JuMP
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Software:27980
swMATH16108MaRDI QIDQ27980FDOQ27980
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Source code repository: https://github.com/JuliaOpt/JuMP.jl
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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