picos.constraints.uncertain¶
Constraint types with an explicit representation of data uncertainty.
Outline¶
Classes¶
An (uncertain) upper bound on a norm with unit ball uncertainty. |
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A bound on an affine expression with conic uncertainty. |
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A bound on a moment-ambiguous expected value of a piecewise function. |
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A bound on a moment-ambiguous expected value of a squared norm. |
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Conic constraint with scenario uncertainty. |
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A bound on a W_1-ambiguous expected value of a piecewise function. |
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A bound on a Wasserstein-ambiguous expected value of a squared norm. |
Submodules¶
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Classes¶
BallUncertainNormConstraint¶
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class
picos.constraints.uncertain.
BallUncertainNormConstraint
(norm, upper_bound)[source]¶ Bases:
picos.constraints.constraint.Constraint
An (uncertain) upper bound on a norm with unit ball uncertainty.
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class
RobustConversion
[source]¶ Bases:
picos.constraints.constraint.ConstraintConversion
Robust counterpart conversion.
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__init__
(norm, upper_bound)[source]¶ Construct a
BallUncertainNormConstraint
.- Parameters
norm (UncertainNorm) – Uncertain norm that is bounded from above.
upper_bound (AffineExpression or UncertainAffineExpression) – (Uncertain) upper bound on the norm.
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property
ne
¶ The uncertain affine expression under the norm.
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class
ConicallyUncertainAffineConstraint¶
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class
picos.constraints.uncertain.
ConicallyUncertainAffineConstraint
(le0)[source]¶ Bases:
picos.constraints.constraint.Constraint
A bound on an affine expression with conic uncertainty.
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class
RobustConversion
[source]¶ Bases:
picos.constraints.constraint.ConstraintConversion
Robust counterpart conversion.
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__init__
(le0)[source]¶ Construct an
ConicallyUncertainAffineConstraint
.- Parameters
le0 (UncertainAffineExpression) – Uncertain expression constrained to be at most zero.
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class
MomentAmbiguousExtremumAffineConstraint¶
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class
picos.constraints.uncertain.
MomentAmbiguousExtremumAffineConstraint
(extremum, relation, rhs)[source]¶ Bases:
picos.constraints.constraint.Constraint
A bound on a moment-ambiguous expected value of a piecewise function.
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class
DistributionallyRobustConversion
[source]¶ Bases:
picos.constraints.constraint.ConstraintConversion
Distributionally robust counterpart conversion.
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__init__
(extremum, relation, rhs)[source]¶ Construct a
MomentAmbiguousExtremumAffineConstraint
.- Parameters
extremum (RandomExtremumAffine) – Left hand side expression.
relation (str) – Constraint relation symbol.
rhs (AffineExpression) – Right hand side expression.
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property
maximum_form
¶ The constraint posed as an upper bound on an expected maximum.
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class
MomentAmbiguousSquaredNormConstraint¶
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class
picos.constraints.uncertain.
MomentAmbiguousSquaredNormConstraint
(sqnorm, upper_bound)[source]¶ Bases:
picos.constraints.constraint.Constraint
A bound on a moment-ambiguous expected value of a squared norm.
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class
DistributionallyRobustConversion
[source]¶ Bases:
picos.constraints.constraint.ConstraintConversion
Distributionally robust counterpart conversion.
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__init__
(sqnorm, upper_bound)[source]¶ Construct a
MomentAmbiguousSquaredNormConstraint
.- Parameters
sqnorm (UncertainSquaredNorm) – Uncertain squared norm to upper bound the expectation of.
upper_bound (AffineExpression) – Upper bound on the expected value.
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class
ScenarioUncertainConicConstraint¶
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class
picos.constraints.uncertain.
ScenarioUncertainConicConstraint
(element, cone)[source]¶ Bases:
picos.constraints.constraint.Constraint
Conic constraint with scenario uncertainty.
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class
RobustConversion
[source]¶ Bases:
picos.constraints.constraint.ConstraintConversion
Robust counterpart conversion.
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__init__
(element, cone)[source]¶ Construct a
ScenarioUncertainConicConstraint
.- Parameters
element (UncertainAffineExpression) – Uncertain expression constrained to be in the cone.
cone (Cone) – The cone that the uncertain expression is constrained to.
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class
WassersteinAmbiguousExtremumAffineConstraint¶
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class
picos.constraints.uncertain.
WassersteinAmbiguousExtremumAffineConstraint
(extremum, relation, rhs)[source]¶ Bases:
picos.constraints.constraint.Constraint
A bound on a W_1-ambiguous expected value of a piecewise function.
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class
DistributionallyRobustConversion
[source]¶ Bases:
picos.constraints.constraint.ConstraintConversion
Distributionally robust counterpart conversion.
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__init__
(extremum, relation, rhs)[source]¶ Construct a
WassersteinAmbiguousExtremumAffineConstraint
.- Parameters
extremum (RandomExtremumAffine) – Left hand side expression.
relation (str) – Constraint relation symbol.
rhs (AffineExpression) – Right hand side expression.
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property
maximum_form
¶ The constraint posed as an upper bound on an expected maximum.
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class
WassersteinAmbiguousSquaredNormConstraint¶
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class
picos.constraints.uncertain.
WassersteinAmbiguousSquaredNormConstraint
(sqnorm, upper_bound)[source]¶ Bases:
picos.constraints.constraint.Constraint
A bound on a Wasserstein-ambiguous expected value of a squared norm.
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class
DistributionallyRobustConversion
[source]¶ Bases:
picos.constraints.constraint.ConstraintConversion
Distributionally robust counterpart conversion.
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__init__
(sqnorm, upper_bound)[source]¶ Construct a
WassersteinAmbiguousSquaredNormConstraint
.- Parameters
sqnorm (UncertainSquaredNorm) – Uncertain squared norm to upper bound the expectation of.
upper_bound (AffineExpression) – Upper bound on the expected value.
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class