gtopt::SDDPPlanningMethod class final
#include <gtopt/sddp_method.hpp>

Adapter that wraps SDDPMethod behind the PlanningMethod interface.

Base classes

class PlanningMethod
Abstract interface for planning problem solvers.

Constructors, destructors, conversion operators

SDDPPlanningMethod(SDDPOptions opts = {}) explicit noexcept

Public functions

auto last_results() const -> const auto& noexcept
Access the last iteration results (valid after solve())
auto solve(PlanningLP& planning_lp, const SolverOptions& opts) -> std::expected< int, Error > -> auto override
Solve the planning problem.

Function documentation

auto gtopt::SDDPPlanningMethod::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