Support for COPT exponential cone and fix bugs.

XiongPengNUS · Oct 29, 2024 · 33b863f · 33b863f
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diff --git a/.DS_Store b/.DS_Store
diff --git a/.coverage b/.coverage
diff --git a/.github/workflows/test.yml b/.github/workflows/test.yml
@@ -16,7 +16,7 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        python-version: ["3.8", "3.9", "3.10", "3.11"]
+        python-version: ["3.8", "3.9", "3.10", "3.11", "3.12"]
 
     steps:
     - uses: actions/checkout@v2

diff --git a/README.md b/README.md
@@ -13,7 +13,7 @@
 ![GitHub issues](https://img.shields.io/github/issues-raw/XiongPengNUS/rsome)
 
 - Website: [RSOME for Python](https://xiongpengnus.github.io/rsome/)
-- PyPI: [RSOME 1.3.0](https://pypi.org/project/rsome/)
+- PyPI: [RSOME 1.3.1](https://pypi.org/project/rsome/)
 
 RSOME (Robust Stochastic Optimization Made Easy) is an open-source Python package for generic modeling of optimization problems (subject to uncertainty). 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 robust optimization models and their applications.
 

diff --git a/docs/_site/about.html b/docs/_site/about.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
     <!-- Place this tag in your head or just before your close body tag. -->

diff --git a/docs/_site/dro_rsome.html b/docs/_site/dro_rsome.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
     <!-- Place this tag in your head or just before your close body tag. -->

diff --git a/docs/_site/example_dro_finpl.html b/docs/_site/example_dro_finpl.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
     <!-- Place this tag in your head or just before your close body tag. -->

diff --git a/docs/_site/example_dro_inv.html b/docs/_site/example_dro_inv.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
     <!-- Place this tag in your head or just before your close body tag. -->

diff --git a/docs/_site/example_dro_ls.html b/docs/_site/example_dro_ls.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
     <!-- Place this tag in your head or just before your close body tag. -->

diff --git a/docs/_site/example_dro_mas.html b/docs/_site/example_dro_mas.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
     <!-- Place this tag in your head or just before your close body tag. -->

diff --git a/docs/_site/example_dro_nv.html b/docs/_site/example_dro_nv.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
     <!-- Place this tag in your head or just before your close body tag. -->

diff --git a/docs/_site/example_dro_portfolio.html b/docs/_site/example_dro_portfolio.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
     <!-- Place this tag in your head or just before your close body tag. -->

diff --git a/docs/_site/example_dro_rs_portfolio.html b/docs/_site/example_dro_rs_portfolio.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
     <!-- Place this tag in your head or just before your close body tag. -->

diff --git a/docs/_site/example_dro_vehicle.html b/docs/_site/example_dro_vehicle.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
     <!-- Place this tag in your head or just before your close body tag. -->

diff --git a/docs/_site/example_dro_wass_portfolio.html b/docs/_site/example_dro_wass_portfolio.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
     <!-- Place this tag in your head or just before your close body tag. -->

diff --git a/docs/_site/example_ls.html b/docs/_site/example_ls.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
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diff --git a/docs/_site/example_max_volume_box.html b/docs/_site/example_max_volume_box.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
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diff --git a/docs/_site/example_min_ellipsoid.html b/docs/_site/example_min_ellipsoid.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
     <!-- Place this tag in your head or just before your close body tag. -->
@@ -89,7 +89,7 @@ <h3 id="minimal-enclosing-ellipsoid">Minimal Enclosing Ellipsoid</h3>
 &amp;\left(
 \begin{array}{cc}
 \pmb{P} &amp; \pmb{Z} \\
-\pmb{Z} &amp; \text{diag}(\pmb{Z})
+\pmb{Z}^{\top} &amp; \text{diag}(\pmb{Z})
 \end{array}
 \right) \succeq 0 \\
 &amp;\pmb{Z}\text{ if lower triangular}.
@@ -103,7 +103,7 @@ <h3 id="minimal-enclosing-ellipsoid">Minimal Enclosing Ellipsoid</h3>
 &amp;\left(
 \begin{array}{cc}
 \pmb{P} &amp; \pmb{Z} \\
-\pmb{Z} &amp; \text{diag}(\pmb{Z})
+\pmb{Z}^{\top} &amp; \text{diag}(\pmb{Z})
 \end{array}
 \right) \succeq 0 \\
 &amp;\|\pmb{Px}_i - \pmb{c}\|_2 \leq 1, &amp;i=1, 2, ..., m \\
@@ -125,7 +125,7 @@ <h3 id="minimal-enclosing-ellipsoid">Minimal Enclosing Ellipsoid</h3>
 <p>The Python code for implementing the model above is presented below.</p>
 
 <div class="language-python highlighter-rouge"><div class="highlight"><pre class="highlight"><code><span class="kn">from</span> <span class="nn">rsome</span> <span class="kn">import</span> <span class="n">ro</span>
-<span class="kn">from</span> <span class="nn">rsome</span> <span class="kn">import</span> <span class="n">msk_solver</span> <span class="k">as</span> <span class="n">msk</span>
+<span class="kn">from</span> <span class="nn">rsome</span> <span class="kn">import</span> <span class="n">cpt_solver</span> <span class="k">as</span> <span class="n">cpt</span>
 <span class="kn">import</span> <span class="nn">rsome</span> <span class="k">as</span> <span class="n">rso</span>
 
