SCENREDPY is a scenario reduction tool modeling the random data processes realized in Python.
TODO:
- Update fixed-number method.
Demo result:
Reference:
[1] Growe-Kuska, N., Heitsch, H., & Romisch, W. (2003, June). Scenario reduction and scenario tree construction for power management problems. In Power tech conference proceedings, 2003 IEEE Bologna (Vol. 3, pp. 7-pp). IEEE.
[2] Dupačová, J., Gröwe-Kuska, N., & Römisch, W. (2003). Scenario reduction in stochastic programming. Mathematical programming, 95(3), 493-511.