gtopt::CascadeOptions struct

#include <gtopt/cascade_options.hpp>

Cascade solver configuration: variable number of levels.

Contains an SddpOptions sub-object (sddp_options) so that all SDDP options (convergence_tol, cut_sharing_mode, elastic_mode, etc.) can be set at the cascade level and serve as defaults for each level solver.

sddp_options.max_iterations is used as the global iteration budget across all levels (not per-level). Per-level CascadeLevelMethod::max_iterations controls iterations within each level.

Each level can have different LP formulation options, solver parameters, and transition rules. When level_array is empty, a single default level is created that passes through all options.

Public functions

auto merge(CascadeOptions&& opts) -> void

Public variables

Array<CascadeLevel> level_array

Array of cascade level configurations.

ModelOptions model_options

SddpOptions sddp_options

Variable documentation

ModelOptions gtopt::CascadeOptions::model_options

Global model options — serve as defaults for all levels. Per-level model_options override these when set.

SddpOptions gtopt::CascadeOptions::sddp_options

Global SDDP options — serve as defaults for all levels. max_iterations here is the global iteration budget across all levels.