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Cutting-planes with quadrature weights for InfGDP - #142

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dnguyen227 wants to merge 4 commits into
infiniteopt:masterfrom
dnguyen227:cp_quadrature_weights
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Cutting-planes with quadrature weights for InfGDP#142
dnguyen227 wants to merge 4 commits into
infiniteopt:masterfrom
dnguyen227:cp_quadrature_weights

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@dnguyen227

@dnguyen227 dnguyen227 commented Aug 24, 2026

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This PR adds the use of quadrature weights when making cuts on InfGDP problems. This makes _CuttingPlanes an inner type to store weights as an argument. While doing this, I brought some of the other things we keep track of into this as well to clean up the code. Theres a few paths I could've taken but think this is the cleanest at the sacrifice of holding the weights argument inside of the finite code (which is completely valid for users to change too at their own risk actually).

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codecov Bot commented Aug 24, 2026

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Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 99.52%. Comparing base (a4ebe8a) to head (62a665e).

Additional details and impacted files
@@            Coverage Diff             @@
##           master     #142      +/-   ##
==========================================
+ Coverage   99.51%   99.52%   +0.01%     
==========================================
  Files          17       17              
  Lines        2061     2122      +61     
==========================================
+ Hits         2051     2112      +61     
  Misses         10       10              

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@dnguyen227

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@pulsipher ready for review

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