picos.constraints.uncertain.ucon_ws_sqnorm

Implements WassersteinAmbiguousSquaredNormConstraint.

Outline

Classes

WassersteinAmbiguousSquaredNormConstraint

A bound on a Wasserstein-ambiguous expected value of a squared norm.

Classes

WassersteinAmbiguousSquaredNormConstraint

class picos.constraints.uncertain.ucon_ws_sqnorm.WassersteinAmbiguousSquaredNormConstraint(sqnorm, upper_bound)[source]

Bases: picos.constraints.constraint.Constraint

A bound on a Wasserstein-ambiguous expected value of a squared norm.

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__(sqnorm, upper_bound)[source]

Construct a WassersteinAmbiguousSquaredNormConstraint.

Parameters