cobre-sddp 0.2.2

Stochastic Dual Dynamic Programming (SDDP) for hydrothermal dispatch and energy planning
Documentation
//! Context structs for reducing parameter count in hot-path functions.

use cobre_solver::StageTemplate;
use cobre_stochastic::StochasticContext;

use crate::{HorizonMode, InflowNonNegativityMethod, StageIndexer};

/// Immutable per-stage LP layout and noise scaling parameters.
///
/// Groups the read-only parameters shared by the forward pass, backward pass,
/// and simulation pipeline. Constructed once at algorithm startup and passed
/// by reference to all hot-path functions.
pub struct StageContext<'a> {
    /// Stage LP templates (one per study stage).
    pub templates: &'a [StageTemplate],
    /// Row index of the first water-balance row in each stage template.
    pub base_rows: &'a [usize],
    /// Noise scaling factors, layout: `[stage * n_hydros + hydro]`.
    pub noise_scale: &'a [f64],
    /// Number of hydro plants with LP variables.
    pub n_hydros: usize,
    /// Number of buses with stochastic load noise.
    pub n_load_buses: usize,
    /// Row index of the first load-balance row in each stage template.
    pub load_balance_row_starts: &'a [usize],
    /// Bus indices for stochastic load mapping.
    pub load_bus_indices: &'a [usize],
    /// Number of blocks per stage.
    pub block_counts_per_stage: &'a [usize],
    /// Maximum generation (MW) per stochastic NCS entity, sorted by entity ID.
    /// Length equals the number of stochastic NCS entities. Empty when none exist.
    pub ncs_max_gen: &'a [f64],
}

/// Immutable algorithm-level configuration for the training loop.
///
/// Groups the read-only parameters shared by the training loop, forward pass,
/// backward pass, and simulation pipeline. Constructed once by the caller of
/// [`train`](crate::train) and passed by reference to all pass functions.
pub struct TrainingContext<'a> {
    /// Horizon mode (finite/infinite) determining stage count.
    pub horizon: &'a HorizonMode,
    /// Stage indexer providing state layout and entity counts.
    pub indexer: &'a StageIndexer,
    /// Inflow non-negativity enforcement strategy.
    pub inflow_method: &'a InflowNonNegativityMethod,
    /// Stochastic context providing noise generation and PAR model.
    pub stochastic: &'a StochasticContext,
    /// Initial state vector for stage 0.
    pub initial_state: &'a [f64],
}