[UPD] Raise an error if ef cannot be solved

Author: Henri-Gerard

src/extensiveFormulation.jl

@@ -98,7 +98,7 @@ function extensive_formulation(model,
         firstControl = collect(values(getValue(u)))[1:DIM_CONTROL*laws[1].supportSize]
         return getObjectiveValue(mod), firstControl, status
     else
-        return -1., -1., status
+        error("Extensive formulation not solved to optimality. Change the model")
     end
 
 end

test/runtests.jl

@@ -118,6 +118,15 @@ facts("SDDP algorithm: 1D case") do
     noise_scenarios = simulate_scenarios(model.noises,params.forwardPassNumber)
 
     sddp_costs = 0
+    
+    context("Unsolvable extensive formulation") do
+        model_ef = StochDynamicProgramming.LinearDynamicLinearCostSPmodel(n_stages, u_bounds,
+                                                                   x0, cost, dynamic, laws)
+        x_bounds_ef = [(-2., -1.)]
+        set_state_bounds(model_ef, x_bounds_ef)
+        @fact_throws extensive_formulation(model_ef, params)
+    end
+    
     context("Linear cost") do
         # Compute bellman functions with SDDP:
         V, pbs = solve_SDDP(model, params, 0)