Cobre Methodology Reference

The mathematics behind Cobre's SDDP-based hydrothermal dispatch — formulations, algorithm, and worked examples, kept in lockstep with the code.

Start with the SDDP framework What Cobre solves

This is the methodology reference for Cobre — the specification corpus for its SDDP-based hydrothermal dispatch. It collects the mathematical formulations, the algorithm, and worked examples, organised in seven parts. The Cobre code is the ground truth; these chapters are kept in step with it.

Part 1 — Introduction The SDDP idea in one page, what Cobre solves, notation conventions, and how to read this book.

Part 2 — System Modelling The stage LP: objective, system elements, equipment, blocks, hydro production, and penalties.

Part 3 — Stochastic Modelling The PAR(p) inflow model, multi-resolution studies, and scenario generation.

Part 4 — The SDDP Algorithm Forward and backward passes, cut management, warm starts, risk measures, stopping rules, and determinism.

Part 5 — Coupling & Boundary Conditions Horizon modes and the discount rate that close the multi-stage problem.

Part 6 — Worked Examples Small, fully worked single- and four-reservoir systems that exercise the formulations end to end.

Part 7 — Reference Glossary of domain terminology and the bibliography.