This release adds mean-variance optimization as well as load parameters functionality. Additionally, an example that compares mean-variance and mean-CVaR optimization has been added to illustrate why we use demeaned CVaR by default.
0.2.2
Not secure
benders_stopping_criteria clean-up, notebook examples and docs restructuring.
0.2.1
Not secure
Several internal improvements and docs updates.
0.2
Not secure
This version adds efficient_frontier and load_pnl functionality as well as an example replicating the results in Sequential Entropy Pooling Heuristics for the original Entropy Pooling approach.
0.1
Not secure
First release containing Entropy Pooling and efficient mean-CVaR optimization functionality.