Installation guide

StochDynamicProgramming installation

To install StochDynamicProgramming:

julia> Pkg.clone("")

Once the package is installed, you can import it in the REPL:

julia> using StochDynamicProgramming

Install a linear programming solver

SDDP need a linear programming solver to run. Clp is installed by default with StochDynamicProgramming.jl.

Refer to the documentation of JuMP to get another solver and interface it with SDDP.

The following solvers have been tested:

Solver Is working?
Clp Yes
Gurobi Yes

Run Unit-Tests

To run unit-tests:

$ julia test/runtests.jl