Extend the PyROS CardinalitySet to allow negative deviations#3969
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mrmundt merged 9 commits intoJun 3, 2026
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jsiirola
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Overall, this looks good. A couple minor questions, but I don't think they are anything that would hold up the PR.
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Coverage 90.12% 90.12%
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One more question: does this need to update the changelog? |
…sonaf/pyomo into pyros-extend-cardinality-set-2
jsiirola
approved these changes
Jun 3, 2026
mrmundt
approved these changes
Jun 3, 2026
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Summary/Motivation:
This PR extends the family of uncertainty sets that can be represented by the PyROS
CardinalitySet. The current implementation ofCardinalitySetsupports the family of "cardinality-constrained" or "budgeted" sets defined in Poss (2013) and Subramanyam et al (2020); for any member of that family, only positive coordinate deviations from the "origin" of the set are allowed. In contrast, cardinality-constrained sets defined in, for example, Bertsimas and Sim (2004) allow for positive and negative coordinate deviations from the origin. We therefore extend the implementation ofCardinalitySetto support sets in which positive and/or negative deviations are allowed. The documentation and tests are updated to account for this extension.AI-Use Disclosure
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