def test_margins_2d(self):
cc = ChanceConstraint([self.U <= 0, min(self.V) >= 5])
self.U.value = np.array([[1, 2], [3, 4]])
self.V.value = np.array([[-2, 3], [-1, 2], [0, 1]])
margins = cc.margins()
self.assertEqual(len(margins), 2)
self.assertItemsAlmostEqual(margins[0], self.U.value, places=8)
self.assertItemsAlmostEqual(margins[1],
5 - np.min(self.V.value),
places=8)
def test_margins(self):
cc = ChanceConstraint([self.x <= 0])
self.assertItemsAlmostEqual(cc.margins(), [None])
self.x.value = [-1, 1]
margins = cc.margins()
self.assertEqual(len(margins), 1)
self.assertItemsAlmostEqual(margins[0], self.x.value, places=8)
cc.constraints = [self.x >= 0]
self.assertItemsAlmostEqual(cc.margins()[0], -self.x.value, places=8)
cc.constraints = [self.x >= 0, self.y <= 0]
margins = cc.margins()
self.assertEqual(len(margins), 2)
self.assertItemsAlmostEqual(margins[0], -self.x.value, places=8)
self.assertEqual(margins[1], None)
self.y.value = [-5, 0, 10]
self.assertItemsAlmostEqual(cc.margins()[1], self.y.value)
b = np.random.randn(self.A.shape[0])
cc = ChanceConstraint([self.A * self.x == b])
self.x.value = [-1, 1]
margins = cc.margins()
self.assertItemsAlmostEqual(margins[0],
np.abs(self.A.dot(self.x.value) - b))