I have tried a SDDP model including integer using “integrality_handler=SDDP.SDDiP()”, and I set
SDDP.train(model; iteration_limit = 10)
The results are as follows,
ERROR: LoadError: Could not solve for Lagrangian duals. Iteration limit exceeded. Iteration Objective Primal Inf. Dual Inf. Time 0 handle free variables 0s 4 5.0448750e+03 0.000000e+00 0.000000e+00 0s Solved in 4 iterations and 0.00 seconds Optimal objective 5.044875000e+03
Handle free variable means what? Should I set iteration_limit bigger?