New interface for SDDP

.travis.yml

@@ -9,6 +9,9 @@ notifications:
 script:
  - if [[ -a .git/shallow ]]; then git fetch --unshallow; fi
  - julia -e 'Pkg.clone(pwd()); Pkg.build("StochDynamicProgramming"); Pkg.test("StochDynamicProgramming"; coverage=true)'
+before_script:
+  - julia -e 'Pkg.clone("https://github.com/JuliaPolyhedra/CutPruners.jl")'
+  - julia -e 'Pkg.clone("https://github.com/blegat/StochasticDualDynamicProgramming.jl")'
 after_success:
   - echo $TRAVIS_JULIA_VERSION
   - julia -e 'Pkg.add("Coverage"); cd(Pkg.dir("StochDynamicProgramming")); using Coverage; Coveralls.submit(Coveralls.process_folder()); Codecov.submit(Codecov.process_folder())'

README.md

@@ -28,13 +28,13 @@ It is built upon [JuMP]
 - Linear dynamics
 - Linear or convex piecewise linear cost
 
-Extension to non-linear formulation are under development. 
+Extension to non-linear formulation are under development.
 Extension to more complex alea dependance are under developpment.
 
 ## Why Extensive formulation ?
 
 An extensive formulation approach consists in representing the stochastic problem as a deterministic
-one with more variable and call a standard deterministic solver. Mainly usable in a linear 
+one with more variable and call a standard deterministic solver. Mainly usable in a linear
 setting. Computational complexity is exponential in the number of stages.
 
 ## Why Stochastic Dynamic Programming ?
@@ -54,10 +54,15 @@ control strategies.
 
 
 ## Installation
-Installing StochDynamicProgramming is an easy process. Open Julia and enter
+Installing StochDynamicProgramming is an easy process.
+Currently, the package depends upon `CutPruners.jl`, which is not
+yet registered in Julia's METADATA. To install the package,
+open Julia and enter
 
 ```julia
 julia> Pkg.update()
+julia> Pkg.clone("https://github.com/JuliaPolyhedra/CutPruners.jl")
+julia> Pkg.clone("https://github.com/blegat/StochasticDualDynamicProgramming.jl")
 julia> Pkg.add("StochDynamicProgramming")
 
 ```

REQUIRE

@@ -4,3 +4,5 @@ Distributions
 ProgressMeter
 Interpolations
 Iterators
+CutPruners
+StochasticDualDynamicProgramming