Taco is a python toolbox for optimization of chance constrained problems. This toolbox comes with a companion paper to be submitted very soon!
For a more detailed description of the toolbox and the setup instructions see the documentation.
Yassine Laguel
Jérôme Malick
Wim Van Ackooij
This project is licensed under the GPLv3 License - see the LICENSE.md file for details.
If you found this package useful, please cite the following work.
@article{laguel2021chance,
title={Chance constrained problems: a bilevel convex optimization perspective},
author={Laguel, Yassine and Malick, J{\'e}r{\^o}me and Ackooij, Wim},
journal={arXiv preprint arXiv:2103.10832},
year={2021}
}