picos.constraints.uncertain.ucon_conic_aff

Implements ConicallyUncertainAffineConstraint.

Outline

Classes

ConicallyUncertainAffineConstraint

A bound on an affine expression with conic uncertainty.

Classes

ConicallyUncertainAffineConstraint

class picos.constraints.uncertain.ucon_conic_aff.ConicallyUncertainAffineConstraint(le0)

Bases: picos.constraints.constraint.Constraint

A bound on an affine expression with conic 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__(le0)

Construct an ConicallyUncertainAffineConstraint.

Parameters

le0 (UncertainAffineExpression) – Uncertain expression constrained to be at most zero.