[FIX] n in stopping criterion and some documentation

Author: leclere

src/SDDPoptimize.jl

@@ -153,6 +153,7 @@ function run_SDDP!(model::SPModel,
         ####################
         # Stopping test
         stopping_test = test_stopping_criterion(param,stats)
+        stats.niterations += 1
     end
 
     ##########

src/objects.jl

@@ -186,6 +186,9 @@ Test compatibility of parameters.
 * `param::SDDPparameters`:
     Parameters of SDDP
 * `verbose:Int64`:
+
+# Return
+`Bool`
 """
 function check_SDDPparameters(model::SPModel,param::SDDPparameters,verbose=0::Int64)
     if model.IS_SMIP && isa(param.MIPSOLVER, Void)
@@ -256,9 +259,22 @@ end
 
 SDDPStat() = SDDPStat(0, [], [], [], 0)
 
+"""
+Update the SDDPStat object with the results of current iterations.
+
+# Arguments
+* `stats::SDDPStat`:
+    statistics of the current algorithm
+* `call_solver_at_it::Int64`:
+    number of time a solver was called during the current iteration
+* `lwb::Float64`:
+    lowerbound obtained
+* `upb::Float64`:
+    upperbound estimated
+* `time`
+"""
 function updateSDDPStat!(stats::SDDPStat,callsolver_at_it::Int64,lwb::Float64,upb::Float64,time)
     stats.ncallsolver += callsolver_at_it
-    stats.niterations += 1
     push!(stats.lower_bounds, lwb)
     push!(stats.upper_bounds, upb)
     push!(stats.exectime, time)

src/stoppingtest.jl

@@ -16,7 +16,7 @@ Return true if |upper_bound - lower_bound|/lower_bound < epsilon
 or iteration_count > maxItNumber
 
 # Arguments
-*`SDDPparameters`:
+*`param::SDDPparameters`:
     stopping test type defined in SDDPparameters
 * `stats::SDDPStat`:
     statistics of the current algorithm
@@ -28,7 +28,7 @@ function test_stopping_criterion(param::SDDPparameters, stats::SDDPStat)
     lb = stats.lower_bounds[end]
     ub = stats.upper_bounds[end]
     check_gap = (abs((ub-lb)/lb) < param.gap)
-    check_iter = stats.niterations > param.maxItNumber
+    check_iter = stats.niterations >= param.maxItNumber
     return check_gap || check_iter
 end