picos.constraints.uncertain.ucon_ws_pwl

Implements WassersteinAmbiguousExtremumAffineConstraint.

Outline

Classes

WassersteinAmbiguousExtremumAffineConstraint

A bound on a W_1-ambiguous expected value of a piecewise function.

Classes

WassersteinAmbiguousExtremumAffineConstraint

class picos.constraints.uncertain.ucon_ws_pwl.WassersteinAmbiguousExtremumAffineConstraint(extremum, relation, rhs)[source]

Bases: picos.constraints.constraint.Constraint

A bound on a W_1-ambiguous expected value of a piecewise function.

class DistributionallyRobustConversion[source]

Bases: picos.constraints.constraint.ConstraintConversion

Distributionally robust counterpart conversion.

classmethod convert(con, options)[source]

Implement convert.

classmethod predict(subtype, options)[source]

Implement predict.

__init__(extremum, relation, rhs)[source]

Construct a WassersteinAmbiguousExtremumAffineConstraint.

Parameters
property maximum_form

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