def test_SDDP_trial_solution_selection(self):
self.nvidinf = construct_nvidinf()
PSDDP(self.nvidinf).solve(
forward_T=7, max_iterations=10)
self.nvidinf = construct_nvidinf()
PSDDP(self.nvidinf).solve(
forward_T=6, max_iterations=10)
def test_SDDP(self):
self.nvidinf = construct_nvidinf()
PSDDP(self.nvidinf).solve(max_iterations=10)
def test_SDDP_biased_sampling(self):
self.nvidinf = construct_nvidinf()
self.nvidinf.set_AVaR(l=0.2, a=0.05, method='direct')
PSDDP(self.nvidinf,biased_sampling=True).solve(
forward_T=7, max_iterations=10)