From 1f21288b5628adc968c8ded24dd1c8fa97aba732 Mon Sep 17 00:00:00 2001 From: Oscar Dowson Date: Fri, 28 Apr 2023 19:12:35 +1200 Subject: [PATCH] Update README.md (#21) --- README.md | 28 ++++++++++++---------------- 1 file changed, 12 insertions(+), 16 deletions(-) diff --git a/README.md b/README.md index 9d20e4b..66ccbf7 100644 --- a/README.md +++ b/README.md @@ -20,10 +20,10 @@ a guide, rather than a state-of-the-art implementation. - [Oscar Dowson](http://github.com/odow) - [Joaquim Garcia](http://github.com/joaquimg) (PSR-Inc, PUC-Rio) -_Note: StochOptFormat is in development. Things may change! If you have -suggestions or comments, please [open an issue](https://github.com/odow/StochOptFormat/issues/new)._ +_Note: StochOptFormat is in development. If you have suggestions or comments, +please [open an issue](https://github.com/odow/StochOptFormat/issues/new)._ -### Sections +### Contents - [Motivation and design principles](#motivation-and-design-principles) - [Example](#example) @@ -97,10 +97,10 @@ In creating StochOptFormat, we wanted to achieve the following: [Problems, policies, and algorithms](#problems-policies-and-algorithms).) Equally important as the things that we set out to do, are the things that we -did _not_ set out to do. +did _not_ set out to do: - - We did not try to incorporate chance constraints. - - We did not try to incorporate continuous random variables. + - We did not try to incorporate chance constraints + - We did not try to incorporate continuous random variables - We did not try to incorporate decision-hazard nodes. Finally, StochOptFormat is not an algebraic modeling language for stochastic @@ -528,8 +528,8 @@ _out-of-sample_ simulation on a finite discrete set of scenarios provided in the Solution algorithms should evaluate their policy on each of these scenarios and report the following for each node in each scenario: -- The objective value of the subproblem excluding any cost-to-go terms. -- The primal solution for all decision variables in the subproblem. +- The objective value of the subproblem excluding any cost-to-go terms +- The primal solution for all decision variables in the subproblem - The dual solution (if one exists) for all constraints in the subproblem. Solutions should be outputted to a JSON file that conforms to the schema @@ -545,10 +545,6 @@ resulting policy, such as expected objective values, and various quantiles. Be aware not to over-fit the policy to the validation data! -In the future, we hope to start a competition for solving multistage programs. -This competition would evaluate the performance of policies on a withheld set of -test scenarios drawn from the same distribution as the validation data. - ## FAQ - Q: The policy graph is too complicated. I just want a format for linear @@ -576,7 +572,7 @@ test scenarios drawn from the same distribution as the validation data. - Q: What happened to SMPS? A: SMPS is too limiting for multistage problems. We hope to implement a - converter between SMPS and StochOptFormat at some point... Want to help? + converter between SMPS and StochOptFormat at some point. - Q: This seems catered to SDDP; I just have some scenarios. @@ -651,9 +647,9 @@ test scenarios drawn from the same distribution as the validation data. [doi: 10.1002/net.21932](https://onlinelibrary.wiley.com/doi/full/10.1002/net.21932) [[preprint]](http://www.optimization-online.org/DB_HTML/2018/11/6914.html) -[2] Legat, B., Dowson, O., Garcia, J.D. and Lubin, M. (2020). MathOptInterface: - a data structure for mathematical optimization problems. - [[preprint]](http://www.optimization-online.org/DB_HTML/2020/02/7609.html) +[2] Legat, B., Dowson, O., Garcia, J., Lubin, M. (2022). MathOptInterface: a data + structure for mathematical optimization problems. _INFORMS Journal on Computing._ + 34(2), 671–1304. [[preprint]](http://www.optimization-online.org/DB_HTML/2020/02/7609.html) [[repository]](https://github.com/jump-dev/MathOptFormat) [3] Fourer, R., Gassmann, H.I., Ma, J. and Martin, R.K. (2009). An XML-based schema for