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)

Bases: picos.constraints.constraint.Constraint

A bound on a W_1-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 WassersteinAmbiguousExtremumAffineConstraint.

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.