End valuation with Benders cuts (Benders module)

Values are supplied through Benders cuts from a process such as Fansi or Scenario Fan. At the moment these values are supplied from Fansi. Cuts are created in the form of a number of constraints added to the LP-model:

\[\begin{split} \\{i \in reservoirs,\ k = timesteps-1,\ n \in \\{0, 1, ..., num\\_cuts - 1\\}\\}\end{split}\]

\[ \textrm{ALPHASUM}(n):\alpha - \sum_{i}^{reservoirs} \textrm{WaterValue}(i)*res(i,k) \geq \textrm{CutRhs}(n) \]

\[ -\infty \leq \alpha \leq \infty \]

The total value of the water is added to the objective function, where alpha will be negative:

\[ Obj^{min}: C^Tx + \alpha \]

Note: Target reservoirs do not get an end valuation.