Installation Guide

(1) Prepare Mosek license

Our package is built upon cvxpy and mosek (optional), which needs the license file. The steps are as follows.

If you want to use mosek as the solver, please:

• Request license at Official Website, and then the license mosek.lic will be emailed to you.

• Put your license in your home directory as follows:

  cd
  mkdir mosek
  mv /path_to_license/mosek.lic mosek/
  

Otherwise, you can set the solver among some open-source solvers such as ECOS, SCS in cvxpy (see “https://www.cvxpy.org/tutorial/solvers/index.html” for more details). In any given DRO model, this can be done during initialization:

model = XXDRO(..., solver = 'ECOS')

by simply updating after initialization:

model.solver = 'ECOS'

These solvers can solve all the optimization problems implemented in the package as well.

(2) Install dro package

To install dro package, you can simply run:

pip install dro

And it will install all required packages.