Stochastic SDDP Resampling
Units: | Yes/No |
Default Value: | False (0) |
Validation Rule: | False (0) or True (-1) |
Description: | Flag if resampling is performed for each SDDP iteration at the beginning of the forward pass (The Scenario Tree must be created with PARMA model using Brazilian Methodology) |
Detail: |
Stochastic SDDP Resampling is an advanced option for the SDDP algorithm. When enabled, resampling is performed for each SDDP iteration at the beginning of the forward pass. The Scenario Tree must be created with PARMA model using Brazilian Methodology. Resampling can improve convergence.