How to set tolerance attributes of Gurobi inside Google Colab’s Julia environment

Specific Domains Optimization (Mathematical)
,
2

You probably shouldn’t change the default tolerances. Please read Tolerances and numerical issues · JuMP and change the tolerances only if you understand the implications.

Setting options in SDDP.jl can be done like any JuMP model. See the JuMP documentation: Models · JuMP

For example:

using SDDP, Gurobi
GRB_ENV = Gurpbi.Env()
model = SDDP.LinearPolicyGraph(;
    optimizer = optimizer_with_attributes(
        () -> Gurobi.Optimizer(GRB_ENV),
        "TimeLimit" => 60.0,
    )
) do sp, t
end

or

using SDDP, Gurobi
GRB_ENV = Gurpbi.Env()
model = SDDP.LinearPolicyGraph(;
    optimizer = () -> Gurobi.Optimizer(GRB_ENV),
) do sp, t
    set_attribute(sp, "TimeLimit", 60.0)
end

The Gurobi options can be found here jump-dev/Gurobi.jl · JuMP

p.s., I assume this is what you meant by your other question: How to license Gurobi inside Google Colab's Julia environment - #7 by Engr_Moiz_Ahmad. Setting parameters in a gurobi environment (the Env()) object) is subtly different to settings parameters in a model. In general, you should prefer to set them in the model object. Use parameters in the Env only if needed by that particular parameter.