Stochastic SDDP Convergence Tolerance 2a

Units:-
Default Value:0.8
Validation Rule:≥0
Description:Objective function convergence criteria 2 (with adjustment) used in SDDP if simplification applies

SDDP Convergence Tolerance 2a is an adjustment for the second convergence criteria, additional to SDDP Convergence Tolerance 2 it also requires the relative gap is below this tolerance when Simplified Chronology applies in the SDDP algorithm.

See also: