Cobre Documentation

This is Cobre Documentation — the mathematics and algorithm behind its SDDP-based hydrothermal dispatch, together with how the software implements them. It brings together the mathematical formulations, the algorithm, and worked examples with the practical guide to installing, configuring, and running the software. The Cobre code is the ground truth; these chapters are kept in step with it.

Get Started What Cobre solves, how to install it, and running your first study from the CLI or Python.

Introduction The SDDP idea in one page, notation conventions, and how to read this book.

System Modelling The stage LP: objective, system elements, equipment, blocks, hydro production, and penalties.

Stochastic Modelling The PAR(p) inflow model, multi-resolution studies, and scenario generation.

The SDDP Algorithm Forward and backward passes, cut management, warm starts, risk measures, stopping rules, and determinism.

Coupling & Boundary Conditions Horizon modes and the discount rate that close the multi-stage problem.

Running Cobre Configuration, running studies, policy management, performance, case conversion, and interpreting results.

Worked Examples Small, fully worked single- and four-reservoir systems that exercise the formulations end to end.

Reference Glossary of domain terminology and the bibliography.