gtopt::PhaseStateInfo struct
#include <gtopt/sddp_types.hpp>

Per-phase SDDP state: a variable, outgoing links, forward-pass cost.

Public variables

ColIndex alpha_col
a column (unknown for last)
size_t base_nrows
Row count before any Benders cuts.
std::vector<double> forward_col_cost
Reduced costs from last forward solve (cached for backward pass).
std::vector<double> forward_col_sol
Primal solution from last forward solve (warm-start for apertures).
double forward_full_obj
double forward_objective
std::vector<double> forward_row_dual
Dual solution from last forward solve (warm-start for apertures).
std::vector<StateVarLink> outgoing_links
Links TO next phase.

Variable documentation

double gtopt::PhaseStateInfo::forward_full_obj

Full LP objective from last forward solve (including a). Cached for the backward pass so the original LP need not be re-queried.

double gtopt::PhaseStateInfo::forward_objective

Opex from last forward pass