picos.constraints.uncertain.ucon_ws_sqnorm

Implements WassersteinAmbiguousSquaredNormConstraint.

Classes

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

Bases: picos.constraints.constraint.Constraint

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

class DistributionallyRobustConversion

Bases: picos.constraints.constraint.ConstraintConversion

Distributionally robust counterpart conversion.

classmethod convert(con, options)

Implement convert.

classmethod predict(subtype, options)

Implement predict.

__init__(sqnorm, upper_bound)

Construct a WassersteinAmbiguousSquaredNormConstraint.

Parameters

• sqnorm (UncertainSquaredNorm) – Uncertain squared norm to upper bound the expectation of.

• upper_bound (AffineExpression) – Upper bound on the expected value.