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

sqnorm (UncertainSquaredNorm) – Uncertain squared norm to upper bound the expectation of.
upper_bound (AffineExpression) – Upper bound on the expected value.