picos.constraints.uncertain.ucon_ws_pwl¶
Implements WassersteinAmbiguousExtremumAffineConstraint
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Classes¶
WassersteinAmbiguousExtremumAffineConstraint¶
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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.
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class
DistributionallyRobustConversion
[source]¶ Bases:
picos.constraints.constraint.ConstraintConversion
Distributionally robust counterpart conversion.
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__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.
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property
maximum_form
¶ The constraint posed as an upper bound on an expected maximum.
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class