picos.expressions.uncertain.uexp_affine¶
Implements UncertainAffineExpression
.
Classes
- class picos.expressions.uncertain.uexp_affine.UncertainAffineExpression(string, shape=(1, 1), coefficients={})[source]¶
Bases:
picos.expressions.uncertain.uexpression.UncertainExpression
,picos.expressions.exp_biaffine.BiaffineExpression
A multidimensional uncertain affine expression.
This expression has the form
where
,
,
,
and
are defined as for the
BiaffineExpression
base class andis an uncertain perturbation parameter confined to (distributed according to) a perturbation set (distribution)
.
If no coefficient matrices defining
and
are provided, then this expression represents uncertain data confined to an uncertainty set
(distributed according to
) where
can be understood as a nominal data value while
quantifies the uncertainty on the data.
- __init__(string, shape=(1, 1), coefficients={})[source]¶
Construct an
UncertainAffineExpression
.Extends
exp_biaffine.BiaffineExpression.__init__
.This constructor is meant for internal use. As a user, you will want to first define a universe (e.g.
ConicPerturbationSet
) for aperturbation parameter
and use that parameter as a building block to create more complex uncertain expressions.