pyros

Modules

config

Interfaces for managing PyROS solver options.

master_problem_methods

Functions for construction and solution of the PyROS master problem.

pyros

pyros_algorithm_methods

Methods for execution of the main PyROS cutting set algorithm.

separation_problem_methods

Methods for constructing and solving PyROS separation problems and related objects.

solve_data

Containers for PyROS subproblem solve results.

uncertainty_sets

This module defines the UncertaintySet abstract base class, used for representing the uncertainty set of a robust optimization problem to be solved with PyROS, and a suite of pre-implemented concrete subclasses, based on uncertainty sets often used in the robust optimization literature.

util

Utility functions for the PyROS solver