picos.expressions.uncertain.uexp_rand_pwl¶
Implements RandomExtremumAffine
.
Classes
- class picos.expressions.uncertain.uexp_rand_pwl.RandomExtremumAffine(expressions)[source]¶
Bases:
ExtremumBase
,UncertainExpression
,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
andMinimumConcave
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
.
- 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.