Robust Stochastic Optimization Made Easy

Chen, Zhi, and Peng Xiong. 2021. RSOME in Python: an open-source package for robust stochastic optimization made easy. Optimization Online.

Chen, Zhi, Melvyn Sim, Peng Xiong. 2020. Robust stochastic optimization made easy with RSOME. Management Science 66(8) 3329–3339.

RSOME in Python (Also solver interfaces)

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.