Fix bugs, update docs.

XiongPengNUS · Jun 27, 2023 · f8d4659 · f8d4659
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diff --git a/.DS_Store b/.DS_Store
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 1.2.0](https://pypi.org/project/rsome/)
+- PyPI: [RSOME 1.2.1](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/Gemfile.lock b/docs/Gemfile.lock
@@ -1,43 +1,43 @@
 GEM
   remote: https://rubygems.org/
   specs:
-    activesupport (6.0.5.1)
+    activesupport (6.1.7.3)
       concurrent-ruby (~> 1.0, >= 1.0.2)
-      i18n (>= 0.7, < 2)
-      minitest (~> 5.1)
-      tzinfo (~> 1.1)
-      zeitwerk (~> 2.2, >= 2.2.2)
-    addressable (2.8.1)
+      i18n (>= 1.6, < 2)
+      minitest (>= 5.1)
+      tzinfo (~> 2.0)
+      zeitwerk (~> 2.3)
+    addressable (2.8.4)
       public_suffix (>= 2.0.2, < 6.0)
     coffee-script (2.4.1)
       coffee-script-source
       execjs
     coffee-script-source (1.11.1)
     colorator (1.1.0)
-    commonmarker (0.23.7)
-    concurrent-ruby (1.1.10)
-    dnsruby (1.61.9)
-      simpleidn (~> 0.1)
+    commonmarker (0.23.9)
+    concurrent-ruby (1.2.2)
+    dnsruby (1.70.0)
+      simpleidn (~> 0.2.1)
     em-websocket (0.5.3)
       eventmachine (>= 0.12.9)
       http_parser.rb (~> 0)
-    ethon (0.15.0)
+    ethon (0.16.0)
       ffi (>= 1.15.0)
     eventmachine (1.2.7)
     execjs (2.8.1)
-    faraday (2.5.2)
+    faraday (2.7.7)
       faraday-net_http (>= 2.0, < 3.1)
       ruby2_keywords (>= 0.0.4)
-    faraday-net_http (3.0.0)
+    faraday-net_http (3.0.2)
     ffi (1.15.5)
     forwardable-extended (2.6.0)
     gemoji (3.0.1)
-    github-pages (227)
+    github-pages (228)
       github-pages-health-check (= 1.17.9)
-      jekyll (= 3.9.2)
+      jekyll (= 3.9.3)
       jekyll-avatar (= 0.7.0)
       jekyll-coffeescript (= 1.1.1)
-      jekyll-commonmark-ghpages (= 0.2.0)
+      jekyll-commonmark-ghpages (= 0.4.0)
       jekyll-default-layout (= 0.1.4)
       jekyll-feed (= 0.15.1)
       jekyll-gist (= 1.5.0)
@@ -71,7 +71,7 @@ GEM
       jemoji (= 0.12.0)
       kramdown (= 2.3.2)
       kramdown-parser-gfm (= 1.1.0)
-      liquid (= 4.0.3)
+      liquid (= 4.0.4)
       mercenary (~> 0.3)
       minima (= 2.5.1)
       nokogiri (>= 1.13.6, < 2.0)
@@ -83,17 +83,17 @@ GEM
       octokit (~> 4.0)
       public_suffix (>= 3.0, < 5.0)
