Installation Guide

Install dro package

To install dro package, you can simply run:

pip install dro

And it will install all required packages.

Solver selection

The convex linear DRO models use CLARABEL through cvxpy by default. No commercial solver license is needed. You can select another installed solver when it supports the model’s formulation, either during initialization or before fitting:

from dro.linear_model.chi2_dro import Chi2DRO

model = Chi2DRO(input_dim=2, solver='SCS')

Alternatively, assign model.solver = 'SCS' before calling fit().

See the CVXPY solver guide for solver capabilities and options.

MOSEK is optional. To use it, run pip install mosek, obtain a license, and pass solver='MOSEK' to the model. To prepare the license:

• Request a license from the MOSEK website.

• Put the mosek.lic file in your home directory:

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