Sprocket: (S)tochastic (PRO)gramming
Sprocket is a framework for describing stochastic programmes in an algorithm-agnostic fashion.
Once a problem has been described, the user can implement an algorithm to solve the problem, or she can use an algorithm that we've prepared earlier. Sprocket was developed to compare the speeds of different solution algorithms in a fair and consistent manner. Besides this, Sprocket is a great way to write and solve your stochastic programme!
Sprocket solves stochastic optimisation problems where uncertainty appears in the objective function. Currently, there is no support for optimisation problems with chance constraints or with random feasible sets.
Please raise an `issue' if you experience an error while using Sprocket.