picos.constraints.uncertain.ucon_ball_norm

Implements BallUncertainNormConstraint.

Classes

class picos.constraints.uncertain.ucon_ball_norm.BallUncertainNormConstraint(norm, upper_bound)

Bases: picos.constraints.constraint.Constraint

An (uncertain) upper bound on a norm with unit ball uncertainty.

class RobustConversion

Bases: picos.constraints.constraint.ConstraintConversion

Robust counterpart conversion.

classmethod convert(con, options)

Implement convert.

Conversion recipe and variable names based on the book Robust Optimization (Ben-Tal, El Ghaoui, Nemirovski, 2009).

classmethod predict(subtype, options)

Implement predict.

__init__(norm, upper_bound)

Construct a BallUncertainNormConstraint.

Parameters

• norm (UncertainNorm) – Uncertain norm that is bounded from above.

• upper_bound (AffineExpression or UncertainAffineExpression) – (Uncertain) upper bound on the norm.

property ne

The uncertain affine expression under the norm.