Struct RobustLP 

pub struct RobustLP {
    pub c: Array1<f64>,
    pub a_matrix: Array2<f64>,
    pub b_rhs: Array1<f64>,
    pub lb: Option<Array1<f64>>,
    pub ub: Option<Array1<f64>>,
    pub c_uncertainty: Option<Array1<f64>>,
    pub a_uncertainty: Option<Array2<f64>>,
    pub b_uncertainty: Option<Array1<f64>>,
}

A linear program with uncertain data.

Nominal problem:

min  cᵀ x
s.t. A x ≤ b
     lb ≤ x ≤ ub   (optional bounds)

Fields

c: Array1<f64>

Nominal objective coefficient vector c (n-vector).

a_matrix: Array2<f64>

Nominal constraint matrix A (m × n).

b_rhs: Array1<f64>

Nominal right-hand side b (m-vector).

lb: Option<Array1<f64>>

Optional lower bounds on x (length n; use f64::NEG_INFINITY for unbounded).

ub: Option<Array1<f64>>

Optional upper bounds on x (length n; use f64::INFINITY for unbounded).

c_uncertainty: Option<Array1<f64>>

Uncertainty in objective coefficients c: perturbation radius per coordinate.

a_uncertainty: Option<Array2<f64>>

Uncertainty in constraint matrix A: perturbation radius per entry (m × n).

b_uncertainty: Option<Array1<f64>>

Uncertainty in right-hand side b: perturbation radius per constraint.

Implementations

impl RobustLP

pub fn new( c: Array1<f64>, a_matrix: Array2<f64>, b_rhs: Array1<f64>, ) -> OptimizeResult<Self>

Create a new robust LP with no uncertainty (reduces to nominal LP).

Arguments

• c – objective vector (n)
• a_matrix – constraint matrix (m × n)
• b_rhs – right-hand side (m)

pub fn with_c_uncertainty(self, delta_c: Array1<f64>) -> OptimizeResult<Self>

Set box uncertainty on the objective: c̃ ∈ [c - δ_c, c + δ_c].

pub fn with_a_uncertainty(self, delta_a: Array2<f64>) -> OptimizeResult<Self>

Set box uncertainty on constraints: Ã_ij ∈ [A_ij - δ_A_ij, A_ij + δ_A_ij].

pub fn with_b_uncertainty(self, delta_b: Array1<f64>) -> OptimizeResult<Self>

Set box uncertainty on the RHS: b̃_i ∈ [b_i - δ_b_i, b_i + δ_b_i].

pub fn with_bounds( self, lb: Array1<f64>, ub: Array1<f64>, ) -> OptimizeResult<Self>

Set variable bounds.

pub fn n_vars(&self) -> usize

Number of variables.

pub fn n_constraints(&self) -> usize

Number of constraints.

Trait Implementations

impl Clone for RobustLP

fn clone(&self) -> RobustLP

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RobustLP

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

Formats the value using the given formatter.