Stochastic SDDP Warm Start Level
Units: | - |
Default Value: | 0.5 |
Validation Rule: | Between 0 And 1 |
Description: | The levels to fix the storage in SDDP 'warm start' as a proportion of the distance between minimum and maximum storage levels |
Detail: |
This option applies when SDDP Warm Start is enabled. The warm start level for each stochastic storage (those with Trajectory Non-anticipativity set) in the first forward pass of the SDDP algorithm is assumed to be:
End Volume = SDDP Warm Start Level × ( Max Volume - Min Volume) + Min Volume
Hence the value should be defined between 0 (at minimum) and 1 (at maximum).