pub struct DroResult {
pub optimal_weights: Vec<f64>,
pub worst_case_loss: f64,
pub primal_obj: f64,
pub n_iter: usize,
pub converged: bool,
}Expand description
Result of a distributionally robust optimization run.
Fields§
§optimal_weights: Vec<f64>Optimal decision variable weights (e.g. portfolio weights).
worst_case_loss: f64Worst-case expected loss under the Wasserstein-ball ambiguity set.
primal_obj: f64Primal objective value at the optimal weights.
n_iter: usizeNumber of iterations performed.
converged: boolWhether the solver converged to the requested tolerance.
Trait Implementations§
Auto Trait Implementations§
impl Freeze for DroResult
impl RefUnwindSafe for DroResult
impl Send for DroResult
impl Sync for DroResult
impl Unpin for DroResult
impl UnsafeUnpin for DroResult
impl UnwindSafe for DroResult
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