gtopt/cascade_method.hpp file

Multi-level cascade method with configurable LP formulations.

Implements a multi-level hybrid algorithm where each level can have a different LP formulation (single bus, transport, full network) and solver configuration (Benders vs SDDP, iteration limits, tolerances).

Between levels, state variable values and/or named cuts are transferred to guide the next level's solution trajectory. When a level's LP options differ from the previous level, a new PlanningLP is built automatically. When LP options are absent, the previous LP and solver are reused.

When no levels are specified (empty CascadeOptions), the solver behaves as a single level using the base SDDP options and the caller's PlanningLP directly.

Namespaces

namespace gtopt

Classes

struct gtopt::CascadeLevelStats

Statistics collected for each cascade level after solving.

class gtopt::CascadePlanningMethod

Multi-level solver with configurable LP formulations per level.

struct gtopt::NamedStateTarget

State variable target for cross-LP transfer (using variable names).