Stopping Criterion

Stopping Criterion

StochOptInterface.stop — Method.
stop(s::AbstractStoppingCriterion, info::Info)

Determine whether the SDDP algorithm should stop using the information stored in info.

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StochOptInterface.OrStoppingCriterion — Type.
type OrStoppingCriterion <: StochOptInterface.AbstractStoppingCriterion

Stop if lhs or rhs want to stop.

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StochOptInterface.AndStoppingCriterion — Type.
type AndStoppingCriterion <: StochOptInterface.AbstractStoppingCriterion

Stop if lhs and rhs want to stop.

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StochOptInterface.IterLimit — Type.
type IterLimit <: StochOptInterface.AbstractStoppingCriterion

Stop if iter ≧ limit.

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StochOptInterface.CutLimit — Type.
type CutLimit <: StochOptInterface.AbstractStoppingCriterion

Stop if there was less than or equal to limit cuts added in the iteration. For instance, CutLimit(0) stops when there are no cuts added.

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StochOptInterface.Pereira — Type.
type Pereira <: StochOptInterface.AbstractStoppingCriterion

Stop if z_UB - α * σ/√K - tol < z_LB < z_UB + α * σ/√K + tol and σ / √K > β * max(1, |z_LB|))

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