JuMP
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Cited in
(only showing first 100 items - show all)- ROC++: Robust Optimization in C++
- TSSOS: A Moment-SOS Hierarchy That Exploits Term Sparsity
- A general ``power-of-\(d\) dispatching framework for heterogeneous systems
- COSMO: a conic operator splitting method for convex conic problems
- Polyhedral approximation strategies for nonconvex mixed-integer nonlinear programming in SHOT
- An improved branch-cut-and-price algorithm for the two-echelon capacitated vehicle routing problem
- A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs
- Bounding the separable rank via polynomial optimization
- Maximum probabilistic all-or-nothing paths
- Partially observable multistage stochastic programming
- RSOME
- VRPSolver
- COVID-19 optimal vaccination policies: a modeling study on efficacy, natural and vaccine-induced immunity responses
- Reinterpretation and extension of entropy correction terms for residual distribution and discontinuous Galerkin schemes: application to structure preserving discretization
- Approximate super-resolution of positive measures in all dimensions
- Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
- Numerical computation of the cut locus via a variational approximation of the distance function
- Exploiting term sparsity in noncommutative polynomial optimization
- Variable selection in convex quantile regression: \(\mathcal{L}_1\)-norm or \(\mathcal{L}_0\)-norm regularization?
- Learning for Constrained Optimization: Identifying Optimal Active Constraint Sets
- Piecewise polyhedral formulations for a multilinear term
- Distributionally robust SDDP
- Prescriptive analytics for human resource planning in the professional services industry
- Sum-of-squares methods for controlled invariant sets with applications to model-predictive control
- MathOptInterface: A Data Structure for Mathematical Optimization Problems
- MINLP formulations for continuous piecewise linear function fitting
- Improved branch-and-cut for the inventory routing problem based on a two-commodity flow formulation
- The traveling salesman puts-on a hard hat -- tower crane scheduling in construction projects
- Optimizing subscriber migrations for a telecommunication operator in uncertain context
- Integrating nurse assignment in outpatient chemotherapy appointment scheduling
- Self-triggered adaptive model predictive control of constrained nonlinear systems: a min-max approach
- Pyomo.GDP: an ecosystem for logic based modeling and optimization development
- On efficient Hessian computation using the edge pushing algorithm in Julia
- Data-driven tuning for chance constrained optimization: analysis and extensions
- A Bayesian framework for molecular strain identification from mixed diagnostic samples
- BartSim
- EMSSim
- Generalized risk parity portfolio optimization: an ADMM approach
- Exact first-choice product line optimization
- Exact converging bounds for stochastic dual dynamic programming via Fenchel duality
- A Unified Efficient Implementation of Trust-region Type Algorithms for Unconstrained Optimization
- Exploiting sparsity in complex polynomial optimization
- Dynamic location of modular manufacturing facilities with relocation of individual modules
- \(\Aut(\mathbb{F}_5)\) has property \((T)\)
- Linearized formulations for failure aware barter exchange
- Curve-shortening of open elastic curves with repelling endpoints: a minimizing movements approach
- Chordal-TSSOS: a moment-SOS hierarchy that exploits term sparsity with chordal extension
- On polyhedral and second-order cone decompositions of semidefinite optimization problems
- Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse
- Optimization-based convex relaxations for nonconvex parametric systems of ordinary differential equations
- Non-convex nested Benders decomposition
- Asymptotically tight conic approximations for chance-constrained AC optimal power flow
- On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods
- JANOS
- An adaptive, multivariate partitioning algorithm for global optimization of nonconvex programs
- Sequence of polyhedral relaxations for nonlinear univariate functions
- Optimal crashing of an activity network with disruptions
- Frameworks and results in distributionally robust optimization
- On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems
- BatchGetSymbols
- GLMNet.jl
- SDDP.jl: A Julia Package for Stochastic Dual Dynamic Programming
- FrankWolfe.jl: A High-Performance and Flexible Toolbox for Frank–Wolfe Algorithms and Conditional Gradients
- Minimizing rational functions: a hierarchy of approximations via pushforward measures
- A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables
- Regularized Optimal Transport of Covariates and Outcomes in Data Recoding
- OSQP: an operator splitting solver for quadratic programs
- Min-Sup-Min Robust Combinatorial Optimization with Few Recourse Solutions
- A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming
- AnyLogic
- SimJulia
- BlackBoxOptim.jl
- SPOTless
- Optim
- FPBH.jl
- DISROPT
- Polyhedra.jl
- Knet
- Makie.jl
- Mamba
- MiniBrass
- extended-MIQCP
- Livarh
- Livarhacc
- Flux
- PhaseCut
- Optimal-SPCA
- LEBFEK
- AbstractAlgebra.jl
- DecFP
- RBniCS
- DoubleDouble.jl
- DoubleFloats.jl
- SuiteSparse.GraphBLAS
- JuliaSmoothOptimizers
- ashr
- StOpt
- NLPModelsIpopt.jl
- NLPLSQ
- KAdaptabilitySolver
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