picos.constraints.uncertain.ucon_mom_pwl

Implements MomentAmbiguousExtremumAffineConstraint.

Classes

class picos.constraints.uncertain.ucon_mom_pwl.MomentAmbiguousExtremumAffineConstraint(extremum, relation, rhs)

Bases: picos.constraints.constraint.Constraint

A bound on a moment-ambiguous expected value of a piecewise function.

class DistributionallyRobustConversion

Bases: picos.constraints.constraint.ConstraintConversion

Distributionally robust counterpart conversion.

classmethod convert(con, options)

Implement convert.

classmethod predict(subtype, options)

Implement predict.

__init__(extremum, relation, rhs)

Construct a MomentAmbiguousExtremumAffineConstraint.

Parameters

• extremum (RandomExtremumAffine) – Left hand side expression.

• relation (str) – Constraint relation symbol.

• rhs (AffineExpression) – Right hand side expression.

property maximum_form

The constraint posed as an upper bound on an expected maximum.