Polyhedral Uncertainty

class lropt.Polyhedral(lhs, rhs, c=None, d=None, dimension=None, a=None, b=None, affine_transform=None, data=None, ub=None, lb=None, sum_eq=None)

Polyhedral uncertainty set, defined as

\[\mathcal{U}_{\text{poly}} = \{Az+b \ | \ lhs z \leq rhs\}\]

Parameters

lhs: 2 dimentional np.array, optional

matrix defining the lhs of the polyhedral support: :math: cu le d. By default None.

rhs: np.array, optional

vector defining the rhs of the polyhedral support: :math: cu le d. By default None.

ub: np.array | float, optional

vector or float defining the upper bound of the support. If scalar, broadcast to a vector. By default None.

lb: np.array | float, optional

vector or float defining the lower bound of the support. If scalar, broadcast to a vector. By default None.

sum_eq: np.array | float, optinal

vector or float defining an equality constraint for the uncertain vector. By default None.

Returns

Polyhedral

Polyhedral uncertainty set.