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Add a callback to let the user modify a subproblem when numerical difficulties found #774

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odow opened this issue Aug 22, 2024 · 1 comment

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odow commented Aug 22, 2024

The default fallback should be

SDDP.jl/src/algorithm.jl

Line 303 in d2495d6

MOI.Utilities.reset_optimizer(node.subproblem)

and you should be able to do something differently.

odow added the Project: PSR label

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odow commented Aug 22, 2024

Document how to dump the IIS while we're at it.

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