diff --git a/README.md b/README.md index 7154cd9..0a54b63 100644 --- a/README.md +++ b/README.md @@ -1,3 +1,23 @@ # spock.jl -A proximal solver for the solution of multistage risk-averse optimal control problems \ No newline at end of file +`spock.jl` is an efficient Julia implementation of the Spock algorithm for multistage risk-averse optimal control problems. It largely benefits from warm-starts and is amenable to massive parallelization. + +This solver handles risk-averse optimal control problems with: + + - Linear dynamics + - Quadratic stage and terminal costs + - Conic risk measures + - Convex input-state constraints + +## Installation + +Make sure to install the dependencies in the `Project.toml` and in your script import + +``` +include("src/spock.jl") +``` + + +## Examples + +The `examples/server_heat` folder contains example code for a test system, modeling the heat of servers in a data center. The figures in the IFAC 2023 submission can be reproduced by running the scripts `residuals.jl`, `scaling.jl` and `mpc_simulation.jl`.