Code and Data Repository for RSOME in Python: An Open-Source Package for Robust Stochastic Optimization Made Easy
RSOME是一个开源Python包,用于通用建模不确定优化问题,通过NumPy风格的数组语法简化鲁棒和分布鲁棒优化模型的构建与应用。
RSOME (Robust Stochastic Optimization Made Easy) is an open-source Python package for generic modeling of optimization problems (subject to uncertainty). Models in RSOME are constructed by variables, constraints, and expressions that are formatted as N-dimensional arrays. These arrays are consistent with the NumPy library in terms of syntax and operations, including broadcasting, indexing, slicing, element-wise operations, and matrix calculation rules, among others. In short, RSOME provides a convenient framework to facilitate developments of robust and distributionally optimization models as well as their applications.