Merge pull request #44 from leclere/add-display-functions

Plot SDDP solutions with Matplotlib

Author: leclere

examples/display.jl

@@ -0,0 +1,152 @@
+#  Copyright 2015, Vincent Leclere, Francois Pacaud and Henri Gerard
+#  This Source Code Form is subject to the terms of the Mozilla Public
+#  License, v. 2.0. If a copy of the MPL was not distributed with this
+#  file, You can obtain one at http://mozilla.org/MPL/2.0/.
+#############################################################################
+# Display SDDP simulations with matplotlib
+#############################################################################
+
+# WARNING: Matplotlib and PyCall must be installed!
+using PyPlot
+
+"""
+Display evolution of stocks. 
+
+Parameters:
+- model (SPModel)
+
+- stocks (Array{Float64, 3})
+
+"""
+function display_stocks(model, stocks)
+
+    ndims = size(stocks)[3]
+    nsteps = model.stageNumber
+
+    figure()
+    for ind in 1:ndims
+        subplot(ndims, 1, ind)
+        plot(stocks[:, :, ind], lw=.5, color="k")
+        xlim(0, nsteps)
+        grid()
+        ylabel(string("X", ind))
+    end
+    xlabel("Time")
+end
+
+
+"""
+Display evolution of controls. 
+
+Parameters:
+- model (SPModel)
+
+- controls (Array{Float64, 3})
+
+"""
+function display_controls(model, controls)
+
+    ndims = size(controls)[3]
+    nsteps = model.stageNumber
+
+    figure()
+    for ind in 1:ndims
+        subplot(ndims, 1, ind)
+        plot(controls[:, :, ind], lw=.5, color="k")
+        xlim(0, nsteps)
+        grid()
+        ylabel(string("U", ind))
+    end
+    xlabel("Time")
+end
+
+
+"""
+Display costs distribution along scenarios. 
+
+Parameters:
+- costs (Vector{Float64})
+
+"""
+function display_costs_distribution(costs)
+    figure()
+    boxplot(costs, boxprops=Dict(:linewidth=>3, :color=>"k"))
+    ylabel("Costs")
+    grid()
+end
+
+
+"""
+Display distributions of aleas along time. 
+
+Parameters:
+- aleas (Array{Float64, 3})
+
+"""
+function display_aleas(aleas)
+    ndims = size(aleas)[3]
+    nsteps = size(aleas)[1]
+
+    figure()
+    for ind in 1:ndims
+        subplot(ndims, 1, ind)
+        plot(1:nsteps, mean(aleas[:, :, ind], 2), lw=2, color="k")
+        box = boxplot(aleas[:, :, ind]', widths=.25, boxprops=Dict(:color=>"k", :marker=>"+"))
+        xlim(0, nsteps)
+        grid()
+        ylabel(string("\$W_", ind, "\$"))
+    end
+    xlabel("Time")
+
+end
+
+
+"""
+Display evolution of execution time along SDDP iterations.
+
+Parameters:
+- exectime (Vector{Float64})
+
+"""
+function display_execution_time(exectime)
+    nit = size(exectime)[1]
+
+    figure()
+    plot(exectime, lw=.5, color="k")
+    grid()
+    xlim(0, nit)
+    xlabel("Iteration")
+    ylabel("Execution time (s)")
+end
+
+
+"""
+Display evolution of upper and lower bounds along SDDP iterations.
+
+Parameters:
+- model (SPModel)
+
+"""
+function display_bounds(model)
+    nit = size(model.upperbounds)[1]
+
+    figure()
+    plot(model.upperbounds, lw=2, color="r", label="Upper bound")
+    plot(model.lowerbounds, lw=2, color="g", label="Lower bound")
+    xlabel("Iteration")
+    ylabel("Estimation of bounds")
+    grid()
+    legend()
+end
+
+
+"""
+Display results of SDDP simulation. 
+
+"""
+function display_all(model, costs, stocks, controls, aleas)
+    display_aleas(aleas)
+    display_controls(model, controls)
+    display_stocks(model, stocks)
+end
+