Enum ObjectiveUncertaintyModel 

pub enum ObjectiveUncertaintyModel {
    Box {
        delta: Array1<f64>,
    },
    Ellipsoidal {
        covariance: Array2<f64>,
        radius: f64,
    },
    Budget {
        delta: Array1<f64>,
        budget: f64,
    },
}

Uncertainty model for the objective vector c in cᵀ x.

Variants

Box

Box uncertainty: c̃ ∈ [c - δ, c + δ], worst-case = cᵀ x + δᵀ |x|.

Fields

delta: Array1<f64>

Per-component perturbation radius δ_i ≥ 0.

Ellipsoidal

Ellipsoidal uncertainty: c̃ = c + Σ^{1/2} ξ, ‖ξ‖₂ ≤ ρ. Worst-case = cᵀ x + ρ ‖Σ^{1/2} x‖₂ = cᵀ x + ρ √(xᵀ Σ x).

Fields

covariance: Array2<f64>

PSD covariance matrix Σ (n×n).

radius: f64

Ellipsoid radius ρ.

Budget

Bertsimas-Sim budgeted uncertainty: at most Γ components can deviate. Worst-case = cᵀ x + Σ_top_Γ δ_i |x_i|.

Fields

delta: Array1<f64>

Per-component radius δ_i.

budget: f64

Budget parameter Γ ∈ [0, n].

Trait Implementations

impl Clone for ObjectiveUncertaintyModel

fn clone(&self) -> ObjectiveUncertaintyModel

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ObjectiveUncertaintyModel

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

Formats the value using the given formatter.