Enum UncertaintySet 

pub enum UncertaintySet {
    Box {
        delta: Array1<f64>,
    },
    Ellipsoidal {
        center: Array1<f64>,
        covariance: Array2<f64>,
        radius: f64,
    },
    Polyhedral {
        a_matrix: Array2<f64>,
        b_vector: Array1<f64>,
    },
    BudgetedUncertainty {
        delta: Array1<f64>,
        budget: f64,
    },
}

Describes the geometry of an uncertainty set for robust optimization.

Variants

Box

Axis-aligned box: ‖ξ‖∞ ≤ δ, i.e. |ξ_i| ≤ delta_i for each component.

Fields

delta: Array1<f64>

Per-component radius (length must equal problem dimension).

Ellipsoidal

Ellipsoidal set: {ξ : ξᵀ Σ⁻¹ ξ ≤ ρ²} where Σ is a positive-definite covariance matrix.

Fields

center: Array1<f64>

Ellipsoid centre (shift from nominal).

covariance: Array2<f64>

Covariance / shape matrix Σ (n×n positive definite).

radius: f64

Ellipsoid radius ρ.

Polyhedral

Polyhedral set: {ξ : A ξ ≤ b}.

Fields

a_matrix: Array2<f64>

Constraint matrix A (m×n).

b_vector: Array1<f64>

Right-hand side b (m-vector).

BudgetedUncertainty

Bertsimas-Sim budgeted uncertainty: at most Γ of the n parameters can deviate by their full radius δ_i.

Fields

delta: Array1<f64>

Per-component radius.

budget: f64

Budget parameter Γ ∈ [0, n].

Trait Implementations

impl Clone for UncertaintySet

fn clone(&self) -> UncertaintySet

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for UncertaintySet

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.