       typhoeus (~> 1.3)
-    html-pipeline (2.14.2)
+    html-pipeline (2.14.3)
       activesupport (>= 2)
       nokogiri (>= 1.4)
     http_parser.rb (0.8.0)
-    i18n (0.9.5)
+    i18n (1.14.1)
       concurrent-ruby (~> 1.0)
-    jekyll (3.9.2)
+    jekyll (3.9.3)
       addressable (~> 2.4)
       colorator (~> 1.0)
       em-websocket (~> 0.5)
-      i18n (~> 0.7)
+      i18n (>= 0.7, < 2)
       jekyll-sass-converter (~> 1.0)
       jekyll-watch (~> 2.0)
       kramdown (>= 1.17, < 3)
@@ -109,11 +109,11 @@ GEM
       coffee-script-source (~> 1.11.1)
     jekyll-commonmark (1.4.0)
       commonmarker (~> 0.22)
-    jekyll-commonmark-ghpages (0.2.0)
-      commonmarker (~> 0.23.4)
+    jekyll-commonmark-ghpages (0.4.0)
+      commonmarker (~> 0.23.7)
       jekyll (~> 3.9.0)
       jekyll-commonmark (~> 1.4.0)
-      rouge (>= 2.0, < 4.0)
+      rouge (>= 2.0, < 5.0)
     jekyll-default-layout (0.1.4)
       jekyll (~> 3.0)
     jekyll-feed (0.15.1)
@@ -201,27 +201,27 @@ GEM
       rexml
     kramdown-parser-gfm (1.1.0)
       kramdown (~> 2.0)
-    liquid (4.0.3)
-    listen (3.7.1)
+    liquid (4.0.4)
+    listen (3.8.0)
       rb-fsevent (~> 0.10, >= 0.10.3)
       rb-inotify (~> 0.9, >= 0.9.10)
     mercenary (0.3.6)
     minima (2.5.1)
       jekyll (>= 3.5, < 5.0)
       jekyll-feed (~> 0.9)
       jekyll-seo-tag (~> 2.1)
-    minitest (5.16.3)
-    nokogiri (1.14.2-arm64-darwin)
+    minitest (5.18.1)
+    nokogiri (1.13.10-arm64-darwin)
       racc (~> 1.4)
-    nokogiri (1.14.2-x86_64-linux)
+    nokogiri (1.13.10-x86_64-darwin)
       racc (~> 1.4)
     octokit (4.25.1)
       faraday (>= 1, < 3)
       sawyer (~> 0.9)
     pathutil (0.16.2)
       forwardable-extended (~> 2.6)
     public_suffix (4.0.7)
-    racc (1.6.2)
+    racc (1.7.1)
     rb-fsevent (0.11.2)
     rb-inotify (0.10.1)
       ffi (~> 1.0)
@@ -242,26 +242,25 @@ GEM
       unf (~> 0.1.4)
     terminal-table (1.8.0)
       unicode-display_width (~> 1.1, >= 1.1.1)
-    thread_safe (0.3.6)
     typhoeus (1.4.0)
       ethon (>= 0.9.0)
-    tzinfo (1.2.10)
-      thread_safe (~> 0.1)
+    tzinfo (2.0.6)
+      concurrent-ruby (~> 1.0)
     unf (0.1.4)
       unf_ext
     unf_ext (0.0.8.2)
     unicode-display_width (1.8.0)
-    webrick (1.7.0)
-    zeitwerk (2.6.0)
+    webrick (1.8.1)
+    zeitwerk (2.6.8)
 
