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jd-lara committed Sep 4, 2021
1 parent 2d0f716 commit bb87a8e
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Showing 2 changed files with 6 additions and 2 deletions.
2 changes: 1 addition & 1 deletion src/build_problem.jl
Original file line number Diff line number Diff line change
Expand Up @@ -394,7 +394,7 @@ function get_sddp_model(problem::PSI.OperationsProblem{MultiStageCVAR})
model = SDDP.MarkovianPolicyGraph(
transition_matrices = problem.ext["MARKOV_TRANSITION"],
sense = :Min,
lower_bound = 1e3,
lower_bound = 2.5e3,
optimizer = sddp_solver,
direct_mode = true,
) do sp, node
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6 changes: 5 additions & 1 deletion src/solve_problem.jl
Original file line number Diff line number Diff line change
Expand Up @@ -22,10 +22,14 @@ end
function PSI.solve!(problem::PSI.OperationsProblem{MultiStageCVAR})
if !problem.ext["no_solar"]
try
if problem.ext["hour"] < 0
problem.ext["no_solar"] = true
return PSI.RunStatus.SUCCESSFUL
end
model = problem.ext["mod"]
SDDP.train(
model;
stopping_rules = [SDDP.BoundStalling(20, 1)],
stopping_rules = [SDDP.BoundStalling(20, 100)],
time_limit = RCVAR.ext["time_limit"],
cut_deletion_minimum = 100,
run_numerical_stability_report = false,
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