Implements RandomExtremumAffine.


class picos.expressions.uncertain.uexp_rand_pwl.RandomExtremumAffine(expressions)[source]

Bases: ExtremumBase, UncertainExpression, Expression

Base class for random convex or concave piecewise linear expressions.


Unlike other uncertain expression types, this class is limited to uncertainty of stochastic nature, where using the expression in a constraint or as an objective function implicitly takes the (worst-case) expectation of the expression. Non-stochastic uncertainty is handled within MaximumConvex and MinimumConcave as their behavior, although designed for certain expression types, already encodes the worst-case approach of the robust optimization paradigm.


Return self>=value.


Construct a RandomExtremumAffine.


expressions – A collection of uncertain affine expressions whose uncertainty is of stochastic nature.


Return self<=value.

property expressions

The expressions under the extremum.

property perturbation

Fast override for UncertainExpression.

class picos.expressions.uncertain.uexp_rand_pwl.RandomMaximumAffine(expressions)[source]

Bases: MaximumBase, RandomExtremumAffine

The maximum over a set of random affine expressions.

class picos.expressions.uncertain.uexp_rand_pwl.RandomMinimumAffine(expressions)[source]

Bases: MinimumBase, RandomExtremumAffine

The minimum over a set of random affine expressions.