v0.3.8

🎉 We're happy to announce the PyEPO 0.3.8 release. 🎉

We're thrilled to bring you some exciting new features in this release:

We add a data generator pyepo.data.portfolio.genData for portfolio optimization and the corresponding Gurobi model pyepo.model.grb.portfolioModel. See details in our docs for data and optimization model.

This synthetic dataset comes from Smart “Predict, then Optimize” with detailed implementation guidelines provided in Appendix-D of the supplemental material.

Additionally, we have addressed several minor bugs to ensure a smoother user experience.

We're eager for you to test these out and share your feedback with us. As always, thank you for being a part of our growing community!