Struct RobustConfig 

pub struct RobustConfig {
    pub uncertainty_type: UncertaintyType,
    pub robustness_parameter: f64,
    pub use_cvar: bool,
    pub cvar_alpha: f64,
    pub n_inner_samples: usize,
}

High-level configuration for robust optimization.

Wraps the uncertainty set type and robustness parameter in a single convenient struct for use with high-level robust optimization APIs.

Fields

uncertainty_type: UncertaintyType

Type of uncertainty set.

robustness_parameter: f64

Robustness parameter ρ: controls the size / conservativeness of the uncertainty set. Interpretation depends on uncertainty_type:

• Box: ρ is the uniform box radius (all δ_i = ρ)
• Ellipsoidal: ρ is the ellipsoid radius
• Budgeted: ρ is the budget Γ

use_cvar: bool

Whether to use CVaR (true) or worst-case (false) as the robustness criterion.

cvar_alpha: f64

CVaR confidence level α ∈ (0,1) (used when use_cvar = true).

n_inner_samples: usize

Number of inner samples for sampling-based solvers.

Trait Implementations

impl Clone for RobustConfig

fn clone(&self) -> RobustConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RobustConfig

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

Formats the value using the given formatter.

impl Default for RobustConfig

fn default() -> Self

Returns the “default value” for a type.