scenario
scenario |
Purpose
Create a scenario uncertain constraint.
Synopsis
function scenario(data:array (range,set of uncertain) of real):uncertainctr
Argument
|
data
|
Scenario data
|
Return value
The new scenario uncertain constraint.
Further information
A scenario uncertain constraint takes historical data of the possible realizations of the
uncertain data. In effect, the introduced uncertain constraint enforced that for any solution to the robust optimization problem, any robust constraint
robustctr is satisfied for all realizations of the
uncertains as defined by the data array. This function stores a reference to the provided array (
i.e. it does not make a copy of it). As a consequence any modification to the array will imply modifications to the constraint even after the constraint has been built. Invalid data is only reported at the time of loading the problem into the optimiser.
Module