commonpower.modeling.robust_cost.BaseRobustCost

class BaseRobustCost(discount_factor: float = 1.0)[source]

Bases: object

Utility class to create a robust cost function from a given cost function expression.

Parameters:: discount_factor (float, optional) – Discount rate to give lower importance to costs further in the future. The logic is: sum_t (cost_t * df**t). Defaults to 1.0.

Methods

`add_additional_constraints`	Adds additional constraints for the robust cost function to the given model.
`initialize`	Initializes the robust cost function.
`obj_fcn`	Creates the objective function for the robust cost.

add_additional_constraints(model: ConcreteModel) → None[source]

Adds additional constraints for the robust cost function to the given model.

initialize(fcn: Callable, horizon: int)[source]

Initializes the robust cost function.

Parameters:

fcn (Callable) – Cost function. Must take the arguments (scenario, model, t).
horizon (int) – Horizon of the optimization problem.

obj_fcn(model: ConcreteModel) → Expression[source]

Creates the objective function for the robust cost.