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[docs] basic math almost completed. Added figures, and rspapproaches.
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1ozturkbe committed Jun 26, 2019
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1 change: 1 addition & 0 deletions docs/source/index.rst
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Expand Up @@ -29,6 +29,7 @@ Table of contents:
whyro
math
methods
rspapproaches
simulation
goal
references
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27 changes: 25 additions & 2 deletions docs/source/math.rst
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Expand Up @@ -51,7 +51,7 @@ of posynomials.
|picHsiung|

.. |picHsiung| image:: picHsiung.png
:width: 70%
:width: 80%

For derivation of robust GPs, the central finding is in Corollary 1 of the paper,
which asserts that there is an analytical solution for the lowest-error
Expand Down Expand Up @@ -86,9 +86,32 @@ by adding auxiliary variables and using properties of inequalities.
GPs have robust formulations.
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

Since we can represent all posynomials as PWL functions, we can robustify
GP inequalities. Note that equalities cannot be robustified like inequalities, since
under perturbation they would be infeasible. As such, it is preferred that equalities
are relaxed whenever possible in GP models that will be robustified.

The final addition to this framework to enable robust GPs
is to separate posynomials
according to the dependence of monomial terms, as described in [Saab, 2018] and [Ozturk, 2019].
We show an example of such a partition, borrowed from Ozturk et al..

|partitioning|

.. |partitioning| image:: partitioning.png
:width: 80%

RSPs can be represented as sequential RGPs.
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

Just as SPs are solved as a sequence of GPs, RSPs can be solved as a
sequence of RGPs. We solve the nominal RSP, then use the solution
as the initial guess for the RSP solution heuristic outlined below.

|rspSolve|

.. |rspSolve| image:: rspSolve.png
:width: 80%

Work in progress...
Within this framework, all GPs and SPs, given that they
are feasible, have tractable robust counterparts.
3 changes: 2 additions & 1 deletion docs/source/methods.rst
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Expand Up @@ -3,7 +3,8 @@ Robustification methods

Within **robust**, there are 3 tractable approximate robust formulations for
GPs and SPs. The methods are detailed at a high level below, in decreasing order of conservativeness.
Please see [Saab, 2018] for further details.
Please see [Saab, 2018] for further details. The following descriptions have been
borrowed from [Ozturk, 2019].

Simple Conservative Approximation
---------------------------------
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4 changes: 4 additions & 0 deletions docs/source/rspapproaches.rst
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Approaches to solving robust SPs
================================

Work in progress...

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