uncertainty_sets

This module defines the UncertaintySet abstract base class, used for representing the uncertainty set of a robust optimization problem to be solved with PyROS, and a suite of pre-implemented concrete subclasses, based on uncertainty sets often used in the robust optimization literature.

Enums

Geometry(value)

Geometry classifications for PyROS uncertainty set objects.

Classes

AxisAlignedEllipsoidalSet(center, half_lengths)	An axis-aligned ellipsoid.
BoxSet(bounds)	A hyper-rectangle (i.e., "box").
BudgetSet(budget_membership_mat, rhs_vec[, ...])	A budget set.
CardinalitySet(origin, positive_deviation, gamma)	A cardinality-constrained (i.e., "gamma") set.
DiscreteScenarioSet(scenarios)	A discrete set of finitely many uncertain parameter realizations (or scenarios).
EllipsoidalSet(center, shape_matrix[, scale])	A general ellipsoid.
FactorModelSet(origin, number_of_factors, ...)	A factor model (i.e., "net-alpha" model) set.
IntersectionSet(**unc_sets)	An intersection of a sequence of uncertainty sets, each of which is represented by an UncertaintySet object.
PolyhedralSet(lhs_coefficients_mat, rhs_vec)	A bounded convex polyhedron or polytope.
UncertaintyQuantification(block, ...)	A collection of modeling components generated or addressed by the set_as_constraint method of an uncertainty set object.
UncertaintySet()	An object representing an uncertainty set to be passed to the PyROS solver.
UncertaintySetList([uncertainty_sets, name, ...])	Wrapper around a list of uncertainty sets, all of which have an immutable common dimension.

Functions

is_ragged(arr[, arr_types])	Return True if the array-like arr is ragged, False otherwise.
standardize_uncertain_param_vars(obj, dim)	Standardize an object castable to a list of VarData objects representing uncertain model parameters, and check that the length of the resulting list is equal to the specified dimension.
validate_arg_type(arg_name, arg_val, valid_types)	Perform type validation of an argument to a function/method.
validate_array(arr, arr_name, dim, valid_types)	Validate shape and entry types of an array-like object.
validate_dimensions(arr_name, arr, dim[, ...])	Validate dimension of an array-like object.