 <span class="n">model</span> <span class="o">=</span> <span class="n">ro</span><span class="p">.</span><span class="n">Model</span><span class="p">()</span>
@@ -143,12 +143,14 @@ <h3 id="minimal-enclosing-ellipsoid">Minimal Enclosing Ellipsoid</h3>
     <span class="n">model</span><span class="p">.</span><span class="n">st</span><span class="p">(</span><span class="n">rso</span><span class="p">.</span><span class="n">norm</span><span class="p">(</span><span class="n">P</span><span class="o">@</span><span class="n">xs</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">-</span> <span class="n">c</span><span class="p">)</span> <span class="o">&lt;=</span> <span class="mi">1</span><span class="p">)</span>
 <span class="n">model</span><span class="p">.</span><span class="n">st</span><span class="p">(</span><span class="n">P</span> <span class="o">&gt;&gt;</span> <span class="mi">0</span><span class="p">)</span>
 
-<span class="n">model</span><span class="p">.</span><span class="n">solve</span><span class="p">(</span><span class="n">msk</span><span class="p">)</span>
+<span class="n">model</span><span class="p">.</span><span class="n">solve</span><span class="p">(</span><span class="n">cpt</span><span class="p">)</span>
+<span class="k">print</span><span class="p">(</span><span class="sa">f</span><span class="s">'Determinant: </span><span class="si">{</span><span class="n">np</span><span class="p">.</span><span class="n">exp</span><span class="p">(</span><span class="n">model</span><span class="p">.</span><span class="n">get</span><span class="p">())</span><span class="si">}</span><span class="s">'</span><span class="p">)</span>
 </code></pre></div></div>
 
-<div class="language-plaintext highlighter-rouge"><div class="highlight"><pre class="highlight"><code>Being solved by Mosek...
-Solution status: Optimal
-Running time: 0.0223s
+<div class="language-plaintext highlighter-rouge"><div class="highlight"><pre class="highlight"><code>Being solved by COPT...
+Solution status: 1
+Running time: 0.0185s
+Determinant: 0.23537956658491654
 </code></pre></div></div>
 
 <p>The boundary of the ellipsoid is achieved by the following code using the solution of \(\pmb{P}\) and \(\pmb{c}\).</p>

diff --git a/docs/_site/example_min_ellipsoid.md b/docs/_site/example_min_ellipsoid.md
@@ -33,7 +33,7 @@ $$
 &\left(
 \begin{array}{cc}
 \pmb{P} & \pmb{Z} \\
-\pmb{Z} & \text{diag}(\pmb{Z})
+\pmb{Z}^{\top} & \text{diag}(\pmb{Z})
 \end{array}
 \right) \succeq 0 \\
 &\pmb{Z}\text{ if lower triangular}.
@@ -49,7 +49,7 @@ $$
 &\left(
 \begin{array}{cc}
 \pmb{P} & \pmb{Z} \\
-\pmb{Z} & \text{diag}(\pmb{Z})
+\pmb{Z}^{\top} & \text{diag}(\pmb{Z})
 \end{array}
 \right) \succeq 0 \\
 &\|\pmb{Px}_i - \pmb{c}\|_2 \leq 1, &i=1, 2, ..., m \\
@@ -74,7 +74,7 @@ The Python code for implementing the model above is presented below.
 
 ```python
 from rsome import ro
-from rsome import msk_solver as msk
+from rsome import cpt_solver as cpt
 import rsome as rso
 
 model = ro.Model()
@@ -92,13 +92,15 @@ for i in range(m):
     model.st(rso.norm(P@xs[i] - c) <= 1)
 model.st(P >> 0)
 
-model.solve(msk)
+model.solve(cpt)
+print(f'Determinant: {np.exp(model.get())}')
 ```
 
 ```
-Being solved by Mosek...
-Solution status: Optimal
-Running time: 0.0223s
+Being solved by COPT...
+Solution status: 1
+Running time: 0.0185s
+Determinant: 0.23537956658491654
 ```
 
 The boundary of the ellipsoid is achieved by the following code using the solution of \\(\pmb{P}\\) and \\(\pmb{c}\\).

diff --git a/docs/_site/example_moment_uncertainty_portfolio.html b/docs/_site/example_moment_uncertainty_portfolio.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
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diff --git a/docs/_site/example_mv_portfolio.html b/docs/_site/example_mv_portfolio.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
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diff --git a/docs/_site/example_opf.html b/docs/_site/example_opf.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
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diff --git a/docs/_site/example_ro_cvar_portfolio.html b/docs/_site/example_ro_cvar_portfolio.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
     <!-- Place this tag in your head or just before your close body tag. -->

diff --git a/docs/_site/example_ro_inv.html b/docs/_site/example_ro_inv.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
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diff --git a/docs/_site/example_ro_knapsack.html b/docs/_site/example_ro_knapsack.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
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diff --git a/docs/_site/example_ro_portfolio.html b/docs/_site/example_ro_portfolio.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
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diff --git a/docs/_site/example_ro_vehicle.html b/docs/_site/example_ro_vehicle.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
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diff --git a/docs/_site/example_sudoku.html b/docs/_site/example_sudoku.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
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diff --git a/docs/_site/example_ucp.html b/docs/_site/example_ucp.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
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diff --git a/docs/_site/examples.html b/docs/_site/examples.html
@@ -6,7 +6,7 @@
     <link rel="icon" type="image/png"  href="assets/img/favicon.png">
     <title>Robust Stochastic Optimization Made Easy by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=552f0095bb978cceee79a8fd1480ca4a1ed0c4f7">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=35c6b54b256086c854e1efe39f9eb0491005f2a6">
     <meta name="viewport" content="width=device-width">
 
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