 PLATFORMS
   arm64-darwin-21
-  x86_64-linux
+  universal-darwin-22
 
 DEPENDENCIES
   commonmarker
   github-pages
   webrick (~> 1.7)
 
 BUNDLED WITH
-   2.3.7
+   2.2.7
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>RSOME in Python by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=ad85233a705aa05f30500755954726d44026f23d">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=1133c49022053655fa92e79972cc63c5f2737f41">
     <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>RSOME in Python by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=ad85233a705aa05f30500755954726d44026f23d">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=1133c49022053655fa92e79972cc63c5f2737f41">
     <meta name="viewport" content="width=device-width">
 
     <!-- Place this tag in your head or just before your close body tag. -->
@@ -592,6 +592,7 @@ <h2 id="the-worst-case-expectations-">The Worst-Case Expectations <a name="secti
 
 <h2 id="application-examples-">Application Examples <a name="section3.6"></a></h2>
 <h3 id="distributionally-robust-portfolio"><a href="example_dro_portfolio">Distributionally Robust Portfolio</a></h3>
+<h3 id="distributionally-robust-portfolio-under-moment-uncertainty"><a href="example_moment_uncertainty_portfolio">Distributionally Robust Portfolio under Moment Uncertainty</a></h3>
 <h3 id="distributionally-robust-medical-appointment"><a href="example_dro_mas">Distributionally Robust Medical Appointment</a></h3>
 <h3 id="mean-risk-portfolio-optimization-with-a-wasserstein-ambiguity-set"><a href="example_dro_wass_portfolio">Mean-Risk Portfolio Optimization with a Wasserstein Ambiguity Set</a></h3>
 <h3 id="robust-satisficing-for-portfolio-optimization"><a href="example_dro_rs_portfolio">Robust Satisficing for Portfolio Optimization</a></h3>

diff --git a/docs/_site/dro_rsome.md b/docs/_site/dro_rsome.md
@@ -568,6 +568,7 @@ model.st(2x >= z)               # worst-case over the support of fset
 
 ## Application Examples <a name="section3.6"></a>
 ### [Distributionally Robust Portfolio](example_dro_portfolio)
+### [Distributionally Robust Portfolio under Moment Uncertainty](example_moment_uncertainty_portfolio)
 ### [Distributionally Robust Medical Appointment](example_dro_mas)
 ### [Mean-Risk Portfolio Optimization with a Wasserstein Ambiguity Set](example_dro_wass_portfolio)
 ### [Robust Satisficing for Portfolio Optimization](example_dro_rs_portfolio)

diff --git a/docs/_site/example_dro_cvar_moment_dec.png b/docs/_site/example_dro_cvar_moment_dec.png
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>RSOME in Python by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=ad85233a705aa05f30500755954726d44026f23d">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=1133c49022053655fa92e79972cc63c5f2737f41">
     <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>RSOME in Python by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=ad85233a705aa05f30500755954726d44026f23d">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=1133c49022053655fa92e79972cc63c5f2737f41">
     <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>RSOME in Python by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=ad85233a705aa05f30500755954726d44026f23d">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=1133c49022053655fa92e79972cc63c5f2737f41">
     <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>RSOME in Python by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=ad85233a705aa05f30500755954726d44026f23d">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=1133c49022053655fa92e79972cc63c5f2737f41">
     <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>RSOME in Python by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=ad85233a705aa05f30500755954726d44026f23d">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=1133c49022053655fa92e79972cc63c5f2737f41">
     <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>RSOME in Python by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=ad85233a705aa05f30500755954726d44026f23d">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=1133c49022053655fa92e79972cc63c5f2737f41">
     <meta name="viewport" content="width=device-width">
 
     <!-- Place this tag in your head or just before your close body tag. -->
@@ -73,7 +73,7 @@ <h3 id="distributionally-robust-portfolio">Distributionally Robust Portfolio</h3
 &amp; \pmb{x} \in \mathbb{R}^J_+.
 \end{align}\]
 
-<p>Here we assume that a commonly used utility function is piecewise affine and concave such that \(U(y) = \min_{k \in [K]} \left\{\alpha_k y + \beta_k\right\}\) with \(\alpha_k \geq 0\). We also assume the mean returns, the variance of each option, as well as the variance of sum of these options are known, captured by the widely used partial cross-moment ambiguity set (<a href="#ref1">Bertsimas et al. 2019</a>, <a href="#ref3">Delgage and Ye 2010</a>,  <a href="#ref4">Wiesemann et al. 2014</a>):</p>
+<p>Here we assume that a commonly used utility function is piecewise affine and concave such that \(U(y) = \min_{k \in [K]} \left\{\alpha_k y + \beta_k\right\}\) with \(\alpha_k \geq 0\). We also assume the mean returns, the variance of each option, as well as the variance of sum of these options are known, captured by the widely used partial cross-moment ambiguity set (<a href="#ref1">Bertsimas et al. 2019</a>, <a href="#ref3">Delage and Ye 2010</a>,  <a href="#ref4">Wiesemann et al. 2014</a>):</p>
 
 \[\mathcal{G} =
 	\left\{

diff --git a/docs/_site/example_dro_portfolio.md b/docs/_site/example_dro_portfolio.md
@@ -12,7 +12,7 @@ $$
 \end{align}
 $$
 
