iteration.hpp file
Defines the Iteration structure for per-iteration solver control.
An Iteration allows per-iteration control of SDDP solver behaviour. When an iteration_array is present in the Simulation JSON, the solver looks up the current iteration index and honours per-iteration flags such as update_lp (whether to dispatch LP coefficient updates).
JSON Example
{"index": 0, "update_lp": false} {"index": 5, "update_lp": true}
Namespaces
- namespace gtopt
Classes
- struct gtopt::Iteration
- Per-iteration control flags for the SDDP solver.