Andrew Rosemberg
Andrew Rosemberg
It'd be good if we could come up with a list, so we know what functions/types etc. should have docstrings add/updated and become user-facing (for "Type 2" users). (Note that...
I have found an error when modifying one of the test cases: If a parameter is created before the other variables, the model errors when optimizing. ``` ipopt = Ipopt.Optimizer()...
Allow the user to run a different model at the forward pass (simulation step). Similar to what was done in this [paper](https://ieeexplore.ieee.org/document/9521833) (which used the implementation in the out-of-date branch:...
- [ ] Rm Weave from docs dependencies; - [ ] Create examples using Literate instead of Weave in the documentation.
- [x] Remove visualisation tools (at [./src/visualisation](https://github.com/andrewrosemberg/HydroPowerModels.jl/tree/master/src/visualization)) and dependencies (Plots, Cairo, LightGraphs) from the main module; - [ ] add them to a submodule (e.g PlotsUtils).
Add unit tests for functions that create new constraints, variables and add terms to the objective (check if the expression is correct).
The following errors and it is not clear how to correctly fetch the `ReverseConstraintFunction` perturbations for conic constraints: ```julia model = JuMP.Model(() -> DiffOpt.diff_optimizer(SCS.Optimizer)) set_silent(model) x = @variable(model) y =...
### Pull Request Summary **Title:** Objective Sensitivity **Description:** This pull request implements functionality for obtaining the objective sensitivity with respect to parameters and the equivalent for reverse mode in the...
@jbcaillau and @ocots, I am trying to figure out the best way to implement optimal control problems for trajectory optimization in Julia to be solved with GPUs, making the best...
As pointed out in https://github.com/jump-dev/DiffOpt.jl/pull/303 by @blegat , we can also implement Dual Objective Sensitivity wrt parameters using the gradients of the dual objective and the dual variable sensitivity. Implement:...