-Here we assume that a commonly used utility function is piecewise affine and concave such that \\(U(y) = \min_{k \in [K]} \left\\{\alpha_k y + \beta_k\right\\}\\) with \\(\alpha_k \geq 0\\). We also assume the mean returns, the variance of each option, as well as the variance of sum of these options are known, captured by the widely used partial cross-moment ambiguity set ([Bertsimas et al. 2019](#ref1), [Delgage and Ye 2010](#ref3),  [Wiesemann et al. 2014](#ref4)):
+Here we assume that a commonly used utility function is piecewise affine and concave such that \\(U(y) = \min_{k \in [K]} \left\\{\alpha_k y + \beta_k\right\\}\\) with \\(\alpha_k \geq 0\\). We also assume the mean returns, the variance of each option, as well as the variance of sum of these options are known, captured by the widely used partial cross-moment ambiguity set ([Bertsimas et al. 2019](#ref1), [Delage and Ye 2010](#ref3),  [Wiesemann et al. 2014](#ref4)):
 
 $$
 \mathcal{G} =

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>RSOME in Python by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=ad85233a705aa05f30500755954726d44026f23d">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=1133c49022053655fa92e79972cc63c5f2737f41">
     <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>RSOME in Python by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=ad85233a705aa05f30500755954726d44026f23d">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=1133c49022053655fa92e79972cc63c5f2737f41">
     <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>RSOME in Python by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=ad85233a705aa05f30500755954726d44026f23d">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=1133c49022053655fa92e79972cc63c5f2737f41">
     <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>RSOME in Python by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=ad85233a705aa05f30500755954726d44026f23d">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=1133c49022053655fa92e79972cc63c5f2737f41">
     <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_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>RSOME in Python by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=ad85233a705aa05f30500755954726d44026f23d">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=1133c49022053655fa92e79972cc63c5f2737f41">
     <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_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>RSOME in Python by XiongPengNUS</title>
 
-    <link rel="stylesheet" href="/assets/css/styles.css?v=ad85233a705aa05f30500755954726d44026f23d">
+    <link rel="stylesheet" href="/assets/css/styles.css?v=1133c49022053655fa92e79972cc63c5f2737f41">
     <meta name="viewport" content="width=device-width">
 
     <!-- Place this tag in your head or just before your close body tag. -->
@@ -124,9 +124,9 @@ <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.rsome</span> <span class="kn">import</span> <span class="n">ro</span>
-<span class="kn">from</span> <span class="nn">rsome.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">import</span> <span class="nn">rsome.rsome</span> <span class="k">as</span> <span class="n">rso</span>
+<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">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>
 
@@ -177,7 +177,7 @@ <h3 id="minimal-enclosing-ellipsoid">Minimal Enclosing Ellipsoid</h3>
 <span class="n">plt</span><span class="p">.</span><span class="n">show</span><span class="p">()</span>
 </code></pre></div></div>
 
-<p><img src="min_ellipsoid.png" alt="" /></p>
+<p><img src="/min_ellipsoid.png" alt="" /></p>
 
 
       </section>

diff --git a/docs/_site/example_min_ellipsoid.md b/docs/_site/example_min_ellipsoid.md
@@ -73,9 +73,9 @@ xs[:, 1] = xs[:, 0]*0.08 + xs[:, 1]
 The Python code for implementing the model above is presented below.
 
 ```python
-from rsome.rsome import ro
-from rsome.rsome import msk_solver as msk
-import rsome.rsome as rso
+from rsome import ro
+from rsome import msk_solver as msk
+import rsome as rso
 
 model = ro.Model()