picos.expressions.uncertain.uexp_rand_pwl

Implements RandomExtremumAffine.

Outline

Classes

RandomExtremumAffine

Base class for random convex or concave piecewise linear expressions.

RandomMaximumAffine

The maximum over a set of random affine expressions.

RandomMinimumAffine

The minimum over a set of random affine expressions.

Classes

RandomExtremumAffine

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

Bases: picos.expressions.exp_extremum.ExtremumBase, picos.expressions.uncertain.uexpression.UncertainExpression, picos.expressions.expression.Expression

Base class for random convex or concave piecewise linear expressions.

Note

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.

__init__(expressions)[source]

Construct a RandomExtremumAffine.

Parameters

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

property expressions

The expressions under the extremum.

property perturbation

Fast override for UncertainExpression.

RandomMaximumAffine

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

Bases: picos.expressions.exp_extremum.MaximumBase, picos.expressions.uncertain.uexp_rand_pwl.RandomExtremumAffine

The maximum over a set of random affine expressions.

RandomMinimumAffine

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

Bases: picos.expressions.exp_extremum.MinimumBase, picos.expressions.uncertain.uexp_rand_pwl.RandomExtremumAffine

The minimum over a set of random affine expressions.