Implementation of the paper: Predict-then-Calibrate: A New Perspective of Robust Contextual LP

LUQ dir: implementation of PTC-B and PTC-E algorithms

kNN dir: implementation of kNN and Ellipsoid methods

CRO dir: implementation of DCC and IDCC algorithms. From open-source code https://github.com/Achenred/Data-Driven-Conditional-Robust-Optimization.
  