picos.constraints.uncertain.ucon_ws_sqnorm¶
Implements WassersteinAmbiguousSquaredNormConstraint
.
Classes
- class picos.constraints.uncertain.ucon_ws_sqnorm.WassersteinAmbiguousSquaredNormConstraint(sqnorm, upper_bound)[source]¶
Bases:
Constraint
A bound on a Wasserstein-ambiguous expected value of a squared norm.
- class DistributionallyRobustConversion[source]¶
Bases:
ConstraintConversion
Distributionally robust counterpart conversion.
- __init__(sqnorm, upper_bound)[source]¶
Construct a
WassersteinAmbiguousSquaredNormConstraint
.- Parameters
sqnorm (UncertainSquaredNorm) – Uncertain squared norm to upper bound the expectation of.
upper_bound (AffineExpression) – Upper bound on the expected value.