picos.constraints.uncertain.ucon_ws_sqnorm¶
Implements WassersteinAmbiguousSquaredNormConstraint
.
Classes¶
WassersteinAmbiguousSquaredNormConstraint¶
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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.
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class
DistributionallyRobustConversion
[source]¶ Bases:
picos.constraints.constraint.ConstraintConversion
Distributionally robust counterpart conversion.
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__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.
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class