Ignore:
Timestamp:
Mar 12, 2010 9:49:42 AM (11 years ago)
Author:
jwatson
Message:

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

File:
1 edited

Legend:

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Added
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  • 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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