PyROS: The Pyomo Robust Optimization Solver
We present PyROS, a Python-based meta-solver that automates a generalized cutting-set algorithm for the solution of nonconvex two-stage robust optimization (RO) problems with uncertain equality constraints. Freely available through the open-source optimization software package Pyomo, PyROS is designed to operate on a user-provided deterministic model and uncertainty set, such that a solution to the RO … Read more