RSOME被用于分布鲁棒优化建模

RSOME: Robust Stochastic Optimization Made Easy

内容概要与结构分析

• The General Formulation for Distributionally Robust Optimization Models

  • Introduction to the rsome.dro Environment

  • • Models
    • Decision Variables
    • Random Variables

  • Event-wise Ambiguity Set

  • • Create an Ambiguity Set
    • \mathcal{Q}_{km} as the Support of Conditional Expectations
    • \mathcal{Z}_{sm} as the Support of Random Variables
    • \mathcal{P}_m as the Support of Scenario Probabil