         if (display > 0) && (iteration_count%display==0)
-            println("Pass number ", iteration_count,
+            if upb < Inf
+                println("Pass number ", iteration_count,
                     "\tUpper-bound: ", upb,
                     "\tLower-bound: ", round(stats.lower_bounds[end], 4),
                     "\tTime: ", round(stats.exectime[end], 2),"s")
+             else 
+                println("Pass number ", iteration_count,
+                    "\tLower-bound: ", round(stats.lower_bounds[end], 4),
+                    "\tTime: ", round(stats.exectime[end], 2),"s")
+             end
         end
 
     end
@@ -313,7 +320,7 @@ function initialize_value_functions(model::SPModel,
                                     param::SDDPparameters)
 
     solverProblems = build_models(model, param)
-
+    println("model builded")
     V = PolyhedralFunction[
                 PolyhedralFunction([], Array{Float64}(0, model.dimStates), 0) for i in 1:model.stageNumber]