This repository models an energy arbitrage problem using Julia JuMP. It leverages state-of-the-art first order solvers to efficiently solve large optimization problems.

This project uses a first order solver to solve the problem. In order to install SCS, use Pkg.add("SCS"). However, if you wish to use SCS on a GPU, use the CUDA version of it. Unfortunately, at the moment only CUDA is supported.

• Installation
• Usage
• Contributing
• License

To install and set up this project, follow these steps:

1. Clone the repository: git clone https://github.com/your-username/your-repository.git
2. Install Julia: Download Julia
3. Install the required packages by running the following command in the Julia REPL:

   using Pkg
   Pkg.activate(".")
   Pkg.instantiate()

4. Install CUDA: Download CUDA
5. Run the project using the following command:

   julia --project=. main.jl

To use this project, follow these steps:

1. Open a terminal and navigate to the project directory.
2. Run the project using the following command:

   julia --project=. main.jl

3. Follow the on-screen instructions to input the required parameters and solve the energy arbitrage problem.

Contributions to this project are welcome. To contribute, please follow these guidelines:

1. Fork the repository.
2. Create a new branch for your feature or bug fix.
3. Make your changes and commit them.
4. Push your changes to your forked repository.
5. Submit a pull request to the main repository.

This project is licensed under the MIT License. See the LICENSE file for more information.