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Foggalong committed Jul 18, 2024
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10 changes: 5 additions & 5 deletions examples/README.md
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Expand Up @@ -21,11 +21,11 @@ _Note: this is an unedited version of Gregor's description of the files._

To give an idea of how the methods available scale with dimension, the table below times each for four example problems of increasing size.

| $n$ | Gurobi (standard) | HiGHS (standard) | Gurobi (conic) | Gurobi (SQP) | HiGHS (SQP) |
| ----: | ----------------: | ---------------: | -------------: | -----------: | ----------: |
| 4 | 2.95e-3 | 4.78e-4 | 4.71e-3 | 1.74e-2 | 5.98e-3 |
| 50 | 4.46e-3 | 1.02e-3 | 1.02e-2 | 5.52e-2 | 1.84e-2 |
| 1000 | 6.76e-1 | 2.04e-1 | 2.75e+0 | 2.64e+1 | 1.68e+0 |
| $n$ | Gurobi (standard) | HiGHS (standard) | Gurobi (conic) | Gurobi (SQP) | HiGHS (SQP) |
| -----: | ----------------: | ---------------: | -------------: | -----------: | ----------: |
| 4 | 2.95e-3 | 4.78e-4 | 4.71e-3 | 1.74e-2 | 5.98e-3 |
| 50 | 4.46e-3 | 1.02e-3 | 1.02e-2 | 5.52e-2 | 1.84e-2 |
| 1000 | 6.76e-1 | 2.04e-1 | 2.75e+0 | 2.64e+1 | 1.68e+0 |
| 10000¹ | 8.63e+1 | 2.58e+1 | DNF² | 1.56e+3 | 1.06e+2 |

_1: This repository doesn't contain the data files due to storage limitations. Contact the authors for access._
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30 changes: 30 additions & 0 deletions pyproject.toml
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[build-system]
requires = ["hatchling"]
build-backend = "hatchling.build"

[project]
name = "robustocs"
version = "0.0.1"
dependencies = [
"numpy >= 1.21, < 2.0.0",
"scipy >= 1.8.0",
"gurobipy >= 11.0.0",
"highspy >= 1.7.2",
]
requires-python = ">=3.10"
authors = [
{ name="Josh Fogg", email="[email protected]" },
]
description = "Tools for solving robust optimal contribution selection problems"
readme = "README.md"
classifiers = [
"Programming Language :: Python :: 3",
"License :: OSI Approved :: MIT License",
"Operating System :: OS Independent",
"Development Status :: 3 - Alpha",
]

[project.urls]
Homepage = "https://github.com/Foggalong/RobustOCS"
Documentation = "https://github.com/Foggalong/RobustOCS/wiki"
Issues = "https://github.com/Foggalong/RobustOCS/issues"

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