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XiongPengNUS / rsome

Robust Stochastic Optimization Made Easy
GNU General Public License v3.0
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the solution may not meet the constraints. #48

Closed lrw890123 closed 1 year ago

lrw890123 commented 1 year ago

When I use the rsome.dro to solve the distributionally optimization problem, I find the solution may not meet the constraints. I have set the constraint that decision variables are greater than 0, but negative values appeared in the solution! 442131687230434_ pic

XiongPengNUS commented 1 year ago

The get() function of a decision rule only returns the constant term of the decision rule. The negative constant term does not mean that the decision rule value can be negative. Please check the help() information of the q.get function and the Solution Analysis section.

lrw890123 commented 1 year ago

Thanks a lot! I understand. I didn't understand and grasp LDR and this Package well before.