Scen-Opt Software Tool

Scen-Opt is an open-source toolbox and web app for the scenario approach. Given a collection of observed scenarios, it builds and solves a convex program whose solution carries distribution-free feasibility and risk guarantees — the uncertainty never has to be given a distribution, only sampled.

It covers linear, quadratic and semidefinite programs, each with a choice of robust, regularized, relaxed and combined formulations, so the trade-off between cost and the risk that a constraint is violated can be set explicitly. A dozen solvers are supported, including MOSEK, CLARABEL, SCS and OSQP.

Problems can be assembled in the browser from symbolic or numeric matrices, or uploaded as JSON or MAT files; scenario data imports from CSV, TXT, JSON, NPY, MAT, Excel or Parquet. Nothing needs to be installed to try it.