Co-optimizing renewables - SDDP.jl - Policy Graph

Specific Domains Optimization (Mathematical)
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2

SDDP.jl is well suited to this problem :smile:

We’re currently working on https://www.epoc.org.nz/papers/HolePhilpottDowson.pdf

You can do something like:

@variable(sp, x_cap >= 0, SDDP.State, initial_value = 0)
@variable(sp, u_gen >= 0)
@constraint(sp, c_rand, 1.0 * x_cap.in >= u_gen)
SDDP.parameterize(sp, Omega) do omega
    set_normalized_coefficient(c_rand, x_cap.in, omega)
end
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