ROME: Robust Optimization Made Easy (original) (raw)

Welcome to ROME!

ROME (**R**obust **O**ptimization **MadeE**asy) is an algebraic modeling toolbox designed to solve a class of robust optimization problems. ROME runs in the MATLAB environment, so that users can take full advantage of the numerical and graphical capabilites of MATLAB for preprocessing and analysis of data. Users can also build ROME models as subroutines within their own MATLAB programs. This site contains the latest releases of the ROME software and the accompanying User's Guide, as well as a brief description of the features and capabilities of ROME. We hope that ROME will be useful to your research in robust optimization! If you find ROME useful for your research work, please cite it in your publication as:

• Joel Goh and Melvyn Sim. Robust Optimization Made Easy with ROME.Operations Research, 2011, 59(4), pp.973-985. [[pdf](references/Robust Optimization Made Easy with ROME.pdf)] [e-companion] [link]
• Joel Goh and Melvyn Sim. Distributionally Robust Optimization and its Tractable Approximations. Operations Research, 2010, 58(4), pp. 902-917. [[pdf](references/Distributionally Robust Optimization and its Tractable Approximations.pdf)] [e-companion] [link]

ROME Development Team,
Joel Goh and Melvyn Sim