RSOME in Python: An Open-Source Package for Robust Stochastic Optimization Made Easy

DOI10.1287/IJOC.2023.1291MaRDI QIDQ6200153zbMATH OpenOpenAlexWikidataFDO

Authors Zhi Chen, Peng Xiong

Publication date 22 March 2024

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.2023.1291

zbMATH Keywords

(distributionally) robust optimizationadaptive decision makingalgebraic modeling packagedata-driven analytics

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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Cited in

(3)

• ROC++: Robust Optimization in C++
• PyEPO: a PyTorch-based end-to-end predict-then-optimize library for linear and integer programming
• IM-GRA: interaction-modulated group role assignment with three-way decision and two-factor theory

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