One objective instead of stage objective with SDDP.jl

Specific Domains Optimization (Mathematical)
8

Do something like:

SDDP.LinearPolicyGraph(stages = 7) do sp, t
    @variable(sp, total_flow, SDDP.State, start = 0)
    @constraint(sp, total_flow.out == total_flow.in + ...)
    if t == 7
        @stageobjective(100 * total_flow + ...)
    else
        @stageobjective(...)
    end
end

But you’ll need to try a few different values other than 100, because it’ll depend on the values in the optimal solution.