Tools for solving robust optimal contribution selection problems in Python. All code and examples in RobustOCS are fully and freely available for all use under the MIT License.
Dependencies
It depends on Python 3.10+, using NumPy for linear algebra and SciPy for sparse matrix objects. As a solver it can either use:
NOTE: Gurobi don't yet have NumPy v2 support. By extension, this module will continue to use NumPy 1.2x only until gurobipy is updated.
Examples
The GitHub wiki includes documentation written by which explains the usage and parameters in more detail, alongside some worked examples (the code for which is in examples/). This includes a realistic simulated example from Gregor Gorjanc and Ivan Pocrnić.
