Solvers

The following solvers are implemented in skwdro

Entropic Solvers using torch

solve_dual_wdro(loss, p_hat, opt)

Solve the dual problem with the loss-dependant grandient descent algorithm.

Specific Solvers

WDRONewsvendorSpecificSolver([k, u, rho, ...])
WDROLogisticSpecificSolver([rho, kappa, X, ...])
WDROLinRegSpecificSolver([rho, X, y, ...])
WDROPortfolioSpecificSolver(C, d, m, p[, ...])	Solver for the dual program linked to Mean-Risk portfolio problem (Kuhn 2017).