taco.algorithms package

Submodules

taco.algorithms.bundle module

class taco.algorithms.bundle.BundleAlgorithm(oracle, params)

Bases: object

Base class that combines the penalization procedure with a Bundle Method to solve the chance constraint problem. It is instantiated with a first-oder oracle for the DC objective and a dictionary of parameters. From time to time, the penalization parameters are increased to escape some critical point of the DC objective.

Parameters

• oracle – An oracle object.

• params (dict) – Python dictionary of parameters.

run(verbose=False)

Runs the optimization process :type verbose: bool :param verbose: If true, prints advance of the process in the console :return: solution of the problem

Module contents

class taco.algorithms.BundleAlgorithm(oracle, params)

Bases: object

Base class that combines the penalization procedure with a Bundle Method to solve the chance constraint problem. It is instantiated with a first-oder oracle for the DC objective and a dictionary of parameters. From time to time, the penalization parameters are increased to escape some critical point of the DC objective.

Parameters

• oracle – An oracle object.

• params (dict) – Python dictionary of parameters.

run(verbose=False)

Runs the optimization process :type verbose: bool :param verbose: If true, prints advance of the process in the console :return: solution of the problem