picos.constraints.uncertain.ucon_ws_pwl¶
Implements WassersteinAmbiguousExtremumAffineConstraint
.
Classes
- class picos.constraints.uncertain.ucon_ws_pwl.WassersteinAmbiguousExtremumAffineConstraint(extremum, relation, rhs)[source]¶
Bases:
Constraint
A bound on a W_1-ambiguous expected value of a piecewise function.
- class DistributionallyRobustConversion[source]¶
Bases:
ConstraintConversion
Distributionally robust counterpart conversion.
- __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.