PySP: modeling and solving stochastic programs in Python
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Publication:2392659
DOI10.1007/S12532-012-0036-1zbMATH Open1275.90049OpenAlexW2161090654WikidataQ120979345 ScholiaQ120979345MaRDI QIDQ2392659FDOQ2392659
Authors: Jean-Paul Watson, David L. Woodruff, William E. Hart 
Publication date: 2 August 2013
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12532-012-0036-1
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- scientific article; zbMATH DE number 5007549
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Approximation methods and heuristics in mathematical programming (90C59) Applications of mathematical programming (90C90) Stochastic programming (90C15)
Cites Work
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Cited In (31)
- A graph-based modeling abstraction for optimization: concepts and implementation in Plasmo.jl
- BBPH: using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs
- Solution sensitivity-based scenario reduction for stochastic unit commitment
- A scalable solution framework for stochastic transmission and generation planning problems
- Parallel PIPS-SBB: multi-level parallelism for stochastic mixed-integer programs
- The IBM stochastic programming system
- Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
- Implementing the branch-and-cut approach for a general purpose Benders' decomposition framework
- A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables
- A parallel hub-and-spoke system for large-scale scenario-based optimization under uncertainty
- Efficient Stochastic Programming in Julia
- Lagrange dual bound computation for stochastic service network design
- Asynchronous Lagrangian scenario decomposition
- PySP
- PyQUBO: Python Library for Mapping Combinatorial Optimization Problems to QUBO Form
- Relating single-scenario facets to the convex hull of the extensive form of a stochastic single-node flow polytope
- Stochastic programming approach for energy management in electric microgrids
- Integration of progressive hedging and dual decomposition in stochastic integer programs
- Parallel interior-point solver for block-structured nonlinear programs on SIMD/GPU architectures
- Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation
- Multilevel optimization modeling for risk-averse stochastic programming
- A stochastic programming approach for chemotherapy appointment scheduling
- Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs
- Customizing the solution process of COIN-OR's linear solvers with python
- \textsc{PySCIPOpt}: mathematical programming in Python with the SCIP optimization suite
- JuMP: a modeling language for mathematical optimization
- Stochastic optimization models in forest planning: a progressive hedging solution approach
- Soft clustering-based scenario bundling for a progressive hedging heuristic in stochastic service network design
- Two-stage stochastic programming approach to a PDE-constrained steel production problem with the moving interface.
- Mixed-integer programming models for optimal constellation scheduling given cloud cover uncertainty
- Stochastic forestry planning under market and growth uncertainty
Uses Software
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