JuMP: A Modeling Language for Mathematical Optimization

From MaRDI portal
Publication:5738130

DOI10.1137/15M1020575zbMath1368.90002arXiv1508.01982MaRDI QIDQ5738130

Joey Huchette, Iain Dunning, Miles Lubin

Publication date: 31 May 2017

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.01982




Related Items (only showing first 100 items - show all)

Confidence Intervals for Nonparametric Empirical Bayes AnalysisA Unified Efficient Implementation of Trust-region Type Algorithms for Unconstrained OptimizationNumerical computation of the cut locus via a variational approximation of the distance functionExploiting low-rank structure in semidefinite programming by approximate operator splittingEAGO.jl: easy advanced global optimization in JuliaProjections onto the canonical simplex with additional linear inequalitiesFrankWolfe.jl: A High-Performance and Flexible Toolbox for Frank–Wolfe Algorithms and Conditional GradientsSolving Natural Conic Formulations with Hypatia.jlDecomposition and Adaptive Sampling for Data-Driven Inverse Linear OptimizationTechnical Note—Product-Based Approximate Linear Programs for Network Revenue ManagementAdjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization ProblemsData-driven distributionally robust risk parity portfolio optimizationROC++: Robust Optimization in C++Optimization under Rare Chance ConstraintsLearning for Constrained Optimization: Identifying Optimal Active Constraint SetsMathOptInterface: A Data Structure for Mathematical Optimization ProblemsOptimal Power Flow in Distribution Networks Under N – 1 Disruptions: A Multistage Stochastic Programming ApproachJANOS: An Integrated Predictive and Prescriptive Modeling FrameworkA Bayesian framework for molecular strain identification from mixed diagnostic samplesA branch-and-price algorithm for nanosatellite task scheduling to improve mission quality-of-service\textsf{PWDFT.jl}: a Julia package for electronic structure calculation using density functional theory and plane wave basisModeling design and control problems involving neural network surrogatesA continuous-time formulation for optimal task scheduling and quality-of-service assurance in nanosatellitesHuman-centred feasibility restoration in practiceEfficient joint object matching via linear programmingGeometric control of hybrid systemsRobust Optimization with Continuous Decision-Dependent Uncertainty with applications to demand response managementOn the optimal layout of a dining room in the era of COVID‐19 using mathematical optimizationOOESAlgorithm.jl: a julia package for optimizing a linear function over the set of efficient solutions for biobjective mixed integer linear programmingAn iterative combinatorial auction design for fractional ownership of autonomous vehiclesDynamic advertising games in duopolies under one-step-ahead optimal controlFrom multi‐physics models to neural network for predictive control synthesisInterpretable clustering via soft clustering treesAbsolute value equations with data uncertainty in the $l_1$ and $l_\infty$ norm ballsCompressing branch-and-bound treesEfficient Stochastic Programming in JuliaBranch-and-Price Approaches for Real-Time Vehicle Routing with Picking, Loading, and Soft Time WindowsMin-Sup-Min Robust Combinatorial Optimization with Few Recourse SolutionsJuMP 1.0: recent improvements to a modeling language for mathematical optimizationRisk budgeting portfolios from simulationsSimultaneous scheduling of replacement and repair of common components in operating systems. A multi-objective mathematical optimization modelPerformance enhancements for a generic conic interior point algorithmFuture memories are not needed for large classes of POMDPsRobot Dance: a mathematical optimization platform for intervention against COVID-19 in a complex networkMultiple oracle algorithm to solve continuous gamesChordal sparsity for SDP-based neural network verificationBranch-and-bound performance estimation programming: a unified methodology for constructing optimal optimization methodsExploiting ideal-sparsity in the generalized moment problem with application to matrix factorization ranksTutorial on Amortized OptimizationExact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel DualityCompeting in daily fantasy sports using generative modelsAn efficient method for optimizing nested open pits with operational bottom spaceOptimal service rates of a queueing inventory system with finite waiting hall, arbitrary service times and positive lead timesOptimal design of line replaceable unitsSpace splitting convexification: a local solution method for nonconvex optimal control problemsBounds and convex heuristics for bi-objective optimal experiment design in water networksRisk-allocation-based index trackingEfficient linear reformulations for binary polynomial optimization problemsMulti-objective optimization for integrated sugarcane cultivation and harvesting planningPell's equation, sum-of-squares and equilibrium measures on a compact setGeneral convex relaxations of implicit functions and inverse functionsExact SDP relaxations for quadratic programs with bipartite graph structuresResource management in device-to-device communicationsA branch-cut-and-price algorithm for the cumulative capacitated vehicle routing problemTighter bounds on transient moments of stochastic chemical systemsExponential Decay in the Sensitivity Analysis of Nonlinear Dynamic ProgrammingA Lagrangian relaxation approach to an electricity system investment model with a high temporal resolutionRegularized Optimal Transport of Covariates and Outcomes in Data RecodingThe software design of gridap: a finite element package based on the Julia JIT compilerA two-level distributed algorithm for nonconvex constrained optimizationEllipsoidal Methods for Adaptive Choice-Based Conjoint AnalysisExact First-Choice Product Line OptimizationCertifying Unstability of Switched Systems Using Sum of Squares ProgrammingTSSOS: A Moment-SOS Hierarchy That Exploits Term SparsityChordal-TSSOS: A Moment-SOS Hierarchy That Exploits Term Sparsity with Chordal ExtensionMinimizing Rational Functions: A Hierarchy of Approximations via Pushforward MeasuresA Unified Approach to Mixed-Integer Optimization Problems With Logical ConstraintsBrachistochrone on a velodromeOn efficient Hessian computation using the edge pushing algorithm in JuliaProximal Distance Algorithms: Theory and ExamplesRelative Robust and Adaptive OptimizationRisk parity portfolio optimization under a Markov regime-switching frameworkWave drag on asymmetric bodiesSDDP.jl: A Julia Package for Stochastic Dual Dynamic ProgrammingSparse Convex RegressionRobust Optimization for Electricity GenerationLearning to Solve Large-Scale Security-Constrained Unit Commitment ProblemsThe lower bound of the network connectivity guaranteeing in-phase synchronizationA Bilevel Approach for Identifying the Worst Contingencies for Nonconvex Alternating Current Power SystemsGlobally Optimizing Small Codes in Real Projective SpacesOperator Splitting for a Homogeneous Embedding of the Linear Complementarity ProblemSiting renewable power generation assets with combinatorial optimisationPolyhedral approximation strategies for nonconvex mixed-integer nonlinear programming in SHOTMeasuring and optimizing system reliability: a stochastic programming approachAssessing the value of natural gas underground storage in the Brazilian system via stochastic dual dynamic programmingRandomized progressive hedging methods for multi-stage stochastic programmingA biobjective chance constrained optimization model to evaluate the economic and environmental impacts of biopower supply chainsLinearized formulations for failure aware barter exchangeInversion of convection-diffusion equation with discrete sourcesReinterpretation and extension of entropy correction terms for residual distribution and discontinuous Galerkin schemes: application to structure preserving discretization


Uses Software


Cites Work


This page was built for publication: JuMP: A Modeling Language for Mathematical Optimization