/CCG_two-stage-RO_toy-case

Using C&CG to solve two-stage robust optimization

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CCG_two-stage-RO_toy-case

I try to recurrence the study case from Solving two-stage robust optimization problems using a column-and-constraint generation method by Bo Zeng

  • I found the code by Xiangyang Su and try to make some improvements.(Fail to understand).I put it in the folder python_code_sxy.

  • I found the code of the CCG study case written in matlab by Ang Xuan. I put it in the folder matlab_code.

Finally, I finish the code and debugging of the study case with the help of some guidance from 鲁棒优化| C&CG算法求解两阶段鲁棒优化:全网最完整、最详细的【入门-完整推导-代码实现】笔记. But I still couldn't understand some code from Xiangyang Su, and maybe there's some bug in it. CCG_case.py is my code which recurrence the study case in the paper from Bo Zeng.