Application examples

Deterministic Linear and Conic Programs Mean-Variance Portfolio Integer Programming for Sudoku Optimal DC Power Flow The Unit Commitment Problem Box with the Maximum Volume Minimal Enclosing Ellipsoid
RSOME for Robust Optimization Models Robust Portfolio Conditional Value-at-Risk in Robust Portfolio Robust/Robustness Knapsack Adaptive Robust Lot-Sizing Joint Production-Inventory Robust Vehicle Pre-Allocation
RSOME for Distributionally Robust Optimization Models Distributionally Robust Portfolio Distributionally Robust Portfolio under Moment Uncertainty Distributionally Robust Medical Appointment Mean-Risk Portfolio Optimization with a Wasserstein Ambiguity Set Robust Satisficing for Portfolio Optimization Multi-Item Newsvendor Problem with the Wasserstein Ambiguity Sets Adaptive Distributionally Robust Lot-Sizing Distributionally Robust Vehicle Pre-Allocation Multi-Stage Inventory Control Multi-Stage Stochastic Financial Planning

Deterministic Linear and Conic Programs

RSOME for Robust Optimization Models

RSOME for Distributionally Robust Optimization Models