Crash
Documentation for StochasticPrograms.jl's crash methods, for use in structured solvers and sample-based solvers.
Index
StochasticPrograms.CrashStochasticPrograms.Crash.CustomStochasticPrograms.Crash.EVPStochasticPrograms.Crash.FeasiblePointStochasticPrograms.Crash.NoneStochasticPrograms.Crash.Scenario
Crash methods
StochasticPrograms.Crash — ModuleCrashCollection of crash methods used to generate initial decisions in structured algorithms.
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Available crash methods
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Examples
The following solves a stochastic program sp created in StochasticPrograms.jl using an L-shaped algorithm with trust-region and Clp as an lpsolver and by generating an initial decision with the EVP crash.
julia> optimize!(sp, solver = LShapedSolver(GLPKSolverLP(), crash=Crash.EVP(), regularize = TrustRegion()))
L-Shaped Gap Time: 0:00:00 (8 iterations)
Objective: -855.8333333333339
Gap: 0.0
Number of cuts: 4
Iterations: 8
:OptimalStochasticPrograms.Crash.Custom — TypeCustom(x₀)Use the user-supplied x₀ as initial decision.
StochasticPrograms.Crash.EVP — TypeEVPSolve the expected value problem corresponding to the stochastic program and use the expected value solution as initial decision.
StochasticPrograms.Crash.FeasiblePoint — TypeFeasiblePointGenerate a feasible first-stage decision as initial decision.
StochasticPrograms.Crash.None — TypeNoneRandomize the initial decision (default).
StochasticPrograms.Crash.Scenario — TypeScenarioSolve the wait-and-see problem corresponding a supplied scenario and use the optimal solution as initial decision.