build based on 867b2ca

Author: Documenter.jl

previews/PR884/.documenter-siteinfo.json

@@ -1 +1 @@
-{"documenter":{"julia_version":"1.12.1","generation_timestamp":"2025-11-13T21:42:35","documenter_version":"1.15.0"}}
+{"documenter":{"julia_version":"1.12.1","generation_timestamp":"2025-11-13T23:02:08","documenter_version":"1.15.0"}}

previews/PR884/apireference/index.html

@@ -66,13 +66,13 @@
 -------------------------------------------------------------------
  iteration    simulation      bound        time (s)     solves  pid
 -------------------------------------------------------------------
-         1   0.000000e+00 -1.000000e+01  8.014894e-02         5   1
-        20   0.000000e+00 -1.000000e+01  2.535319e-01       104   1
+         1   0.000000e+00 -1.000000e+01  7.633615e-02         5   1
+        20   0.000000e+00 -1.000000e+01  2.453911e-01       104   1
 -------------------------------------------------------------------
 status         : simulation_stopping
-total time (s) : 2.535319e-01
+total time (s) : 2.453911e-01
 total solves   : 104
 best bound     : -1.000000e+01
 simulation ci  : -9.000000e+00 ± 4.474009e+00
 numeric issues : 0
--------------------------------------------------------------------</code></pre></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../../explanation/risk/">« Risk aversion</a><a class="docs-footer-nextpage" href="../FAST_production_management/">FAST: the production management problem »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.15.0 on <span class="colophon-date" title="Thursday 13 November 2025 21:42">Thursday 13 November 2025</span>. Using Julia version 1.12.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
+-------------------------------------------------------------------</code></pre></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../../explanation/risk/">« Risk aversion</a><a class="docs-footer-nextpage" href="../FAST_production_management/">FAST: the production management problem »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.15.0 on <span class="colophon-date" title="Thursday 13 November 2025 23:02">Thursday 13 November 2025</span>. Using Julia version 1.12.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>

previews/PR884/changelog/index.html

@@ -35,4 +35,4 @@
 end
 
 fast_production_management(; cut_type = SDDP.SINGLE_CUT)
-fast_production_management(; cut_type = SDDP.MULTI_CUT)</code></pre><pre class="documenter-example-output"><code class="nohighlight hljs ansi"><span class="sgr32"><span class="sgr1">Test Passed</span></span></code></pre></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../FAST_hydro_thermal/">« FAST: the hydro-thermal problem</a><a class="docs-footer-nextpage" href="../FAST_quickstart/">FAST: the quickstart problem »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.15.0 on <span class="colophon-date" title="Thursday 13 November 2025 21:42">Thursday 13 November 2025</span>. Using Julia version 1.12.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
+fast_production_management(; cut_type = SDDP.MULTI_CUT)</code></pre><pre class="documenter-example-output"><code class="nohighlight hljs ansi"><span class="sgr32"><span class="sgr1">Test Passed</span></span></code></pre></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../FAST_hydro_thermal/">« FAST: the hydro-thermal problem</a><a class="docs-footer-nextpage" href="../FAST_quickstart/">FAST: the quickstart problem »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.15.0 on <span class="colophon-date" title="Thursday 13 November 2025 23:02">Thursday 13 November 2025</span>. Using Julia version 1.12.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>

previews/PR884/examples/FAST_hydro_thermal/index.html

@@ -33,4 +33,4 @@
     @test SDDP.calculate_bound(model) == -2
 end
 
-fast_quickstart()</code></pre><pre class="documenter-example-output"><code class="nohighlight hljs ansi"><span class="sgr32"><span class="sgr1">Test Passed</span></span></code></pre></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../FAST_production_management/">« FAST: the production management problem</a><a class="docs-footer-nextpage" href="../Hydro_thermal/">Hydro-thermal scheduling »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.15.0 on <span class="colophon-date" title="Thursday 13 November 2025 21:42">Thursday 13 November 2025</span>. Using Julia version 1.12.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
+fast_quickstart()</code></pre><pre class="documenter-example-output"><code class="nohighlight hljs ansi"><span class="sgr32"><span class="sgr1">Test Passed</span></span></code></pre></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../FAST_production_management/">« FAST: the production management problem</a><a class="docs-footer-nextpage" href="../Hydro_thermal/">Hydro-thermal scheduling »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.15.0 on <span class="colophon-date" title="Thursday 13 November 2025 23:02">Thursday 13 November 2025</span>. Using Julia version 1.12.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>

