Code and Data Repository for ROC++: Robust Optimization in C++
ROC++是一个基于C++的平台,用于建模、自动重构和求解鲁棒优化问题,支持单阶段和多阶段问题,涵盖外生和内生不确定参数以及实值和二元自适应变量。
ROC++ is a C++ based platform for modeling, automatically reformulating, and solving robust optimization problems. ROC++ can address both single- and multi-stage problems involving exogenous and/or endogenous uncertain parameters and real- and/or binary-valued adaptive variables.