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Add a callback to let the user modify a subproblem when numerical difficulties found #774

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odow opened this issue Aug 22, 2024 · 1 comment · Fixed by #790
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Add a callback to let the user modify a subproblem when numerical difficulties found #774

odow opened this issue Aug 22, 2024 · 1 comment · Fixed by #790
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Project: PSR

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@odow
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odow commented Aug 22, 2024

The default fallback should be

SDDP.jl/src/algorithm.jl

Line 303 in d2495d6

MOI.Utilities.reset_optimizer(node.subproblem)

and you should be able to do something differently.
@odow
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odow commented Aug 22, 2024

Document how to dump the IIS while we're at it.

@odow odow mentioned this issue Oct 14, 2024
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@odow odow closed this as completed in #790 Oct 16, 2024
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Add a callback to modify the subproblem on numerical difficulty odow/SDDP.jl
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