JuMP

swMATH16108MaRDI QIDQ27980FDOQ27980

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Source code repository: https://github.com/JuliaOpt/JuMP.jl

Described by source

• JuMP: A Modeling Language for Mathematical Optimization

Cited In (only showing first 100 items - show all)

• A graph-based modeling abstraction for optimization: concepts and implementation in Plasmo.jl
• Robust Optimization for Electricity Generation
• Solving bin packing problems using VRPSolver models
• A note on robust descent in differentiable optimization
• Minimizing Rational Functions: A Hierarchy of Approximations via Pushforward Measures
• A regularization method for constrained nonlinear least squares
• Convex relaxation and variational approximation of the Steiner problem: theory and numerics
• Polyhedral approximation in mixed-integer convex optimization
• Certifiably optimal sparse principal component analysis
• Electricity market equilibrium under information asymmetry
• Measuring and optimizing system reliability: a stochastic programming approach
• Randomized progressive hedging methods for multi-stage stochastic programming
• Sparse regression: scalable algorithms and empirical performance
• Distributionally robust SDDP
• FPBH: a feasibility pump based heuristic for multi-objective mixed integer linear programming
• Prescriptive analytics for human resource planning in the professional services industry
• On property (T) for \(\Aut(F_n)\) and \(\mathrm{SL}_n(\mathbb{Z})\)
• A scalable exact algorithm for the vertex \(p\)-center problem
• Bi-objective multistage stochastic linear programming
• The software design of gridap: a finite element package based on the Julia JIT compiler
• Minimizing the weighted sum of completion times under processing time uncertainty
• A generic exact solver for vehicle routing and related problems
• Proximal Distance Algorithms: Theory and Examples
• Inversion of convection-diffusion equation with discrete sources
• A generic exact solver for Vehicle Routing and related problems
• Sparse classification: a scalable discrete optimization perspective
• A data-driven approach for a class of stochastic dynamic optimization problems
• A bi-objective mathematical model for integrated planning of sugarcane harvesting and transport operations
• Assessing the value of natural gas underground storage in the Brazilian system via stochastic dual dynamic programming
• Outer approximation for integer nonlinear programs via decision diagrams
• Stochastic decomposition applied to large-scale hydro valleys management
• \(\Aut(\mathbb{F}_5)\) has property \((T)\)
• Geometric control of hybrid systems
• Risk parity portfolio optimization under a Markov regime-switching framework
• Sparse regression over clusters: SparClur
• 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
• A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables
• On polyhedral and second-order cone decompositions of semidefinite optimization problems
• The supporting hyperplane optimization toolkit for convex MINLP
• Certifying numerical estimates of spectral gaps
• Dynamic location of modular manufacturing facilities with relocation of individual modules
• Min-Sup-Min Robust Combinatorial Optimization with Few Recourse Solutions
• The lower bound of the network connectivity guaranteeing in-phase synchronization
• Exploiting low-rank structure in semidefinite programming by approximate operator splitting
• EAGO.jl: easy advanced global optimization in Julia
• Solving Natural Conic Formulations with Hypatia.jl
• Efficient Stochastic Programming in Julia
• Sparse Convex Regression
• Graphical models for optimal power flow
• Relative Robust and Adaptive Optimization
• A branch-cut-and-price algorithm for the cumulative capacitated vehicle routing problem
• SDDP.jl: A Julia Package for Stochastic Dual Dynamic Programming
• A convex approach to the Gilbert-Steiner problem
• OSQP: An Operator Splitting Solver for Quadratic Programs
• A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming
• Optimal control of diffuser shapes for non-uniform flow
• FrankWolfe.jl: A High-Performance and Flexible Toolbox for Frank–Wolfe Algorithms and Conditional Gradients
• On the exact solution of vehicle routing problems with backhauls
• Regularized Optimal Transport of Covariates and Outcomes in Data Recoding
• Cardinality-constrained risk parity portfolios
• A biobjective chance constrained optimization model to evaluate the economic and environmental impacts of biopower supply chains
• A simulation and optimisation package for emergency medical services
• Compact mixed-integer programming formulations in quadratic optimization
• A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints
• Outer approximation with conic certificates for mixed-integer convex problems
• Siting renewable power generation assets with combinatorial optimisation
• CasADi: a software framework for nonlinear optimization and optimal control
• Extended formulations in mixed integer conic quadratic programming
• Confidence Intervals for Nonparametric Empirical Bayes Analysis
• Design and implementation of a modular interior-point solver for linear optimization
• Robust balanced optimization
• Generating outpatient chemotherapy appointment templates with balanced flowtime and makespan
• Enhanced formulation for the Guillotine 2D Cutting knapsack problem
• SeaPearl: a constraint programming solver guided by reinforcement learning
• A Lagrangian dual method for two-stage robust optimization with binary uncertainties
• JANOS: An Integrated Predictive and Prescriptive Modeling Framework
• Optimal Power Flow in Distribution Networks Under N – 1 Disruptions: A Multistage Stochastic Programming Approach
• An inertial parallel and asynchronous forward-backward iteration for distributed convex optimization
• 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
• Certifying Unstability of Switched Systems Using Sum of Squares Programming
• Reinterpretation and extension of entropy correction terms for residual distribution and discontinuous Galerkin schemes: application to structure preserving discretization
• Learning for Constrained Optimization: Identifying Optimal Active Constraint Sets
• On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods
• A Bilevel Approach for Identifying the Worst Contingencies for Nonconvex Alternating Current Power Systems
• Globally Optimizing Small Codes in Real Projective Spaces
• A Unified Efficient Implementation of Trust-region Type Algorithms for Unconstrained Optimization
• Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems
• Branch-and-Price Approaches for Real-Time Vehicle Routing with Picking, Loading, and Soft Time Windows
• Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
• Strong mixed-integer formulations for the floor layout problem
• Circular economy implementation in waste management network design problem: a case study
• Polyhedral approximation strategies for nonconvex mixed-integer nonlinear programming in SHOT
• Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem
• Data-driven distributionally robust risk parity portfolio optimization
• Linearized formulations for failure aware barter exchange
• Business Dynamics Models: Optimization-Based One Step Ahead Optimal Control

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