Installation guide¶
StochDynamicProgramming installation¶
To install StochDynamicProgramming:
julia> Pkg.clone("https://github.com/leclere/StochDynamicProgramming.jl")
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 |
| CPLEX | Yes |
| Gurobi | Yes |
| GLPK | No |