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[FIX] Fix non running unittests
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test/sddp.jl

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -214,14 +214,14 @@ facts("SDDP algorithm: 1D case") do
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context("Stopping criterion") do
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# Compute upper bound every %% iterations:
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param.compute_ub = 1
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param.pruning = Dict(:pruning=>true, :period=>1, :type=>"exact")
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param.maxItNumber = 30
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param.gap = .1
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V, pbs = solve_SDDP(model, param, V, 0)
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V0 = StochDynamicProgramming.get_lower_bound(model, param, V)
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n_simulations = 1000
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upb = StochDynamicProgramming.estimate_upper_bound(model, param, V, pbs,
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n_simulations)[1]
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@fact abs((V0 - upb)/V0) < param.gap --> true
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@fact abs((V0 - upb)) < param.gap --> true
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end
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context("Dump") do

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