ROC++: Robust Optimization in C++

Over the last two decades, robust optimization has emerged as a popular means to address decision-making problems affected by uncertainty. This includes single- and multi-stage problems involving real-valued and/or binary decisions, and affected by exogenous (decision-independent) and/or endogenous (decision-dependent) uncertain parameters. Robust optimization techniques rely on duality theory potentially augmented with approximations to transform a … Read more