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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

  • base
  • cvar
  • profit

Model formulations, one per objective term type.

OBJECTIVE_TERM_FORMULATIONS = (ProfitTermFormulation, CVaRTermFormulation) module-attribute

Every objective term type's formulation, in build order.