gtopt::CascadePlanningMethod class final

Multi-level solver with configurable LP formulations per level.

Each level can specify LP construction options, solver parameters, and transition rules. The solver automatically rebuilds the PlanningLP when a level's LP options differ from the previous level.

Base classes

class PlanningMethod
Abstract interface for planning problem solvers.

Constructors, destructors, conversion operators

CascadePlanningMethod(SDDPOptions base_opts, CascadeOptions cascade_opts) explicit noexcept

Public functions

auto all_results() const -> const auto& noexcept
Access all iteration results across all cascade levels.
auto level_stats() const -> const auto& noexcept
Access per-level statistics (populated after solve).
auto solve(PlanningLP& planning_lp, const SolverOptions& opts) -> std::expected< int, Error > -> auto override
Solve the planning problem.

Function documentation

auto gtopt::CascadePlanningMethod::solve(PlanningLP& planning_lp, const SolverOptions& opts) -> std::expected< int, Error > override

Solve the planning problem.

Parameters
planning_lp The LP model to solve (modified in place)
opts Solver options for individual LP subproblems
Returns Number of scenes processed, or an error