Haoxiang Yang

icon indicating a website link https://sites.google.com/view/haoxiangyang icon indicating an email [email protected]

icon company The Chinese University of Hong Kong, Shenzhen icon location Assistant professor, CUHK-Shenzhen

Results 3 comments of Haoxiang Yang

Conic subproblem numerical issue

> > It seems for the constraints are changed and all scenarios need to follow those constraints. What I would like to achieve is to have scenario specific constraints. According...

Conic subproblem numerical issue

I thought about this a little bit more. When we generate the cut, sddp.jl uses the dual value obtained from the solver. Is there an option to derive the dual...

Signal (11): Segmentation fault while loading JuMP

It seems that updating to Julia 0.6 will solve the problem but the issue might still be worth looking into.