Cvar factor add investment cost expression#1615
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Wrap stochastic_scenario selection in an ordered_scenarios CTE so
nextval('id') assigns ids only after ORDER BY scenario. This guarantees
all per-scenario tables align to scenario 1..N in alphabetical order,
a prerequisite for positional index access in the CVaR expressions.
Co-Authored-By: GitHub Copilot (claude-sonnet-4-6) <noreply@github.com>
Builds one TulipaExpression per operational cost type (flows, vintage_flows, units_on) before the objective is assembled, so the CVaR constraint can read precomputed per-scenario sums directly. Renames units_on_cost.jl to units_on_operational_cost.jl for consistency. Splits prepare_objective_tables! out of add_objective! so discount-table preparation runs before expression building. Co-Authored-By: GitHub Copilot (claude-sonnet-4-6) <noreply@github.com>
Builds total_cost_per_scenario as a TulipaExpression by summing the three precomputed per-scenario cost expressions. Creates tail excess constraints xi_s >= cost_s - mu using row.id-based access throughout, eliminating the _scenario_cost_lookup Dict and any |> collect on CVaR indices. Registers :cvar and :objective tags in TAGS_DATA and replaces the outdated CVaR objective test with an updated one. Co-Authored-By: GitHub Copilot (claude-sonnet-4-6) <noreply@github.com>
Co-authored-by: Abel Soares Siqueira <abel.siqueira@esciencecenter.nl>
Co-authored-by: Abel Soares Siqueira <abel.s.siqueira@gmail.com>
Co-authored-by: Abel Soares Siqueira <abel.siqueira@esciencecenter.nl>
Fix test assertion for cost per scenario in tail excess constraints
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close in favour of #1631 |
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Hi Diego, this is the TEM version I locally run in the Experiments_CVaR repo. Thanks for pulling it before considering my other PR. Cheers,
Florine
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