Add powershell5 profile
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Set-ExecutionPolicy -ExecutionPolicy RemoteSigned -Scope CurrentUser
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$msg = @"
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_____ ______ ________ _____ _____ _ _ ______ _ _ _____
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| __ \ / __ \ \ / / ____| __ \ / ____| | | | ____| | | | | ____|
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| |__) | | | \ \ /\ / /| |__ | |__) | (___ | |__| | |__ | | | | | |__
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| ___/| | | |\ \/ \/ / | __| | _ / \___ \| __ | __| | | | | |___ \
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| | | |__| | \ /\ / | |____| | \ \ ____) | | | | |____| |____| |____ ___) |
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|_| \____/ \/ \/ |______|_| \_\_____/|_| |_|______|______|______|____/
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"@
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function Hello {
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param (
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[string] $Msg
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)
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Write-Host $Msg -ForegroundColor DarkBlue
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}
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$(Hello $msg)
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$OutputEncoding = [console]::InputEncoding = [console]::OutputEncoding =
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New-Object System.Text.UTF8Encoding
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# coding=utf-8
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from rsome import dro
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# from rsome import grb_solver as grb
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from rsome import eco_solver as eco
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import rsome as rso
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import numpy as np
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def simple_linear():
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model = dro.Model('LP model') # create a Model object
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x = model.dvar() # define a decision variable x
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y = model.dvar() # define a decision variable y
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model.max(3*x + 4*y) # maximize the objective function
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model.st(2.5*x + y <= 20) # specify the 1st constraints
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model.st(5*x + 3*y <= 30) # specify the 2nd constraints
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model.st(x + 2*y <= 16) # specify the 3rd constraints
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model.st(abs(y) <= 2) # specify the 4th constraints
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model.solve() # solve the model by the default solver
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def main():
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model = dro.Model("electricSystem")
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# w = model.dvar(w)
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model.solve(eco)
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if __name__ == "__main__":
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# simple_linear()
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main()
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# coding=utf-8
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from rsome import ro
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from rsome import eco_solver as grb
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import rsome as rso
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import numpy as np
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def main():
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n = 150 # number of stocks
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i = np.arange(1, n+1) # indices of stocks
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p = 1.15 + i*0.05/150 # mean returns
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delta = 0.05/450 * (2*i*n*(n+1))**0.5 # deviations of returns
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Gamma = 5 # budget of uncertainty
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model = ro.Model()
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x = model.dvar(n) # fractions of investment
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z = model.rvar(n) # random variables
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model.maxmin((p + delta*z) @ x, # the max-min objective
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rso.norm(z, np.infty) <= 1, # uncertainty set constraints
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rso.norm(z, 1) <= Gamma) # uncertainty set constraints
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model.st(sum(x) == 1) # summation of x is one
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model.st(x >= 0) # x is non-negative
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model.solve(grb) # solve the model by Gurobi
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if __name__ == "__main__":
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main()
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