cost_helper.hpp file
Cost calculation and discounting utilities for optimization problems.
This module provides the CostHelper class and supporting utilities for:
- Calculating time-discounted costs across scenarios, stages and blocks
- Applying probability factors to scenario costs
- Generating cost scaling factors for LP formulation
- Managing cumulative discount factors across the optimization horizon
Key Features:
- Handles multi-period discounting with stage-specific rates
- Supports scenario probability weighting
- Provides both individual cost calculations and batch factor generation
- Constexpr and noexcept where possible for performance
- Thread-safe operations (all methods are const)
Namespaces
- namespace gtopt
- namespace gtopt::detail
Classes
- class gtopt::CostHelper
- Handles cost calculations with time discounting for optimization problems.