sddp_types.hpp file
Data types for the SDDP iterative solver.
Contains the configuration, result, and state types used by the SDDP solver. Extracted from sddp_method.hpp to reduce header size and improve modularity: consumers that only need the types (e.g. monitors, cut I/O, cascade orchestration) can include this lightweight header instead of the full SDDPMethod class definition.
Types provided:
- SDDPOptions — runtime solver configuration
- SDDPIterationResult — per-iteration convergence data
- PhaseStateInfo — per-phase alpha / links / cached solution
- ForwardPassOutcome — forward-pass summary
- BackwardPassOutcome — backward-pass summary
- SDDPIterationCallback — observer callback type
- sddp_file namespace — file naming constants
Free functions:
- parse_cut_sharing_mode()
- parse_elastic_filter_mode()
- compute_scene_weights()
- compute_convergence_gap()
Namespaces
- namespace gtopt
- namespace gtopt::sddp_file
- File naming patterns for per-scene cut files.
Classes
- struct gtopt::BackwardPassOutcome
- Outcome of running the backward pass across all scenes.
- struct gtopt::ForwardPassOutcome
- Outcome of running the forward pass across all scenes.
- struct gtopt::PhaseStateInfo
- Per-phase SDDP state: a variable, outgoing links, forward-pass cost.
- struct gtopt::SDDPIterationResult
- Result of a single SDDP iteration (forward + backward pass)
- struct gtopt::SDDPOptions
- Configuration options for the SDDP iterative solver.