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Merge branch 'doc-refactoring' of https://github.com/leclere/StochDynamicProgramming.jl into doc-refactoring
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src/SDDPoptimize.jl

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@@ -24,7 +24,7 @@ fulfilled.
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* `verbose::Int64`:
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Default is `0`
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If non null, display progression in terminal every
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`n` iterations, where `n` is number specified by display.
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`n` iterations, where `n` is the number specified by display.
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# Returns
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* `V::Array{PolyhedralFunction}`:
@@ -82,7 +82,7 @@ function run_SDDP!(model::SPModel,
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# Time execution of current pass:
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tic()
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# Build a set of scenarios according to the probability
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# Draw a set of scenarios according to the probability
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# law specified in model.noises:
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noise_scenarios = simulate_scenarios(model.noises, param.forwardPassNumber)
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@@ -102,7 +102,7 @@ function run_SDDP!(model::SPModel,
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stockTrajectories,
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model.noises)
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# Update the number of call
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# Update the number of solver call
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stats.ncallsolver += callsolver_forward + callsolver_backward
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iteration_count += 1
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stats.niterations += 1
@@ -143,8 +143,9 @@ function run_SDDP!(model::SPModel,
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end
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end
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# Estimate upper bound with a great number of simulations:
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##########
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# Estimate final upper bound with a great number of simulations:
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if (verbose>0) && (param.compute_upper_bound != 0)
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V0 = get_bellman_value(model, param, 1, V[1], model.initialState)
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