gtopt/sddp_aperture.hpp file

Aperture backward-pass logic for SDDP solver.

Extracted from sddp_solver.cpp into standalone free functions following the same pattern as benders_cut.hpp and sddp_cut_io.hpp. Each function takes explicit parameters instead of accessing class members, making them independently testable and reusable.

Free functions

  • build_effective_apertures() – deduplicate aperture UIDs with counts
  • build_synthetic_apertures() – create apertures from first N scenarios
  • solve_apertures_for_phase() – clone LP per aperture, solve, build the probability-weighted expected Benders cut

Namespaces

namespace gtopt

Classes

struct gtopt::ApertureCutResult
Result of a single aperture task (clone + update + solve + cut).
struct gtopt::ApertureEntry