odys.optimization.objective_terms¶
Model formulations, one per objective term type. An ObjectiveTermFormulation adds its own variables and constraints (CVaR's value at risk, shortfalls and shortfall constraint) and returns its weighted expression; the objective is their sum. OBJECTIVE_TERM_FORMULATIONS lists every term type's formulation, in build order.
The model maximizes the sum of the terms' weighted expressions. The expected profit, the CVaR term with its shortfall constraint CV-1, and their sum are written out on the Objective formulation page.
See also domain.objective for the public configuration interface.
Modules¶
basecvarprofit
Model formulations, one per objective term type.
OBJECTIVE_TERM_FORMULATIONS = (ProfitTermFormulation, CVaRTermFormulation)
module-attribute
¶
Every objective term type's formulation, in build order.