Merge branch 'dev-release-v0.1.2' into update-jump-interface

Conflicts:
	REQUIRE
	src/extensiveFormulation.jl

Author: leclere

REQUIRE

@@ -1,8 +1,6 @@
 julia 0.4
-Clp
-Distributions
 JuMP 0.13
-FactCheck
+Distributions
 ProgressMeter
 Interpolations
 Iterators

doc/conf.py

@@ -15,7 +15,6 @@
 import sys
 import os
 import sphinx_rtd_theme
-import juliadoc
 
 # If extensions (or modules to document with autodoc) are in another directory,
 # add these directories to sys.path here. If the directory is relative to the
@@ -32,7 +31,7 @@
 # ones.
 extensions = [
     'sphinx.ext.coverage',
-    'sphinx.ext.mathjax', 'juliadoc.julia', 'juliadoc.jlhelp'
+    'sphinx.ext.mathjax', 
 ]
 
 # Add any paths that contain templates here, relative to this directory.

examples/benchmark.jl

@@ -16,7 +16,6 @@
 #############################################################################
 
 srand(2713)
-push!(LOAD_PATH, "../src")
 
 using StochDynamicProgramming, JuMP
 using Clp

examples/dam.jl

@@ -7,8 +7,6 @@
 # Source: Adrien Cassegrain
 #############################################################################
 
-push!(LOAD_PATH, "../src")
-
 
 using StochDynamicProgramming, JuMP, Clp
 

examples/damsvalley.jl

@@ -8,7 +8,6 @@
 #############################################################################
 
 srand(2713)
-push!(LOAD_PATH, "../src")
 
 using StochDynamicProgramming, JuMP, Clp
 

examples/dynamic_example.jl

@@ -8,19 +8,18 @@
 #############################################################################
 
 #srand(2713)
-push!(LOAD_PATH, "../src")
 
 using StochDynamicProgramming, JuMP, Clp
 
 #Constant that the user have to define himself
 const SOLVER = ClpSolver()
 # const SOLVER = CplexSolver(CPX_PARAM_SIMDISPLAY=0)
 
-const N_STAGES = 5
-const N_SCENARIOS = 1
+const N_STAGES = 3
+const N_SCENARIOS = 2
 
 const DIM_STATES = 1
-const DIM_CONTROLS = 1
+const DIM_CONTROLS = 2
 const DIM_ALEAS = 1
 
 
@@ -177,11 +176,12 @@ end
 #Solve the problem and try nb_iter times to generate random data in case of infeasibility
 unsolve = true
 sol = 0
+firstControl = zeros(DIM_CONTROLS*N_SCENARIOS)
 i = 0
 nb_iter = 10
 
 while i<nb_iter
-    sol, status = extensive_formulation(model,params)
+    sol, firstControl, status = extensive_formulation(model,params)
     if (status == :Optimal)
         unsolve = false
         break
@@ -204,6 +204,7 @@ if (unsolve)
 else
     a,b = solve_dams(modelbis,paramsbis)
     println("solution =",sol)
+    println("firstControl =", firstControl)
     println("V0 = ", b[1].lambdas[1,:]*X0+b[1].betas[1])
 end
 

examples/stock-example.jl

@@ -10,7 +10,7 @@
 #         u_min <= u_t <= u_max
 #         u_t choosen knowing xi_1 .. xi_t
 #############################################################################
-push!(LOAD_PATH, "../src")
+
 using StochDynamicProgramming, JuMP, Clp, Distributions
 println("library loaded")
 

src/extensiveFormulation.jl

@@ -95,9 +95,14 @@ function extensive_formulation(model,
     solved = (status == :Optimal)
 
     if solved
+<<<<<<< HEAD
         return getobjectivevalue(mod), status
+=======
+        firstControl = collect(values(getValue(u)))[1:DIM_CONTROL*laws[1].supportSize]
+        return getObjectiveValue(mod), firstControl, status
+>>>>>>> dev-release-v0.1.2
     else
-        return -1., status
+        error("Extensive formulation not solved to optimality. Change the model")
     end
 
 end

test/REQUIRE

@@ -0,0 +1 @@
+FactCheck

test/runtests.jl

@@ -6,7 +6,6 @@
 # run unit-tests
 #############################################################################
 
-push!(LOAD_PATH, "src")
 
 using StochDynamicProgramming
 using Distributions, Clp, FactCheck, JuMP
@@ -118,6 +117,15 @@ 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)