source/sddp_method.cpp file

SDDP (Stochastic Dual Dynamic Programming) method implementation.

Implements the forward/backward iterative decomposition with multi-scene support, iterative feasibility backpropagation, and optimality cut sharing. See sddp_method.hpp for the algorithm description and the free-function building blocks declared there.

Namespaces

namespace gtopt

Defines

#define SPDLOG_ACTIVE_LEVEL