Pages that link to "Item:Q5738130"
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The following pages link to JuMP: A Modeling Language for Mathematical Optimization (Q5738130):
Displaying 50 items.
- JuMP (Q27980) (← links)
- OSQP: An Operator Splitting Solver for Quadratic Programs (Q78613) (← links)
- A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming (Q89288) (← links)
- Robust balanced optimization (Q668952) (← links)
- Stochastic decomposition applied to large-scale hydro valleys management (Q724025) (← links)
- Measuring and optimizing system reliability: a stochastic programming approach (Q828737) (← links)
- Assessing the value of natural gas underground storage in the Brazilian system via stochastic dual dynamic programming (Q828757) (← links)
- Randomized progressive hedging methods for multi-stage stochastic programming (Q828821) (← links)
- A biobjective chance constrained optimization model to evaluate the economic and environmental impacts of biopower supply chains (Q828845) (← links)
- A scalable exact algorithm for the vertex \(p\)-center problem (Q1634076) (← links)
- Certifying numerical estimates of spectral gaps (Q1647864) (← links)
- Convex relaxation and variational approximation of the Steiner problem: theory and numerics (Q1647911) (← links)
- Graphical models for optimal power flow (Q1701228) (← links)
- Generating outpatient chemotherapy appointment templates with balanced flowtime and makespan (Q1711478) (← links)
- A note on robust descent in differentiable optimization (Q1728324) (← links)
- CasADi: a software framework for nonlinear optimization and optimal control (Q1741124) (← links)
- Polyhedral approximation in mixed-integer convex optimization (Q1800994) (← links)
- Distributionally robust SDDP (Q1989729) (← links)
- Prescriptive analytics for human resource planning in the professional services industry (Q1991173) (← links)
- A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables (Q2010099) (← links)
- Outer approximation for integer nonlinear programs via decision diagrams (Q2020602) (← links)
- MINLP formulations for continuous piecewise linear function fitting (Q2028464) (← links)
- Improved branch-and-cut for the inventory routing problem based on a two-commodity flow formulation (Q2029903) (← links)
- The traveling salesman puts-on a hard hat -- tower crane scheduling in construction projects (Q2030576) (← links)
- Solving bin packing problems using VRPSolver models (Q2033390) (← links)
- A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)
- Decomposition methods for Wasserstein-based data-driven distributionally robust problems (Q2060355) (← links)
- Design and implementation of a modular interior-point solver for linear optimization (Q2062319) (← links)
- A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs (Q2063194) (← links)
- Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse (Q2070338) (← links)
- Sparse classification: a scalable discrete optimization perspective (Q2071494) (← links)
- Exploiting sparsity in complex polynomial optimization (Q2073057) (← links)
- A simulation and optimisation package for emergency medical services (Q2076894) (← links)
- Optimizing subscriber migrations for a telecommunication operator in uncertain context (Q2076939) (← links)
- Variable selection in convex quantile regression: \(\mathcal{L}_1\)-norm or \(\mathcal{L}_0\)-norm regularization? (Q2083962) (← links)
- Data-driven tuning for chance constrained optimization: analysis and extensions (Q2085821) (← links)
- Compact mixed-integer programming formulations in quadratic optimization (Q2089884) (← links)
- On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems (Q2091214) (← links)
- A general ``power-of-\(d\)'' dispatching framework for heterogeneous systems (Q2095043) (← links)
- Optimization-based convex relaxations for nonconvex parametric systems of ordinary differential equations (Q2097651) (← links)
- Bi-objective multistage stochastic linear programming (Q2097668) (← links)
- Non-convex nested Benders decomposition (Q2097672) (← links)
- Asymptotically tight conic approximations for chance-constrained AC optimal power flow (Q2098044) (← links)
- Enhanced formulation for the Guillotine 2D Cutting knapsack problem (Q2099494) (← links)
- A graph-based modeling abstraction for optimization: concepts and implementation in Plasmo.jl (Q2099497) (← links)
- A Lagrangian dual method for two-stage robust optimization with binary uncertainties (Q2101650) (← links)
- Sparse regression over clusters: SparClur (Q2115306) (← links)
- SeaPearl: a constraint programming solver guided by reinforcement learning (Q2117242) (← links)
- Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure (Q2118074) (← links)
- Siting renewable power generation assets with combinatorial optimisation (Q2119746) (← links)
