Skip to content
voiage

voiage.experimental.study_portfolio.allocate_coss_portfolio

allocate_coss_portfolio

Section titled “allocate_coss_portfolio”
allocate_coss_portfolio([keyword-only] candidates: Sequence[CossPortfolioCandidateV1] = None, [keyword-only] constraints: Sequence[PortfolioCapacityConstraintV1] = (), [keyword-only] absolute_tolerance: float = _DEFAULT_ATOL, [keyword-only] relative_tolerance: float = _DEFAULT_RTOL) -> StudyPortfolioResultV1

Maximize additive signed ENBS over COSS optima under hard constraints.

The empty portfolio is always admissible. Consequently, a study with negative incremental ENBS is never funded merely because spare capacity is available. Ties are resolved by lower total cost and then the lexicographically ordered study-ID tuple.

Parameters:

  • candidates Sequence[CossPortfolioCandidateV1]
  • constraints Sequence[PortfolioCapacityConstraintV1] (default: ())
  • absolute_tolerance float (default: _DEFAULT_ATOL)
  • relative_tolerance float (default: _DEFAULT_RTOL)

Returns: StudyPortfolioResultV1