previews/PR884/examples/FAST_production_management/index.html

@@ -59,20 +59,19 @@
 -------------------------------------------------------------------
  iteration    simulation      bound        time (s)     solves  pid
 -------------------------------------------------------------------
-         1   2.390000e+02  6.216295e+01  9.639192e-02       183   1
-        33   9.531154e+02  2.351331e+02  1.133409e+00      8715   1
-        59   4.476384e+02  2.363016e+02  2.169243e+00     15513   1
-        74   9.550751e+02  2.364090e+02  3.248207e+00     21198   1
-        97   4.655029e+02  2.364295e+02  4.329453e+00     26115   1
-       100   1.164997e+02  2.364302e+02  4.455294e+00     26640   1
+         1   2.390000e+02  6.216295e+01  9.605002e-02       183   1
+        33   9.531154e+02  2.351331e+02  1.141613e+00      8715   1
+        60   4.429060e+02  2.363260e+02  2.188160e+00     16008   1
+        77   4.435024e+02  2.364181e+02  3.257002e+00     22551   1
+       100   1.164997e+02  2.364302e+02  3.990374e+00     26640   1
 -------------------------------------------------------------------
 status         : iteration_limit
-total time (s) : 4.455294e+00
+total time (s) : 3.990374e+00
 total solves   : 26640
 best bound     :  2.364302e+02
 simulation ci  :  2.593751e+02 ± 5.185751e+01
 numeric issues : 0
 -------------------------------------------------------------------</code></pre><h2 id="Simulating-the-policy"><a class="docs-heading-anchor" href="#Simulating-the-policy">Simulating the policy</a><a id="Simulating-the-policy-1"></a><a class="docs-heading-anchor-permalink" href="#Simulating-the-policy" title="Permalink"></a></h2><p>After training, we can simulate the policy using <a href="../../apireference/#SDDP.simulate"><code>SDDP.simulate</code></a>.</p><pre><code class="language-julia hljs">sims = SDDP.simulate(model, 100, [:g_t])
 mu = round(mean([s[1][:g_t] for s in sims]); digits = 2)
 println(&quot;On average, $(mu) units of thermal are used in the first stage.&quot;)</code></pre><pre class="documenter-example-output"><code class="nohighlight hljs ansi">On average, 1.76 units of thermal are used in the first stage.</code></pre><h2 id="Extracting-the-water-values"><a class="docs-heading-anchor" href="#Extracting-the-water-values">Extracting the water values</a><a id="Extracting-the-water-values-1"></a><a class="docs-heading-anchor-permalink" href="#Extracting-the-water-values" title="Permalink"></a></h2><p>Finally, we can use <a href="../../apireference/#SDDP.ValueFunction"><code>SDDP.ValueFunction</code></a> and <a href="../../apireference/#SDDP.evaluate"><code>SDDP.evaluate</code></a> to obtain and evaluate the value function at different points in the state-space. Note that since we are minimizing, the price has a negative sign: each additional unit of water leads to a decrease in the expected long-run cost.</p><pre><code class="language-julia hljs">V = SDDP.ValueFunction(model[1])
-cost, price = SDDP.evaluate(V; x = 10)</code></pre><pre class="documenter-example-output"><code class="nohighlight hljs ansi">(233.55197669813393, Dict(:x =&gt; -0.6602685558602484))</code></pre></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../FAST_quickstart/">« FAST: the quickstart problem</a><a class="docs-footer-nextpage" href="../StochDynamicProgramming.jl_multistock/">StochDynamicProgramming: the multistock problem »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.15.0 on <span class="colophon-date" title="Thursday 13 November 2025 21:42">Thursday 13 November 2025</span>. Using Julia version 1.12.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
+cost, price = SDDP.evaluate(V; x = 10)</code></pre><pre class="documenter-example-output"><code class="nohighlight hljs ansi">(233.55197669813393, Dict(:x =&gt; -0.6602685558602484))</code></pre></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../FAST_quickstart/">« FAST: the quickstart problem</a><a class="docs-footer-nextpage" href="../StochDynamicProgramming.jl_multistock/">StochDynamicProgramming: the multistock problem »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.15.0 on <span class="colophon-date" title="Thursday 13 November 2025 23:02">Thursday 13 November 2025</span>. Using Julia version 1.12.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>