Changeset 2438


Ignore:
Timestamp:
Mar 12, 2010 9:49:42 AM (9 years ago)
Author:
jwatson
Message:

Corrected some generation issues with CVaR and the extensive form writer.

Location:
coopr.pysp/trunk/coopr/pysp
Files:
2 edited

Legend:

Unmodified
Added
Removed
  • coopr.pysp/trunk/coopr/pysp/ef.py

    r2428 r2438  
    282282
    283283            new_objective = Objective(name="MASTER", sense=opt_sense)
    284             new_objective._data[None].expr = node_expected_cost_variable
     284            new_objective._data[None].expr = opt_expression
    285285            setattr(binding_instance, "MASTER", new_objective)
    286286
  • coopr.pysp/trunk/coopr/pysp/ef_writer_script.py

    r2414 r2438  
    5353                     default=False)
    5454   parser.add_option("--cvar-weight",
    55                      help="The weight associated with the CVaR term in the risk-weighted objective formulation.",
     55                     help="The weight associated with the CVaR term in the risk-weighted objective formulation. Default is 1.0.",
    5656                     action="store",
    5757                     dest="cvar_weight",
     
    5959                     default=1.0)
    6060   parser.add_option("--risk-alpha",
    61                      help="The probability threshold associated with cvar (or any future) risk-oriented performance metrics.",
     61                     help="The probability threshold associated with cvar (or any future) risk-oriented performance metrics. Default is 0.95.",
    6262                     action="store",
    6363                     dest="risk_alpha",
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