Open bstellato opened 1 year ago
I would adjust losses to avoid confusions, given the new problem formulation:
I would call them risk or violation_risk functions.
risk
violation_risk
Make the CVaR the default one instead of having to define it. (We could have a set of usable functions instead of only having cvar...)
Define augmented lagrangian inside the package and not necessarily in the loss
Loss is now called lagrangian, as we discussed in our meeting on 08/15 (in the next commit).
I would adjust losses to avoid confusions, given the new problem formulation:
I would call them
risk
orviolation_risk
functions.Make the CVaR the default one instead of having to define it. (We could have a set of usable functions instead of only having cvar...)
Define augmented lagrangian inside the package and not necessarily in the loss