An intra-stage time period (e.g., peak, shoulder, off-peak) representing load level variation within a stage; can be parallel (independent) or chronological (sequential)
Bus
Barramento
A node in the electrical network where components connect
Line
Linha / Circuito
A transmission line or transformer connecting two buses
Subsystem
Subsistema
A region of the interconnected grid (e.g., SE/CO, S, NE, N in Brazil)
Exchange
Intercâmbio
Power transfer between subsystems
Load
Carga / Demanda
Electrical power consumption at a bus
Deficit
Déficit
Unmet demand — load that cannot be served by available generation
A linear inequality approximating the future cost function
Cost-to-go function
Função de custo futuro (FCF)
Expected cost from the current stage to the end of the horizon
Forward pass
Passagem direta
Simulation phase: solve stages sequentially under sampled scenarios
Backward pass
Passagem reversa
Optimization phase: generate cuts by solving from the last stage backward
Lower bound
Limite inferior
Estimate from the first-stage problem (improves with more cuts)
Upper bound
Limite superior
Statistical estimate from simulation (converges to true cost in risk-neutral setup)
Optimality gap
Gap de otimalidade
Difference between upper and lower bounds, as a percentage
Dual variable
Variável dual / Multiplicador
Shadow price from LP solution; indicates marginal value of a resource
Marginal cost (CMO)
Custo Marginal de Operação
Shadow price of the demand constraint — the cost of one additional MWh
Cut pool
Conjunto de cortes
Collection of all generated Benders cuts for a given stage
Discount factor
Fator de desconto
Multiplicative factor d∈(0,1] applied to future costs reflecting the time value of money; required for infinite-horizon SDDP convergence
Epigraph variable
-
The auxiliary LP variable θ that lower-bounds the true cost-to-go function Vt+1(xt); named after the epigraph of a convex function
Infinite horizon
Horizonte infinito
Policy graph with cyclic transitions, used for long-term planning
Opening
Abertura
A pre-generated scenario noise vector used in the backward pass
Opening tree
Árvore de aberturas
The fixed set of pre-generated noise vectors used in the backward pass; generated once before training begins and reused across all iterations. Each stage has num_scenarios noise vectors. See Scenario Generation.
Outer approximation
Aproximação exterior
The piecewise-linear lower bound on the cost-to-go function constructed from Benders cuts; the primary output of SDDP training
Policy graph
Grafo de política
Directed graph defining the stage structure and transitions in an SDDP problem
Relatively complete recourse
Recurso relativamente completo
Property that every LP subproblem is feasible for all incoming states and scenario realizations; ensured in Cobre via penalty slack variables
Trajectory record
Trajetória
Data structure capturing one stage’s forward pass result: primal solution, dual solution, stage cost, and end-of-stage state. Used for cut coefficient extraction in the backward pass and for simulation output
Trial point
Ponto amostral
The state visited during a forward pass, used to construct cuts in the backward pass
Message Passing Interface — standard for distributed-memory parallel computing
NUMA
-
Non-Uniform Memory Access — hardware topology where memory access time depends on processor-memory proximity
OpenMP
-
API for shared-memory parallel programming via compiler directives; Cobre uses Rayon (Rust data-parallelism library) instead of OpenMP for intra-node thread parallelism
Rayon
-
Rust data-parallelism library used for intra-node thread parallelism in Cobre; provides work-stealing parallel iterators as a safe, idiomatic alternative to OpenMP
Rank
-
An MPI process; each rank has its own address space
Thread affinity
-
Binding of threads to specific CPU cores to prevent migration and ensure NUMA-local memory access