RSOME: Robust Stochastic Optimization Made Easy
Contents
Introduction
RSOME (Robust Stochastic Optimization Made Easy) is an open-source Python package for modeling generic optimization problems. 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 platform to facilitate developments of optimization models and their applications.
Authors
Citations
If RSOME is helpful for your research works, please cite us as:
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Chen, Zhi, and Peng Xiong. 2021.