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WassersteinDROConfig

scirs2_optimize::robust::worst_case

Struct WassersteinDROConfig 

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pub struct WassersteinDROConfig {
    pub epsilon: f64,
    pub p_order: u32,
    pub lambda: f64,
    pub max_iter: usize,
    pub tol: f64,
    pub step_size: f64,
    pub fd_step: f64,
}
Expand description

Configuration for Wasserstein DRO.

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§epsilon: f64

Wasserstein ball radius ε > 0.

§p_order: u32

Wasserstein order p (1 or 2).

§lambda: f64

Regularization penalty for Wasserstein constraint.

§max_iter: usize

Maximum iterations.

§tol: f64

Convergence tolerance.

§step_size: f64

Step size.

§fd_step: f64

Finite-difference step.

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impl Clone for WassersteinDROConfig

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fn clone(&self) -> WassersteinDROConfig

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for WassersteinDROConfig

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

Formats the value using the given formatter. Read more
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impl Default for WassersteinDROConfig

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fn default() -> Self

Returns the “default value” for a type. Read more

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