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Add more complete derivations #1

Merged
merged 5 commits into from
Apr 19, 2024
Merged

Add more complete derivations #1

merged 5 commits into from
Apr 19, 2024

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Foggalong
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The explanation as written was quite top level, want to add a more mathematical argument to what's going on.

In writing up the derivations, have noticed that there's a missing $\lambda$ term in the objective
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@jajhall jajhall left a comment

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Well done, makes sense in retrospect.

There was a sign error in the derivation of the quadratic uncertainty set, but this cancelled out with another sign error I'd made in the objective function so no further changes to values produced.
@Foggalong Foggalong merged commit 83ee395 into main Apr 19, 2024
@Foggalong Foggalong deleted the derivation branch April 19, 2024 14:21
@Foggalong Foggalong added documentation Improvements or additions to documentation enhancement New feature or request labels Apr 30, 2024
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2 participants