stellatogrp / lropt

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Adjust "loss" definitions #19

Open bstellato opened 1 year ago

bstellato commented 1 year ago

I would adjust losses to avoid confusions, given the new problem formulation:

  1. I would call them risk or violation_risk functions.

  2. 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...)

  3. Define augmented lagrangian inside the package and not necessarily in the loss

AmitSolomonPrinceton commented 1 year ago

Loss is now called lagrangian, as we discussed in our meeting on 08/15 (in the next commit).