Comments (5)
lkapelevich
commented on July 20, 2024
Hmm. If you terminate because you hit the maximum number of iterations, it means you haven't really provably converged.
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lkapelevich
commented on July 20, 2024
Does f_approx come out as NaN? Could you please send me some more details about the problem?
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EyobZewdie
commented on July 20, 2024
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odow
commented on July 20, 2024
Is the dual feasible if the method terminates after max iterations?
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lkapelevich
commented on July 20, 2024
The issue is fixed by 162237e.
The dual is feasible, so we could be smarter and deliberately terminate early.
The dual is not necessarily feasible...
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Related Issues (13)
- Adding complicating constraints
- Status of SDDiP
- Subgradient gets a NaN somewhere HOT 4
- The methods are really slow HOT 2
- Add some examples from SDDP.jl HOT 1
- Turn on travis HOT 2
- Tests failing on Travis HOT 3
- Move out Lagrangian.jl part HOT 3
- Update JuMPsolve HOT 2
- Run femtocleaner
- solutions HOT 3
- Complete rewrite HOT 1
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