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)